Market Regime Detector

Current Macro Regime

A causal, point-in-time nowcast of the Bridgewater All Weather growth/inflation quadrant, from two independent 2-state Gaussian HMMs run against FRED, ALFRED, and market data.

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Confidence: —

Growth ↑

Growth ↓

Inflation ↑

Reflation

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Stagflation

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Inflation ↓

Disinflationary growth

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Deflation

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P(Growth up) —

P(Inflation up) —

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