US Economic Regime Detector
Growth × inflation framework inspired by Ray Dalio's macro regime model. Classifies the current US environment from live FRED data and shows which asset classes historically perform best.
Framework: Ray Dalio, Bridgewater Associates
Current regimeLive
Detecting...
Analyzing GDP growth and CPI inflation trends from FRED data.
GDP growth -
CPI inflation -
Regime classification & what to hold
Regime
Conditions
Winners
Losers
Goldilocks
growth+ · inflation−
Equities, credit, growth stocks
Gold, commodities, cash
Reflation
growth+ · inflation+
Commodities, value, TIPS, EM
Long-duration bonds
Deflation
growth− · inflation−
Treasuries, cash, quality bonds
Equities, commodities, credit
Stagflation
growth− · inflation+
Gold, TIPS, commodities, cash
Equities, long bonds, credit
+ scoring methodology
Regime history (1970–present)FRED
Goldilocks Reflation Deflation Stagflation
Regime rotation backtestLive
Regime rotation - applies the live detector. Rebalances quarterly using last quarter's regime call, mirroring what an investor could have actually done in real time.
Perfect foresight - cheats. Rebalances using next quarter's regime call as if you already knew it (impossible in practice - shown as the theoretical ceiling the detector could reach).
S&P 500 buy & hold - the passive benchmark. 100% S&P 500 through the full period, no decisions.
Asset mix per regime
Goldilocks
Reflation
Deflation
Stagflation
Growth vs inflation signalsFRED
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Recession Dodge Strategy Alternative
An alternative regime detector that swaps the lagging GDP / CPI threshold rules for forward-looking market signals. Same 4-quadrant framework, same asset rotation playbook, but the growth and inflation axes come from different inputs.
Why "recession dodge". NFCI is loose (≤ 0) about 71% of the time historically, so this detector lands in Goldilocks ~54% of quarters and only flips out during real credit-market stress (2008, brief 2020, brief 2022). In practice it behaves more like "hold 50/50 stocks/bonds; switch to bonds/cash when conditions tighten" than a 4-quadrant rotator. The backtest gets a higher Sharpe than the classic GDP+CPI detector, but the regime mix tells you that edge comes from picking the right side of recessions, not from rotating across all four corners.
Current Recession Dodge call
Detecting…
Computing NFCI + breakeven/commodity blend from latest FRED data.
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+ scoring methodology
Series: NFCI · T5YIE · WTI (DCOILWTICO) · copper (PCOPPUSDM) · broad dollar (DTWEXBGS). Backtest window starts when NFCI begins (≈ 1971); inflation composite degrades pre-2003 (no T5YIE). Same asset playbook (Goldilocks/Reflation/Deflation/Stagflation) as the main classification card.