Macro Dashboard

An automated macro-economic regime tracking dashboard.

Dashboard Access

• Web Dashboard: docs/index.html (Current Status)
• Historical Trends: docs/history.html (Time-series charts)
• Latest Report: reports/latest.md

How to Run

1. Automated (GitHub Action)

The dashboard is scheduled to update automatically every weekday at 11:00 UTC. To trigger it manually:

1. Go to the Actions tab in your GitHub repository.
2. Select the "Update Macro Dashboard" workflow on the left.
3. Click the "Run workflow" dropdown button on the right and click the green button.

2. Local Execution

If you want to run the dashboard locally:

1. Install dependencies:

   pip install -r requirements.txt

2. Run the orchestration script:

   python dashboard/build_dashboard.py

The output will be generated in docs/, reports/, and charts/.

Directory Structure

.
├── data/
│   ├── raw/                 # Pulled data (CSV)
│   ├── processed/           # Cleaned indicators
│   └── history/             # Regime and indicator logs
├── indicators/
│   ├── yield_10y.py         # 10Y Yield
│   ├── term_premium.py      # 10Y Term Premium
│   ├── yield_curve.py       # 2s10s Curve
│   ├── fed_balance_sheet.py # Liquidity Trend
│   ├── bank_reserves.py     # Reserve Trend
│   ├── treasury_auctions.py # Auction Quality
│   ├── credit_spread.py     # HY OAS
│   ├── bank_stress.py       # Regional Bank Performance
│   ├── mortgage_30y.py      # Housing Rates
│   ├── equity_breadth.py    # S&P 500 Participation
│   └── gold.py              # Gold vs Real Rates
├── dashboard/
│   ├── build_dashboard.py   # Orchestrates everything
│   ├── signals.py           # Signal mapping
│   └── regime.py            # Regime classification logic
├── charts/
│   ├── signal_distribution.png
│   └── history/*.png        # Trend lines for each indicator
├── docs/
│   ├── index.html           # Main dashboard
│   └── history.html         # Historical trends page
├── reports/
│   └── latest.md            # Auto-updated summary
├── .github/workflows/
│   └── update.yml           # GitHub Action configuration
├── requirements.txt
└── README.md

Indicators and Thresholds

Each indicator is implemented in a dedicated file within the indicators/ directory:

1. 10Y Treasury Yield (yield_10y.py): 3-month change (±25 bps)
2. 10Y Term Premium (term_premium.py): Level (<0%, 0-0.5%, >0.5%)
3. 2s10s Yield Curve (yield_curve.py): Steepening source (Bull vs Bear steepener)
4. Fed Balance Sheet (fed_balance_sheet.py): 4-week trend
5. Bank Reserves (bank_reserves.py): 4-week trend (±$50B)
6. Treasury Auctions (treasury_auctions.py): Tail and Bid-to-Cover
7. High Yield Credit Spread (credit_spread.py): Level and 1-month change
8. Bank Stress (bank_stress.py): KRE vs SPY 1-month relative performance
9. 30Y Mortgage Rate (mortgage_30y.py): 3-month change (±30 bps)
10. Equity Breadth (equity_breadth.py): % of S&P 500 stocks above 200DMA
11. Gold vs Real Rates (gold.py): Gold price vs 10Y Real Yield (Bullish if Gold ↑ and Real Yield ↓)

Regimes

• 🟢 EASING / RISK-ON: ≥5 bullish signals
• 🟡 TRANSITION: No dominant cluster
• 🔴 TIGHT / FRAGILE: ≥5 bearish signals
• ⚠️ PRE-STRESS:
  • ≥3 bearish signals including credit or banks
  • OR Gold is Bullish while Credit is Neutral-to-Bearish (Credibility Warning)