Macro#44tier 1live in production
macro regime
cadence: Dailydata: mediumlong shortshort onlylong only
Mechanism
Beyond `regime_overlay` (#10) which uses VIX + SPY trend, this family keys off the *macro* regime detected from FRED
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
fred_macroWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore macro regime on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.