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Macro Regime Alfred Pit

Updated dailyData needs: mediumlong shortshort onlylong only
paper
2026
Source
Internal Alphactor macro-regime hypothesis; no paper-replication claim.
Citation only, paper link pending.

In plain terms

Research-only causal macro adaptation using exact ALFRED vintages. It is not a paper replication, production signal, or established alpha effect.

How it works

adaptation: in-house composite regime gate (term-spread inversion + credit z); no single-paper rule

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

  • Alfred series vintages

    A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

No inherited alpha claim; evaluate this causal adaptation post-cost against legacy and controls.

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