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Using inflation surprises, yield curve signals, and credit spreads to switch between risk-on and defensive portfolio tilts.
Static portfolio allocations leave returns on the table. By identifying macro regimes in real time, we can tilt portfolios toward assets that historically outperform in each environment.
Our regime model uses 6 inputs:
| Regime | Condition | Portfolio Tilt |
|---|---|---|
| Growth Rising | Inflation low, curve steep | Risk-on, small-cap tilt |
| Stagflation | Inflation high, curve flat | Commodities, gold |
| Recession | Curve inverted, credit widening | Treasuries, defensives |
| Goldilocks | Low vol, steady growth | Balanced, quality tilt |
Since deploying in Q3 2025, the model has correctly identified 3 of 4 regime transitions, with an average lead time of 2 weeks.
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