KISS Portfolio Dashboard

VAMS Signals

Bottom-up asset momentum determines whether each target receives 100%, 50%, or 0% exposure.

Regime Scores

Macro Outlook

Bottom-up macro data currently maps to Inflation: growth weakening and inflation rising.

Growth features

• Real GDP YoY: weakening (2.3% → 2.0%)
• Industrial production YoY: weakening (1.3% → 0.7%)
• Payrolls YoY: improving (0.1% → 0.2%)
• Unemployment rate YoY (inverse): improving (7.3% → 2.4%)
• Initial claims YoY (inverse): weakening (-4.1% → -1.4%)

Inflation features

• Headline CPI YoY: rising (2.7% → 3.3%)
• Core CPI YoY: falling (2.6% → 2.6%)
• Core PCE YoY: rising (2.8% → 3.0%)
• PPI YoY: rising (3.1% → 6.0%)
• 10y breakeven inflation YoY: rising (-2.5% → 7.5%)

Methodology

Public-data approximation of the 42 Macro KISS process. Prices are currently fetched locally from public Yahoo Finance chart data; macro data is fetched from FRED. The data pipeline is designed so FMP can replace/augment the price provider when an API key is available.

• Global Macro Risk Matrix approximation: cross-asset confirmations map market behavior to Goldilocks, Reflation, Inflation, or Deflation.
• VAMS approximation: volatility-adjusted momentum, trend, RSI, and moving-average confirmation map each asset to Bullish/Neutral/Bearish.
• Unused exposure is allocated to SPAXX money market.
• Signals are calculated daily and changes are lagged one trading day in backtests/research design.