Market Regime Detector

01

Model

Current Macro Regime

A causal, point-in-time nowcast of the Bridgewater All Weather growth/inflation quadrant, from two independent 2-state Gaussian HMMs run against FRED, ALFRED, and market data.

Loading latest regime…

—

Probability: —

Growth ↑

Growth ↓

Inflation ↑

Reflation

above-trend growth, accelerating inflation

—

Stagflation

below-trend growth, accelerating inflation

—

Inflation ↓

Disinflationary growth

above-trend growth, decelerating inflation

—

Deflation

below-trend growth, decelerating inflation

—

Typical business cycle

Illustrative only: a theoretical, idealised cycle (the wave loosely stands in for stock market prices). Real cycles vary in order, length and shape, so regimes don't always follow this sequence. The highlighted stage is the model's current regime.

Disinflationary growthgrowth ↑ · inflation ↓

Reflationgrowth ↑ · inflation ↑

Stagflationgrowth ↓ · inflation ↑

Deflationgrowth ↓ · inflation ↓

P(growth="UP") —

P(inflation="UP") —

As of—

Observation date—

Generated—

Model—

02

Model Inputs

The exact feature values this model saw for the prediction above, and every raw data stream currently tracked in the data lake.

Features used by this model

Feature	Description	Value	Date	Lag

All available data streams

Series	Description	Value	Date	Lag

03

Regime History

Daily regime probabilities over the past 365 days, as computed in the latest batch run. Each column is one day, split by how likely each quadrant was. This is a new project, so the history is still building up.