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Session

Joint — —

Assets

Pick anything to see its chart and the levels that matter on it.

All assets tracked by the MacroInsight algorithm — stocks, ETFs, sector themes, dollar, vol, and crypto.

Loading positioning…

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Regime
Loading score…

Performance

Trades

Strategy performance

Educational only. Figures come from the trades you recorded.

Size a trade

Your account

The most this trade is allowed to cost if the stop is hit.

The trade
Side

Execution

Figures

Seven more figures

Account

The same trade at other risk levels

Identical entry, stop and target. Only the percentage of the account on the line changes.

Show the five risk levels

Why the size matters more than the entry

Seven things about risk that are arithmetic rather than opinion. All of them are drawn from your own inputs above.

Losses are not symmetric

Educational only, not financial advice

Educational only. Liquidation is an estimate — a venue will usually close earlier.

Setups

Educational material, not advice. Ranges describe how setups of this shape have generally behaved.

TradeAI

Ask about your own trading. It reads your journal, runs the same sizing maths as the calculator, and knows every playbook in the library — and it says so when the answer is not in there.

Preview — the conversation is scripted in this build

reading your journal

How this works: the conversation is scripted in this build — a language model is connected at launch. Every number in every answer is computed here and now from your own recorded trades, your own settings and the playbook library. Nothing is generated, and a question the data cannot answer is answered with that.

Educational material, not financial advice and not a recommendation to trade any instrument. Answers describe what your own recorded trades say and what the arithmetic of risk implies; they are not forecasts, and a figure measured over a handful of trades is noise wearing a decimal point. Simulations are seeded and deterministic, assume each trade is independent of the last, and ignore slippage, funding, borrow and tax. Your circumstances are unknown to this page.

Morning filter

Where · what · when

Reading today’s markets…

Auto layout
Crypto
Crypto mood
— / — / —
Volatility tone
—
Models agree
— cells agree
TradFi
TradFi mood
—
Decision posture
—
What changed
—

Crypto snapshot

regime participation

Strongest vol signals

—

TradFi snapshot

regime participation

Macro / stress

VIX · DXY · rates · credit
PHASE 3 Saved local layout

Crypto

Risk-on, chop, or risk-off across the coins you track — then the names to look at, wait on, or avoid.

Market mood
— / — / —
Volatility tone
— confidence · size —
Models agree
— cells agree

Who is participating

—

Volatility tone

—

Timeframes agree

Do the slow and fast charts agree? Click an asset for detail

Priority timeframes

highest-priority cells
Loading MS-GARCH priorities…

Decision posture

click a posture to inspect its cells
Loading final decision layer…

TradFi

Risk-on, chop, or risk-off across stocks, rates, and commodities — then the names to look at, wait on, or avoid.

Market mood
—
Decision posture
—
—
What changed
—
—

Market groups

balanced hierarchy · click a group to explore

Who is participating

—

Macro / stress

VIX · DXY · rates · credit
VIX / VOL STRESS
—
—
DXY / DOLLAR
—
—
10Y / RATES
—
—

MACRO STRESS EQUIVALENTS

replaces crypto funding/crowding context

CURVE STRUCTURE

level · slope · curvature · real yields

TERM STRUCTURE MODELS

Nelson-Siegel-Svensson · ATSM-lite · FAVAR · DFM

THRESHOLD VAR

VIX-split macro VAR(1)

DATA SOURCE HEALTH

actual provider · freshness · official context feeds
BREADTH dashboard universe

Gauge participation, moving-average breadth, and internal strength across the TradFi universe.

PARTICIPATION LADDER

share of assets above 20D · 50D · 200D moving averages

GROUP HEAT STRIP

20D breadth × 1M return · click a group for detail

TECHNICAL INTERNALS

dashboard-universe breadth · not full-exchange breadth

GROUP PARTICIPATION

moving-average breadth and 1-month participation
Rotation vs SPY · 1M RS

Spot which groups are leading or lagging SPY and where rotation is accelerating.

GROUP ROTATION QUADRANTS

relative strength vs SPY · 1M level and momentum

TOP RELATIVE STRENGTH

strongest 1M RS vs SPY

FACTOR PAIR RANKS

long/short relative-return spreads

LEADERSHIP CHANGES

improving and weakening transitions

ASSET RELATIVE STRENGTH

1W / 1M / 3M vs SPY

FACTOR PAIRS DETAIL

relative-return spreads · 1M / 3M / momentum
Drivers global regime attribution

See transparent attribution for what is driving the current global TradFi regime read.

REGIME DRIVER WATERFALL

transparent cross-asset proxy contributions

TRANSMISSION RANK

strongest transmitted impulse to SPY

DRIVER DETAIL

direction · weight · contribution

CROSS-ASSET TRANSMISSION

rolling beta, correlation, and one-day lead relationship to SPY
Positioning CFTC · lag-safe

Check lag-safe CFTC positioning and crowding for squeeze or unwind risk.

CONTRACT × METRIC HEAT

leveraged net · institutional net · 3Y percentile · crowding score

CROWDING RANK

highest squeeze / unwind risk contracts

OFFICIAL CFTC POSITIONING

weekly TFF / disaggregated reports · publication-lag safe

CROWDING / SQUEEZE RISK

3-year percentile and weekly positioning change
FLOWS FINRA short-sale volume

View FINRA off-exchange short-sale flow pressure — distinct from short interest.

ELEVATED SHORT-SALE VOLUME

FINRA consolidated NMS · 20D z-score at or above 1

ELEVATED DETAIL

off-exchange activity vs 20D baseline

UNIVERSE FLOW PRESSURE

daily ratio vs 5D and 20D baseline
Scope: this is FINRA off-exchange short-sale volume, not short interest, borrow utilization, or an open-position measure.

GROUP / SECTOR RISK

equal-weighted group hierarchy

CONCENTRATION & LEADERSHIP

Mag 7 and broad-market concentration proxy
BALANCED TradFi decision layer

The TradFi call per market — mood, groups, macro, and positioning in one posture.

What to do

loading TradFi decision layer…

Top calls

Mood, groups, macro, and positioning

What went into the call

transparent weighted inputs

Read credit spreads, Treasury regimes, and financial conditions stress.

CREDIT REGIMES

HYG · LQD · rates context

LIQUIDITY CONDITIONS

FRED balance sheet · RRP · financial conditions

SPREAD MOMENTUM

5D / 21D change · widening is defensive

TREASURY VOLATILITY PROXY

realized SHY / IEF / TLT volatility · not MOVE

GLOBAL MARKET GROUPS

balanced hierarchy

GLOBAL ASSET LEADERS

global equities · FX · commodities

SUGGESTED EXPOSURE

direction × confidence × risk multiplier

CORRELATION & WARNINGS

daily return concentration

HRP / BLACK-LITTERMAN

advanced portfolio weights

EXECUTION COST

Almgren-Chriss-lite bps

GROUP NEWS TONE

GDELT market-wide tone, per group · uncovered groups inherit market tone

PER-TICKER TONE

Finnhub company-news headlines · transparent finance lexicon

TOPIC BUCKETS

lite lexicon themes from GDELT/Finnhub cache

SENTIMENT DIFFUSION

NSDI · cross-asset tone dispersion

HOW IT FEEDS THE DECISION

additive pillar · abstains when stale

MARKOV-SWITCHING VOLATILITY STATE

Hamilton MS-variance model per cell · sorted by high-vol probability

DECISION PILLAR ABLATION

mean contribution per pillar · sign-flips counts cells that would flip without it

How sure

posterior certainty (1-entropy) + directional conviction (|score|)

PAPER SHADOW BOOK

current decision-layer calls, netted per asset, sized by risk × confidence

UPCOMING EVENTS

earnings + scheduled releases

RECENT SEC FILINGS

8-K · 10-Q · 10-K · 6-K

FRED RELEASE CALENDAR

official release dates · no paid consensus surprise

ALFRED REVISION MONITOR

latest vintage revisions for key macro series

MACRO IMPULSE

latest official change standardized against its own history · not consensus surprise

BY TIMEFRAME

lagged next-bar · after costs

BY INDUSTRY

local historical evidence

FRESHNESS BY CELL

live · delayed · stale · missing

OFFICIAL SOURCE STATUS

FRED · CFTC · Twelve Data · Yahoo fallback

STRONGEST CELLS

realized edge · calibration · drawdown · sample depth

WEAKEST CELLS

automatically downweighted by the decision layer

DRIFT / RETRAIN WATCH

recent hit rate and edge versus the prior local window
SESSION STANCE
—
—
PORTFOLIO POSTURE
—
—
EVENT WATCH
—
scheduled and filing context

BEST SETUPS

fresh, highest-conviction cells

RISK WATCH

portfolio + positioning + events

OVERNIGHT FUNDING

SOFR · EFFR · TGCR · BGCR

LIQUIDITY DRAINS

Fed balance sheet · TGA · reverse repo
Method: net liquidity normalizes source units before subtracting the Treasury General Account and overnight reverse repo from the Fed balance sheet.

VOLATILITY TERM STRUCTURE

VIX9D · VIX · VVIX

CROSS-ASSET IMPLIED VOL

oil · gold · emerging markets

IMPLIED VS REALIZED

official Cboe closes vs local SPY realized volatility

FUNDAMENTAL LEADERS

filed growth · margin · cash generation

DETERIORATION WATCH

official SEC XBRL only

MEGA-CAP FUNDAMENTAL MATRIX

no analyst estimates or inferred consensus

STRONGEST REGIMES

highest 3-bar survival probability

FRAGILE REGIMES

duration + posterior + BOCPD hazard

PORTFOLIO SHOCKS

current suggested exposure × deterministic shock

WORST-SHOCK CONTRIBUTORS

largest exposure-weighted impacts
Scope: these are transparent sensitivity templates, not return forecasts or option-pricing outputs.
TRANSITION · MARKET STATE — off — / trans — / on — · — bars in state
ALTERNATIVE.ME F&G — — alternative.me
CMC F&G — — coinmarketcap
DVOL BTC — implied vol deribit
DVOL ETH — implied vol deribit
MVRV BTC — on-chain bitcoin-data.com

Timeframes agree

aggregated per asset

REGIME MATRIX

BULL Chop BEAR
loading…
SOURCE —
STATUS —
LAST FILE UPDATE —
DATA FILES —

Timeframes agree

MS-GARCH meta regimes aggregated per asset

META · REGIME MATRIX (8 ASSETS · 6 TIMEFRAMES)

RISK_ON_TREND / NEUTRAL_CHOP / VOL_EXPANSION / DELEVERAGING / LIQUIDITY_VACUUM…
loading MS-GARCH…

COMPOSITE SCORE HISTORY

last 80 bars

RECENT META SHIFTS

—

What to do

loading decision layer…

Top calls

weighted by edge × confidence

By asset

cross-timeframe final score

BTC book context

context layer only · not a trade trigger

Pressure alerts

risk modifier for final decisions

FINAL DECISION EQUITY

local log backtest

BY ACTION

signed return after costs

BEST / WORST CELLS

edge × sample count

BY TIMEFRAME

where the final layer has helped

BY ASSET

cross-timeframe contribution

RECENT LARGEST OUTCOMES

next-run realized result

SIGNAL QUALITY MATRIX

trust score per asset/timeframe · local BT + calibration + sample count
loading signal quality…

STRONGEST CELLS

highest quality-weighted evidence

WEAKEST CELLS

downweighted by the final layer

QUALITY-ADJUSTED CALLS

score and size after local trust multiplier

SCORING INPUTS

what drives the weight
MIXED 48 cells · 3-bar survival

Estimate how long regimes survive the next few bars — size up durable cells, down fragile ones.

REGIME SURVIVAL MATRIX

estimated probability the current regime survives the selected horizon · click a cell for full detail
loading persistence forecast…

BREAK RISK RANKING

highest 3-bar flip probability

MOST STABLE REGIMES

highest 3-bar survival probability
BALANCED portfolio risk

Suggested net exposure, concentration warnings, and correlation clusters in one view.

ASSET EXPOSURE

suggested net exposure from final calls

RISK WARNINGS

concentration, correlation, and regime crowding

ASSET DETAIL

gross vs net by asset

TIMEFRAME EXPOSURE

where the risk is coming from

CORRELATION CLUSTERS

1d return correlation from local parquet caches

HRP WEIGHTS

hierarchical risk parity · lite proxy

BLACK-LITTERMAN VIEWS

HMM posteriors as regime views

ALMGREN-CHRISS COST

regime-conditional execution cost proxy

ACTIVE SMART ALERTS

severity-scored and quality-filtered

SUPPRESSED ALERTS

repeated, noisy, weak, or below learned threshold

SCORING MODEL

why an alert ranks high

QUALITY GATES

learning and disagreement filters

LEARNED THRESHOLDS

per timeframe and side from local realized outcomes

CURRENT CALL CHECK

which live calls pass the learned threshold

ACTION QUALITY

exact decision-layer outcome by action

LEARNING NOTES

local-only threshold logic

RETRAIN RECOMMENDATIONS

drift, calibration, and edge-decay flags

WATCHLIST

not urgent, but deteriorating

REGIME BRIEF

one-click session summary

TOP SETUPS

alerts first, decision calls second

RISK NOTES

portfolio warnings, break risk, weak cells

CHANGED CELLS

since the last completed run
MIXED EVIDENCE 48 cells · decomposed stack

HMM certainty, MS-vol, quality, persistence, and alignment per cell — size up strong evidence.

Confidence matrix

final decomposed confidence by asset and timeframe · click a cell for full breakdown
loading confidence decomposition…

CONFIDENCE LEADERS

best decomposed evidence

CONFIDENCE WATCHLIST

where confidence is weakest

COMPONENT WEIGHTS

what builds final confidence

HMM AUC FALLBACK

stacker summary when live cells emit null CV-AUC

OPERATING STANCE

regime-conditioned rules

PLAYBOOK RULES

how to interpret the current state

TOP PLAYS

rank-conditioned setups

GUARDRAILS

risk rules that override cell conviction
PAPER BOOK shadow portfolio

Local paper book of final-layer calls — track outcomes without risking capital.

SHADOW EQUITY

paper final-layer path

OPEN SHADOW POSITIONS

local paper exposure only

RECENT OUTCOMES

largest realized paper moves

RISK NOTES

portfolio guardrails

WHAT CHANGED THE SIGNAL

component removal by cell

COMPONENT CONTRIBUTION

absolute signal drivers
MIXED asset priority

Rank assets by decision strength, quality, and persistence — prioritize the top names first.

REGIME ASSET RANKING

decision + quality + persistence

AVOID / DEFENSIVE

weak or negative assets

RANKING DETAIL

full component breakdown

AVOID DETAIL

defensive candidates

REPLAY TIMELINE

historical dashboard states from the local log

STATE BALANCE

risk-on / chop / risk-off mix

LEADER / FOLLOWER LINKS

repeated regime flip order by timeframe

LEAD QUALITY

frequency and median delay

GRANGER NETWORK

rolling return causality · lite F-test

THRESHOLD VAR

stress-split VAR(1) regimes

MICROSTRUCTURE

VPIN · OFI · Kyle λ · Hyperliquid proxy

MACRO FACTORS

NSS · ATSM · FAVAR · DFM from FRED cache

CAUSALITY

Granger network + TVAR-lite

PORTFOLIO / EXECUTION

HRP · Black-Litterman · Almgren-Chriss

NLP / SENTIMENT

topic buckets + news sentiment diffusion index

RETURN CORRELATION PAIRS

latest 1h local return matrix

CONCENTRATION CLUSTERS

average absolute correlation by asset

ALERT THRESHOLD SIMULATOR

historical fire rate and next-run outcome

BEST RULES

high-quality local alert candidates

SIGNAL DECAY CURVE

1 / 3 / 5 / 10 bar realized edge

TIMEFRAME DECAY

which horizons keep edge longest

FINAL CALL CONTRIBUTIONS

long bias first · then neutral · then defensive · |score| within each group
—

Which layers are active

active layers by share · gated layers explained separately
—

DATA ISSUES

missing, stale, thin, or errored local files

REPORT SOURCES

snapshot and precomputed JSON health

REPAIR QUEUE

local parquet files eligible for refetch

REPAIR ACTION

quarantine then force-refresh

PRECOMPUTED SHOCKS

what-if decision layer reaction

SIMULATION NOTES

local what-if, no trades

DELIVERY CHANNELS

configuration presence only, secrets hidden

ROUTING POLICY

severity-based alert delivery
MIXED 48 cells · expanded stack

HMM, crowding, liquidity, and stress combined per cell — see agreement and where stress builds.

EXPANDED ENSEMBLE MATRIX

HMM + stacker + derivatives + liquidity + stress · click a cell for detail
loading expanded ensemble…

ELEVATED STRESS / CROWDING

highest combined stress and crowding

ACTION MIX

ensemble actions across all cells

RELIABILITY BUCKETS

predicted P-bull vs realized next-run up frequency

BY REGIME

hit-rate, return, Brier

BY TIMEFRAME

which horizons calibrate best

INTERPRETATION

live reliability guardrail

FREE DATA SOURCE STATUS

cache-backed, stale-safe

LIQUIDITY BACKDROP

stablecoins · FRED · DeFi TVL · on-chain

LIQUIDITY / NETWORK MATRIX

context score by cell

DERIVATIVES CROWDING MATRIX

OI · funding · taker imbalance · long/short ratios

MOST CROWDED CELLS

watch sizing and reversal risk

FLOW LEADERS

derivatives direction score

BTC · GEX+

LIVE
Deribit index · price × IV gamma exposure
PRICE
–
±18% spot
IV %
–

BTC OPTIONS · GAMMA EXPOSURE

Deribit chain · dealer-short-OI proxy

REGIME HINT

how gamma/vanna may interact with spot

TOP GAMMA STRIKES

largest |net gamma| walls

VANNA EXPOSURE BY STRIKE

∂Δ/∂σ sensitivity aggregate

TOP VANNA STRIKES

largest |net vanna| nodes

NEAR-SPOT STRIKES

gamma and vanna around index

MODEL ASSUMPTIONS

data source and limitations

BTC ORDER BOOK · HYPERLIQUID

live public l2Book snapshot

LIVE LADDER

top levels · size · notional

DETECTED WALLS

large levels versus nearby median

DEPTH / IMBALANCE

liquidity around mid price

BOOK CHANGE

local 10s snapshot recorder

Pressure alerts

wall flips · imbalance · nearby heat

BTC ESTIMATED LIQUIDATION HEAT

probable leverage-pressure zones · not exact liquidations

TOP HEAT ZONES

largest estimated clusters

MODEL ASSUMPTIONS

what is and is not public

NEAREST PRESSURE

closest non-zero estimated zone

HEAT CHANGE

nearest cluster over local history

Pressure alerts

estimated clusters near current price

POSITION SIZER

vol-targeted notional given regime
Regime—
Realized vol (ann.)—
Vol-target scale—
Position direction—
Suggested notional—
CHECK runner health

Monitor runner freshness, LaunchAgent status, locks, and precomputed JSON health in one place.

RUNNER STATUS

freshness, lock, last run

LAUNCHAGENT VISIBILITY

local macOS schedule files

PHASE TIMING

last completed periodic run

ACTIVE OPTIMIZATIONS

keeps 5-minute cadence realistic

SLOWEST CELLS

where runtime is spent

TIMEFRAME PROFILE

average cell time and new-bar count
MIXED 48 cells · 3-bar horizon

Loading transition forecast…

FORWARD TRANSITION MATRIX

regime change probability by horizon · click a cell for 1/3/5 detail
loading transition matrix…

SWITCH RISK RANKING

highest 3-bar transition probability

STABLE REGIMES

lowest 3-bar switch probability

REGIME ATLAS MATRIX

historical analogue match quality and average 3-bar forward return when probability/vol looked like today
loading regime atlas…

TOP HISTORICAL MATCHES

nearest episodes and what happened next
BALANCED 6 assets · 180-bar lag window

Map crypto–TradFi lag links and breadth momentum to spot cross-market spillover early.

LAG CORRELATION MAP

row leads column by one bar · click a cell for same-bar and lag detail
loading contagion map…

TOP LAG LINKS

strongest one-bar lead correlations

BREADTH MOMENTUM

bull minus bear participation · velocity and acceleration

CONTAGION LINKS

crypto / equity / commodity lag relationships

BREADTH MOMENTUM DETAIL

participation change across both universes

BREADTH

participation across the crypto majors + live regime breadth

ROTATION vs BTC

relative strength · leading / weakening / improving / lagging

DRIVERS

transparent attribution of crypto market tone · descriptive, not causal

REGIME-CONDITIONED TAIL RISK

historical 95% VaR and CVaR by active state

RISK INTERPRETATION

local observations, not a price forecast

PROVIDER CONSENSUS GUARD

source, gaps, OHLC integrity, and fallback visibility

CHALLENGER MODELS

shadow-only comparison, production remains unchanged

MODEL HEALTH

confidence · loglik · cache age

DATA HEALTH

free source freshness