CycleWatch

Signals › Commodities & Dollar

BAMLEMCBPIOAS · FRED

EM corporate spreads

Where dollar tightening breaks something first. ICE copyright.

Latest reading

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licensed: not shown on the public site.

Signal

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Not in the fit. No verdict.

Use
Not in model: under 5 years of history: cannot test

Where it fits

Commodities & Dollar: Capture the fastest-moving global liquidity and risk-appetite signals. The model averages the standardised signals in each block into a block score, then combines the twelve block scores in a probit. Today the 12-block model reads 1.6%.

Other signals in this block