ALPHAINTELLAB
The market has eight gears. Know which one you're in.
Every Sunday we score inflation, business cycle, risk, and 132 macro indicators — and resolve them into one regime with assets positioning call for Monday morning.
MACRO ENVIRONMENT
Macro Regime Dashboard
FACTOR POSITIONING — R3 Asset Allocation
TERRAIN MAP
MODEL STANCE
EARNINGS MOMENTUM · ERI
20-wk MA · leads regime 6-10 wks
Weekly Briefing
Regime History
top: confidence & posture size · bottom: regime strip · hover for weekly detailMarket Fragility Index
Financial Conditions · NFCI
Chicago Fed · weekly · 0 = average · above 0 = tighter than normalPrice Performance · 1-Year
SPY · RSP · HYG · JNK — total return · rebased to 100
SPY · S&P 500 cap-wt
RSP · S&P 500 equal-wt
HYG · high yield
JNK · high yield
Factor ETFs · 1-Year
SPMO · QUAL · SPLV · SPHB · IWM — total return · rebased to 100
SPMO · momentum
QUAL · quality
SPLV · low volatility
SPHB · high beta
IWM · small caps
Indicators Matrix · Weighted Macro Read
| Indicator | Weight | Reading | Signal · risk-off ← → risk-on | Impact |
|---|
Asset Allocation Rank · Cross-Asset
cross-asset preference for the current regime| # | Asset Class | Stance | Conviction · UW ← → OW | YTD | Role in R7 |
|---|
MSCI Factor Picks · Regime Tilts
regime stance · performance YTD & 1Y| MSCI Factor | R7 stance | YTD | 1Y | Rationale |
|---|
S&P 500 Sectors · Health & Performance
| Sector | Wt % | Health | Trend | RSI | RS·3mo | Breadth >200DMA | P/E | YTD | 1Y |
|---|
Market-Cap Concentration · Breadth
Change in market cap since Jan 1, 2026 · $bn
S&P AI
S&P Energy
S&P ex AI & Energy
S&P 500 (net)
Warnings telltales firing now
The market has eight gears. Know which one you're in.
Every Sunday, AlphaIntelLab scores the three axes — inflation, risk, and the business cycle — and resolves them into one of eight regimes, with a position-sizing call you can act on Monday morning.
The strategy
- ▸Eight macro regimes scored from inflation, risk, and the business cycle — a systematic read, not a hot take.
- ▸The Earnings Revision Index leads the regime by 6–10 weeks, flagging turns early.
- ▸A weighted 10-indicator composite — breadth, credit spreads, ISM, fiscal, real yields and more — distilled into one risk read.
- ▸Posture ranked to the live regime across assets, factors and sectors.
- ▸Breadth and credit-stress telltales surface risk before it shows up in price.
In your Sunday reading
- ▸The week's regime, confidence score, and the most likely next regime.
- ▸Overweight / underweight posture by asset and factor, plus the portfolio-exposure call.
- ▸The full signal table with trend direction, delivered before Monday's open.
ALPHAINTELLAB BASE
The Sunday reading
The full regime dashboard and weekly position-sizing call, in your inbox before Monday's open.
First reading this Sunday · no card required · cancel anytime
Educational research, not investment advice. Readings shown are an illustrative latest snapshot.