MACRO REGIME · INDICATEURS
// classification fred (HY OAS, courbe taux, bilan fed, fed funds)
// modulation sous-score macro (max +15 BUY, inversé SELL) — 4 états : risk_on / neutral / risk_off / stress
CURRENT REGIME
2026-09-15
RISK_ON
score (BUY-fav) : 14/15
// hy oas
2.71%
tight
// 10y
4.97%
// 10y-2y
+0.33%
normal
// fed bs 12w
+0.06%
flat
BTC TREND
// BTCUSD 50d return → modulation ±1 sur le score macro
// btcusd
$75,853
2026-09-16
// 50d change
+19.63%
vs 50d ago
// label
uptrend
±5% threshold
// bonus
+1
applied to macro
REGIME DISTRIBUTION / full window
RISK_ON
914 (93.6%)
NEUTRAL
62 (6.4%)
RISK_OFF
0 (0.0%)
STRESS
0 (0.0%)
LAST 12 WEEKS
// 1 ligne / classification — échantillonné 1/semaine
| date | regime | score | hy oas | 10y | 10y-2y | fed bs 12w |
|---|---|---|---|---|---|---|
| 2026-09-15 | RISK_ON | 14 | 2.71% | 4.97% | +0.33 | +0.06% |
| 2026-09-08 | RISK_ON | 14 | 2.68% | 4.78% | +0.41 | +0.18% |
| 2026-09-01 | RISK_ON | 14 | 2.63% | 4.75% | +0.40 | +0.29% |
| 2026-08-25 | RISK_ON | 15 | 2.69% | 4.70% | +0.47 | +0.62% |
| 2026-08-18 | RISK_ON | 15 | 2.70% | 4.72% | +0.52 | +0.69% |
| 2026-08-11 | RISK_ON | 13 | 2.70% | 4.72% | +0.48 | +0.30% |
| 2026-08-04 | RISK_ON | 13 | 2.78% | 4.70% | +0.43 | +0.43% |
| 2026-07-28 | RISK_ON | 15 | 2.81% | 4.65% | +0.35 | +0.71% |
| 2026-07-21 | RISK_ON | 14 | 2.69% | 4.60% | +0.37 | +0.53% |
| 2026-07-14 | RISK_ON | 12 | 2.69% | 4.62% | +0.40 | +0.45% |
| 2026-07-07 | RISK_ON | 12 | 2.72% | 4.48% | +0.36 | +0.46% |
| 2026-06-30 | RISK_ON | 14 | 2.80% | 4.38% | +0.30 | +0.90% |
SIGNALS UNDER THIS REGIME
// sous-score macro = 14/15 aux BUYs
/ 1/15 aux SELLs sur le régime courant