A practical, no-noise view of US macro conditions. Sanity-check risk-on versus risk-off, confirm regime, and keep position sizing aligned with the tape.
This page is an environment read, not a signal service. It helps you avoid fighting liquidity, policy, and rate trends. Combine it with your own price action and risk rules.
The difference between 10-year and 2-year US Treasury yields. A positive spread often aligns with expansionary conditions, while a deeply negative spread can reflect tight financial conditions and elevated recession risk.
M2 measures broad money. Faster growth can support risk assets over time, while sustained contraction often coincides with tighter conditions and weaker risk appetite.
A simplified gauge of policy tightness: Fed Funds rate minus inflation (Core PCE YoY here). Positive real rates are typically more restrictive than negative real rates.
A simple composite: growth proxy (industrial production YoY) minus inflation proxy (Core PCE YoY). Positive readings suggest growth dominance; negative readings suggest inflation dominance.
Use it as a regime compass. If rates momentum and liquidity are supportive, you can size risk higher. If real rates are restrictive and the curve is inverted, reduce leverage, tighten risk, and favour quality and liquidity.
Most series update daily or monthly depending on the source. Each card shows its latest date. Release sparklines show recent history so you can spot direction and persistence.