Econ-Sentiment
Econ-Sentiment Twin Think Tank · Macro Surveillance System · Econ-Sentiment Twin Think Tank
Macro Surveillance Dashboard · v1.0
🏠 Main Nav中|EN
Data Flow LIVE
--:--:--
Live Refresh · 5s 5-Dimension Decision Model Scenario Switcher

Surveillance Dashboard · Watch these 5 variable groups daily

Compress abstract logic into readable gauges；5 groups jointly determineScenario switch，Not just a headline。
It tells you——whether stress exists。

Composite Stress Index

COMPOSITE
PRESSURE
64
Moderately High
① Inflation
72
② Fiscal
58
③ Liquidity
45
④ AI
61
⑤ Contagion
83

Scenario Engine · Scenario Engine

Last Switch 2h 14m 前
S1
Goldilocks
Soft Landing
S2
Reflation
Overheat Trade
S3 · Current
Stagflation Shadow
Scenario Probability 38%
S4
Liquidity Contagion
Deleveraging
⚠️
Stagflation Shadow · Alert
ECI Wage momentum rising for3months + FRA Term premium widening + Contagion index breaks threshold 80 → Trigger scenario from「Reflation」Switch至「Stagflation Shadow」。
Suggested Actions：Trim long-duration tech，Add short-duration bonds+Gold+Value stocks，Watch closelyVIX-MOVECorrelation。

Five Key Monitoring Variables

SOURCE: BLOOMBERG · FRED · CHRIS · INTERNAL
①
MODULE 01
Inflation 2nd Derivative
Alert
Supercore PCE 3.42% ▲
ECI Wage Momentum +4.8% ▲▲
Energy Core Pass-through 0.62
Threshold: 3.0% Above Threshold 0.42pp
②
MODULE 02
Fiscal & Term Premium
Watch
FRA Net Exposure (10y) +62bp ▲
Auction Tail (bid-cover) 2.34 ▼
ACM Term Premium +0.45σ
Term Premium σ +0.5 Range
③
MODULE 03
Liquidity Corridor
Stable
ON RRP Usage $186B ▼
Reserves $3.21T ▲
SOFR-IORB Spreads -2bp
Corridor Width Controlled
④
MODULE 04
AI 与 R★ 星
Trend
Hyperscaler Capex $312B ▲▲
铜 / Transformer Prices +18% YoY
AI Corporate Debt Leverage 2.8x
R★ = Real Rate Positive
★ Key
⑤
MODULE 05 · FOCUS
Market Contagion
High Risk
MOVE Index 118.4 ▲▲
VIX-MOVE Correlation +0.78 ▲
Risk Parity Leverage 3.2x
⚠ Above Threshold 80 +0.3σ / 日

Market Contagion · Deep Diagnosis This is「whether stress」final reading

FOCUS MODULE · ⑤

VIX × MOVE Joint Moves

Equity-Bond Vol Divergence → Cross-market arb collapse → Forced deleveraging

VIX MOVE Correlation

Contagion Sub-score

5/5 BREAK
MOVE Absolute Level 88 / 100
VIX-MOVE Correlation 92 / 100
Risk Parity Leverage 76 / 100
Deleveraging Speed (Δ) 85 / 100
Credit Spread Widening 68 / 100
Composite Reading：83 / 100 · Above historical 95% percentile。
Once 5of items3项simultaneously break out，Enter「Forced deleveraging」phase。
NEXT CATALYST
Next FOMC decision
--:--:--
Market-implied probability · rate cut 25bp = 78%
NEXT CATALYST
Nonfarm Payrolls (NFP)
--:--:--
Expectation +180k · Core is wage MoM
NEXT CATALYST
10Y Auction
--:--:--
Tail gap (tail) is key · Watch term premium directly

Yi He Zhong · Joint Diagnosis & Action List

Econ-Sentiment Twin Think Tank · 2026-08-04 11:54
SIGNAL · Signal
  • ●ECI Wages rising3months accelerating，+4.8%，Stay away from 3% Target
  • ●Contagion index broke 80，VIX×MOVE Divergence
  • ●FRA Term Premium +62bp，Fiscal PremiumReturning
  • ●AI Capex Beating expectations，铜/Power Bottleneck
  • ●Corridor still wide，Adequate capacity
JUDGMENT · Judgment

5of variables 3breached（Inflation、Contagion、Fiscal），point to Stagflation Shadow scenario。

AI×R★ ProvideStructural longs（Power/铜/Transformers），但 Market Contagiontail risk prices before fundamentals。

Liquidity currentlySufficient，但「whether stress」answer is written：有。

ACTION · Action
  • ①Trimlong-duration tech，Avoid「rate-sensitive × high-valuation」overlap
  • ②Addshort-duration treasuries + Gold + Value stocks
  • ③Hedge：Long VIX + Sell SPX put spread
  • ④KeepAI Structural longs（铜、Power、Transformers）as standalone theme
  • ⑤Monitor：Check daily ⑤Contagion column——fastest scenario-change indicator
 Econ-Sentiment · Wisdom with Warmth
Model inference，For research only，Not investment advice