Forecasting Market Events
Current Macro Picture
This page frames the market through risk appetite, liquidity, rates, credit, volatility, inflation, and global pressure. The numbers are not predictions. They are a way to see where pressure is building and where markets still look supported.
Risk Appetite
71
Constructive
Macro Stress
27
Contained
Rates Pressure
71
Elevated
Credit Pressure
16
Low
Volatility Pressure
19
Low
Liquidity Pressure
50
Elevated
Inflation Pressure
56
Elevated
Global Pressure
88
High pressure
Pressure Map
Forecast Tool
Macro Forecast Builder
The builder is not meant to predict with certainty. It forces the forecast into scenarios, probabilities, invalidation levels, and catalysts so the market view becomes structured instead of emotional.
Total: 100%
Live Scenario Chart
Forecast changes as you adjust the builder
Adjust probabilities and levels to map the forecast.
Enter a reference level, upside, base, downside, and invalidation level to activate the level map.
How to use it: Start with the dashboard, then choose the macro inputs. The output gives a base case, bull case, bear case, invalidation, and what would change the view.
Forecast Draft
| Metric | Latest | Score | What It Adds To The Forecast | Source |
|---|---|---|---|---|
| VIX2026-10-15 | 16.46 | 19 | Volatility pressure is contained | VIXCLS |
| High Yield OAS2026-10-15 | 3.23 % | 15 | High yield credit pressure is contained | BAMLH0A0HYM2 |
| BAA 10Y Spread2026-10-15 | 1.44 % | 16 | Corporate credit pressure is contained | BAA10Y |
| Financial Conditions2026-10-09 | -0.5 | 15 | Financial conditions pressure is contained | NFCI |
| Unemployment Rate2026-09-01 | 4.2 % | 26 | Labor market stress is contained | UNRATE |
| S&P 5002026-10-16 | 7659.44 | 61 | Equity risk appetite is mixed | SP500 |
| 10Y Treasury2026-10-15 | 5.1 % | 94 | Long-rate pressure is elevated | DGS10 |
| 2Y Treasury2026-10-15 | 4.77 % | 77 | Front-end rate pressure is elevated | DGS2 |
| 30Y Treasury2026-10-15 | 5.43 % | 96 | Long-end rate pressure is elevated | DGS30 |
| 10Y minus 2Y Curve2026-10-16 | 0.35 % | 42 | Curve pressure is contained | T10Y2Y |
| Reserve Balances2026-10-14 | 3022140 B | 0 | Reserve balance pressure is contained | WRESBAL |
| Treasury General Account2026-10-14 | 883373 B | 100 | TGA liquidity drag is elevated | WTREGEN |
| ON RRP2026-10-16 | 0.1 B | 100 | RRP buffer pressure is elevated | RRPONTSYD |
| SOFR2026-10-15 | 3.89 % | 37 | Funding pressure is contained | SOFR |
| IORB2026-10-18 | 3.9 % | N/A | Input unavailable | IORB |
| CPI2026-09-01 | 4 YoY % | 58 | Headline inflation pressure is mixed | CPIAUCSL |
| Core CPI2026-09-01 | 2.8 YoY % | 25 | Core inflation pressure is contained | CPILFESL |
| 10Y Breakeven2026-10-16 | 2.35 % | 46 | Breakeven pressure is mixed | T10YIE |
| WTI Crude Oil2026-10-14 | 101.91 $ | 94 | Energy pressure is elevated | DCOILWTICO |
| Trade Weighted Dollar2026-10-09 | 121.6 | 66 | Dollar pressure is mixed | DTWEXBGS |