Cross-asset analysis
Finisdom’s Macro Intel watches relationships that are supposed to hold: gold against real yields, copper against the 10-year, credit against equities, Treasuries against stocks. When one pulls apart from its own ~3-year norm, Intel flags it and shows what the tradeable leg actually did after past episodes stretched the same way — with the sample size and the honest caveats attached.
What it does
- Twelve curated pairs scored by how far each sits from its own ~3-year norm
- Gold vs real yields, copper vs the 10-year, credit quality vs stocks, the dollar vs emerging markets, and more
- Flags when the 60/40 hedge stops hedging — positive Treasury–equity correlation
- Base rates at 5, 21, and 63 days after past episodes, with sample size and edge over drift
- Central-bank tracker: policy rate, six-month direction, and balance-sheet trend for the Fed, ECB, BoE, and BoJ
- Caldara–Iacoviello Geopolitical Risk index with its percentile against 40 years of history
- A daily Claude synthesis that reads the whole evidence graph and names the tensions in plain English
How it works
Scan the divergence board
A dozen pairs sorted by how stretched each relationship is. A row badged “Diverging” sits beyond ±2 standard deviations from its own norm right now.
Open a row for the base rates
See what the tradeable leg did at 5, 21, and 63 days after past episodes stretched the same way — the sample size and the edge over the unconditional drift, both shown.
Read the tide and the risk
Four central-bank cards tally the global policy tide, and the geopolitical-risk gauge gives context for why safe-haven pairs might be dislocating.
Frequently asked
What is cross-asset analysis?
It is the practice of reading markets against each other rather than one at a time. Gold, real yields, copper, credit, and the dollar are economically linked, so when one moves without the others, that tension is information a single-asset chart cannot show. Sometimes called intermarket analysis.
What does a “divergence” actually mean here?
Each pair has a normal relationship measured over roughly three years. Finisdom scores today’s relationship as a z-score — how many standard deviations it sits from that norm. Beyond ±2, the pair is badged “Diverging.” It means the two have pulled apart unusually far, not that either one is wrong or about to snap back.
Does a divergence predict what happens next?
No. Finisdom reports the historical base rate — what the tradeable leg did at 5, 21, and 63 days after past episodes stretched this far — alongside the sample size and the edge over the unconditional drift. That is a description of history, not a forecast. A stretched relationship can stay stretched for a long time, or resolve the opposite way to history.
Why does Finisdom show the caveats so prominently?
Because they change how much the numbers are worth. Divergence episodes cluster in time, so they are not independent samples and the sample size overcounts true independence. Watching a dozen pairs at two horizons is many tests at once, which means some apparent edges are noise. Both caveats are stated on the board itself rather than buried.
Which relationships does it track?
Twelve pairs, each with a stated economic reason: gold vs the 10-year real yield, copper vs the 10-year, crude vs breakevens, Treasuries vs stocks (the 60/40 hedge), the high-yield/investment-grade ratio vs stocks, the dollar vs EM equities and EM debt, USD/JPY vs the 2-year, banks vs the yield curve, growth/value vs the 10-year, Bitcoin vs the Nasdaq, and implied vs realized volatility.
Is this investment advice?
No. Macro Intel reports conditions, z-scores, and historical base rates with their sample sizes. It never forecasts and never recommends a trade. It is analysis and monitoring for your own decision-making.
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