Know when to buy the dip — and when to run.
The Alphameter tracks 6 cross-asset indicators to tell you whether markets are risk-on, neutral, or risk-off. Updated at NYSE open and midnight UTC, every trading day.
The Framework
Six indicators. One verdict.
The Alphameter scores six cross-asset indicators into a single risk-on / neutral / risk-off verdict, updated twice daily.
Market Regime — 6 Indicators
Cross-asset price signals scored into a single composite: risk-on, neutral, or risk-off.
VIX Fear Gauge
Volatility index tracking market fear and greed
AUD/JPY
Currency carry trade barometer for global risk appetite
Copper / Gold
Leading indicator of industrial growth vs. safety demand
Bond Yields
Treasury yield trends signaling flight to safety
Sector Rotation
Cyclical vs. defensive sector performance spread
Dollar Strength
USD index as a measure of global capital flows
Walk-Forward Validated
Regime+SMA50 Strategy
Long an asset when the Alphameter is in its favourable regime and price is above the 50-day moving average. Ten assets, two conditions, 21 years of data.
+15.3%
Annualised
3.73
Sharpe Ratio
-3.0%
Max Drawdown
0
Losing Years
Education
The School of Alphamancy
Master the macro indicators, strategies, and frameworks behind market regimes.
Stay Ahead of the Market
Get regime change alerts when the Alphameter shifts, plus weekly market commentary.
Regime alerts + weekly macro brief. Unsubscribe anytime.