The liquidity behind the regime.
Net liquidity, real rates, curve, credit, the dollar, and Bitcoin network economics, computed from primary sources and annotated with how each conditions our regime models.
Net liquidity
Fed balance sheet less TGA less reverse repo; three-week impulse and regime tag; daily Treasury cash balance ahead of the weekly series. Correlations to risk assets are regime-conditional, never a fixed coefficient.
Rates, credit, dollar
Real ten-year yield and momentum, curve slope and Z-score, breakeven inflation, high-yield spread, broad dollar, financial conditions.
Positioning and Bitcoin network
Futures COT positioning; hash rate trend, difficulty regime, fee-pressure, miner revenue and outflow proxy.
Stablecoins and on-chain valuation
Aggregate supply, delta, dominance. MVRV / spent-output approximations marked as internal from licensed community data — on-site where permitted, excluded from the API.
Release calendar
CPI and employment print timing, hooked to the alert engine when live.
Data pipeline not live yet
- F-MA-1 primary-source macro ingestion
- F-MA-2 net liquidity composite
- F-MA-3 rates / credit / dollar regimes
- F-MA-4 COT positioning
- F-MA-5 Bitcoin network
- F-MA-6 stablecoin supply
- F-MA-7 valuation licensing flag
- F-MA-8 release calendar