Full Suite only
Your macro-informed looking-glass. Turn today's regime into tomorrow's allocation.
The MMM Regime Returns Matrix shows how any assets historically performed immediately after macro regimes using no-lookahead T+1 attribution.
- Rank assets by Sharpe, return, volatility, win rate and sample count.
- Use 4-regime mode for the core live allocation view.
- Use 8-regime mode to see whether liquidity conditions provide confluence.
Only in the Full Suite. Not included in the $199 dashboards or $49 signals package.
4-regime mode
The core allocation view: Goldilocks, Overheat, Stagflation and Contraction.
8-regime mode
Adds Liquidity Loose/Tight to see how liquidity conditions affect performance.
T+1 attribution
Uses completed regimes for the following period, avoiding lookahead.
Workflow
From regime to allocation.
A seamless way to turn the MMM nowcasts into data-driven edge.
| Step | Input | Output | Decision |
|---|---|---|---|
| 1 | Growth + Inflation | 4-regime macro state | Core regime read |
| 2 | Add Liquidity | 8-regime refinement | Loose/tight filter |
| 3 | T+1 matrix | Asset Sharpe, return, win rate, worst case | Optimize for assets that are suitable for the regime |
Why it matters for the Full Suite
The dashboards tell you what macro is doing. The Nowcast Model classifies the regime. The Regime Returns Matrix shows which assets historically worked next. That is the step that turns macro analysis into a repeatable edge.