From a macro release to a cross-asset position

From a macro release to a cross-asset position

Starts when: A CPI or payrolls print lands and you need to know whether it changes the regime or just the noise.

A single release rarely means anything on its own. The sequence puts it next to the cycle state and the priced policy path first, and only then asks which assets have historically moved with that combination.

1. 01

   Economic Indicators

   EI · Macro plan

   Pull the series the release belongs to, and the same indicator for the other major economies.

   You get: The print against its own recent path and against its peers, with the change computed — not one headline number.

2. 02

   Macro Regime

   MR · Professional plan

   Check whether the regime classification actually moves on the new data.

   You get: A regime read with the inputs that drive it shown separately.

3. 03

   Rate Forecast

   RF · Macro plan

   Read the meeting-dated policy path the market is pricing after the print.

   You get: Per-meeting implied probabilities, not a single terminal rate.

4. 04

   Correlation

   CORR · Professional plan

   Test which assets have co-moved with this combination, and over which windows.

   You get: Correlations with the window and alignment stated, so a spurious one is visible.

Limits. Correlation windows are sensitive to the period you pick, and the model shows you that rather than hiding it. Nothing here is a trade recommendation and the terminal places no orders.