Macro Dashboard: Liquidity → Policy → Markets
This dashboard summarizes key macro indicators and their market implications. The sequence is: liquidity conditions, monetary policy, rates and term structure, inflation, housing, and real‑yield dynamics. For each chart, we state what is plotted, why it matters, and typical implications for risk assets.
1) Liquidity: M2 and Bitcoin
Why it matters: the pace of money growth influences aggregate demand for financial assets. Reacceleration supports risk; contraction or persistent deceleration argues for caution.
- Constructive: Global M2 YoY > 0 and rising.
- Defensive: YoY ≤ 0 or persistently decelerating.
2) Policy: Federal Funds Rate
Why it matters: higher rates slow credit creation and raise the hurdle for risk taking. Pauses and cuts relieve pressure on liquidity and typically improve risk tolerance.
- Reduce risk when hikes coincide with decelerating M2.
- Increase risk when hikes cease and M2 reaccelerates.
3) Bonds: 10Y, 2Y and the Yield Curve
Why it matters: inversion aligns with restrictive conditions; durable steepening from deep inversion historically precedes easier policy or improving growth—typically constructive for risk assets.
4) Inflation: Headline vs Core
Why it matters: persistent or rising Core implies tighter‑for‑longer policy and headwinds to liquidity. Cooling Core increases the probability of policy easing and a more supportive backdrop.
- Interpretation: Rising Core → caution; falling Core → support.
5) Real Liquidity: Real M2
Why it matters: rising Real M2 indicates improving real liquidity and tends to coincide with greater risk tolerance. Falling Real M2 implies effective tightening, even if nominal M2 is stable or rising.
- Treat Real M2 as a higher‑confidence risk filter than nominal M2 alone.
- Implementation: add on confirmed upturns; reduce gross/net exposure when momentum deteriorates.
6) Housing: Prices and Shelter Inflation
Why it matters: shelter has substantial weight in CPI. Cooling shelter inflation typically pulls headline and core lower, reducing the likelihood of additional hikes.
7) Cash Plumbing: RRP vs T‑Bills
Why it matters: a sustained decline in RRP balances alongside elevated bill yields indicates redeployment of cash into money markets and collateral channels, generally supportive for liquidity.
8) Gold, Real Yields and Inflation Expectations
Practical Rules (Crypto)
- Constructive conditions: Global M2 YoY > 0 and rising; Core CPI cooling; yield curve turning higher from deep inversion.
- Caution conditions: Active hikes with decelerating M2; Core CPI re‑accelerates; fresh or worsening curve inversion.
- Confirmation: Add more confidently when hikes stop and Real M2 turns higher.
- Position sizing: Scale exposure with liquidity momentum; tighten risk when liquidity slows or Core re‑accelerates.
Notes and limitations:
- Illustrative material only; not investment advice.
- Data lags and revisions can affect timing; consider nowcasting or market‑based proxies to fine‑tune execution.
- Regime filters can improve odds and drawdowns on average; they do not eliminate adverse outcomes.