MacroVisor Dashboard - Week of Jan 27, 2025

Happy Monday! The latest MacroVisor Dashboard is now available, with updates on a variety of asset classes around the world.

When we look at momentum drivers, we qualify them on the basis of a score between -3 and +3, with 0 being neutral.

Our model takes into consideration many factors when we calculate momentum on a weekly basis, and the way we built this system is to help update our audience on week-over-week momentum changes.

Please make sure to also follow our Breakfast Bites articles where we report on relevant data to keep you updated alongside our weekly dashboard.

There is a key at the bottom of this post that tells you in more detail what we’ve considered when putting together this dashboard.

Key 🔑

Scoring

• 3 is our highest positive momentum score, when everything suggests strong upward momentum that is likely to continue. We are more aggressive in accumulating during a score this high.

• 2 is our second highest positive momentum score, where buyers are in favor and we are likely to continue to build into positions if we are just starting them.

• 1 is our lowest positive momentum score, where buyers still enjoy a tactical advantage, but our conviction is not as high as momentum is not as strong and risks may exist.

• 0 is our neutral momentum score, where we would want to neither have longs or shorts in the short-term.

• -1 is our lowest conviction negative momentum score, where we could start building a short position or exiting a long we held previously, but where we would not be aggressive.

• -2 is our second-highest conviction negative momentum score, where we would be looking at building short positions or fully exiting longs.

• -3 is our highest conviction negative momentum score, where we would be interested in more aggressive short positioning.

When we look at momentum drivers, we qualify them on the basis of a score between -3 and +3, with 0 being neutral.

Our model takes into consideration many factors when we calculate momentum on a weekly basis, and the way we built this system is to help update our audience on week-over-week momentum changes.

Macro drivers (varied weightings as appropriate)

• Rates

• Inflation

• GDP growth

• LEIs

• Liquidity

• Gov't intervention

• Earnings

• Options structure

• Intermarket dynamics

• Demand and Supply conditions (for Commodities)

Momentum Drivers

• RSI

• Volume Profile

• Relevant Oscillators (NYMO, NAMO)

• Ichimoku cloud

• Key moving averages

• Sentiment

• Flows (futures, ETFs, options)

• Positioning (futures, ETFs, options)

• RV vs IV

• Volatility skew