Illustrative — factor scores, summary tiles, the macro sensitivity matrix, and trend indicators are derived from seed inputs pending real signal data. A methodology demonstration, not live signals.
Predictive Signals & Scoring
Multi-factor signal analysis for all asset classes
Strong Favorable
> 75
Favorable
65–75
Neutral
50–65
Unfavorable
≤ 50
Private Equity
68Mom
75
Trd
72
Val
65
Mac
70
Reg
75
Sen
36
Moderate OW
U.S. Large Cap
64Mom
72
Trd
78
Val
45
Mac
68
Reg
75
Sen
36
Neutral
U.S. Mid Cap
61Mom
68
Trd
65
Val
52
Mac
65
Reg
70
Sen
36
Neutral
Tax Exempt Fixed Income
59Mom
62
Trd
65
Val
55
Mac
65
Reg
60
Sen
36
Neutral
U.S. Small Cap
57Mom
55
Trd
58
Val
60
Mac
60
Reg
65
Sen
36
Neutral
L/S Hedge
57Mom
62
Trd
60
Val
55
Mac
58
Reg
62
Sen
36
Neutral
Cash
57Mom
55
Trd
60
Val
65
Mac
62
Reg
58
Sen
36
Neutral
Absolute Return
56Mom
58
Trd
55
Val
60
Mac
55
Reg
60
Sen
36
Neutral
Taxable Fixed Income
54Mom
55
Trd
60
Val
52
Mac
58
Reg
55
Sen
36
Neutral
High Yield
53Mom
58
Trd
55
Val
48
Mac
55
Reg
58
Sen
36
Neutral
Developed Intl - Large Cap
49Mom
45
Trd
42
Val
65
Mac
48
Reg
50
Sen
36
Moderate UW
Commodities
48Mom
45
Trd
48
Val
58
Mac
52
Reg
45
Sen
36
Moderate UW
Emerging Markets
44Mom
38
Trd
35
Val
70
Mac
42
Reg
38
Sen
36
Moderate UW
EM Fixed Income
44Mom
40
Trd
38
Val
62
Mac
45
Reg
40
Sen
36
Moderate UW
Macro Sensitivity Framework
Illustrative macro sensitivity framework — sample directional effects, not a live macro reading.
| Macro Factor | US LC | US MC | US SC | Dev Intl | EM | Tax FI | Muni | HY | EM FI | L/S | Abs Ret | PE | Cmdty | Cash |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GDP Growth | + | + | + | + | + | ○ | ○ | + | + | ○ | ○ | + | + | ○ |
| Inflation | ○ | ○ | − | ○ | ○ | − | − | − | − | ○ | ○ | ○ | + | + |
| Employment | + | + | + | + | ○ | ○ | ○ | + | ○ | + | ○ | + | ○ | ○ |
| PMI (Mfg) | + | + | + | + | + | ○ | ○ | + | ○ | + | ○ | + | ○ | ○ |
| LEI Change | − | − | − | − | − | − | − | − | − | − | − | − | − | ○ |
| Fed Direction | ○ | ○ | ○ | ○ | ○ | ○ | ○ | ○ | ○ | ○ | ○ | ○ | ○ | + |
| 10Y Yield | − | − | − | − | − | − | − | − | − | ○ | ○ | − | ○ | ○ |
| Yield Curve | − | − | − | − | − | − | − | − | − | ○ | ○ | − | ○ | ○ |
| Credit Spreads | + | + | + | + | + | ○ | ○ | + | + | + | + | + | ○ | ○ |
| VIX Level | − | − | − | − | − | ○ | ○ | − | − | − | ○ | − | ○ | + |
+Positive impact−Negative impact○Neutral