Unlock the advanced macro workflow.

Daily CPI nowcast across seven inflation lanes, published before the official print - with a public ledger comparing every nowcast to the BLS release.

A weekly regime call selected from six house regimes using 25 years of Treasury-curve, growth, inflation, policy, and stress history.

The current regime mapped into broad cash, duration, credit, equities, and real-asset read-throughs - updated with every weekly note.

Input any macro scenario and the engine models second- and third-order effects through the same node graph the analysts use.

Six fixed theaters plus auto-detected emerging conflicts, each scored for escalation and checked against market confirmation: energy, freight, FX, and risk pricing.

Physical capacity and freight pressure from ports, chokepoints, and production - plus a release radar that flags which upcoming prints can change the macro read-through.