Macro Regime Intelligence
Know the regime.
Prove the call.
Markets do not move continuously. They sit in regimes — periods with their own rules — and then they break. The money is made and lost at the break.
GXPOL tells you which regime you are in, how firmly, and what it means for the book you actually hold.
The read
One number, five states, updated daily across five economies. Behind it: a decade of engineering, and a standing refusal to publish a number we cannot defend.
The problem
The regime turned in February. Your book found out in April.
Most macro research is written after the fact and read for reassurance. It is fluent, it is plausible, and it is unfalsifiable — by the time a view is stated clearly enough to act on, the move has happened.
The alternative on offer is a black box: a vendor score with no stated basis, which you are invited to trust because the vendor is expensive.
Neither is a process. Neither survives a bad quarter and an investment committee asking what you knew and when.
What changes
Four things you can do on Monday that you cannot do today.
See the break coming
Stress that is happening now is measured separately from conditions that merely look benign. When the two diverge, that is the warning — and it is the sequence that has preceded most regime breaks we can measure.
Know where you are exposed
Not "equities are risky". Which sectors, which industries, which positions in the book you hold — ranked, with the model's own confidence attached to each.
Find the precedent
Today's conditions matched against two decades of history — not by price level, but by the shape of the stress. What those environments did next is a better guide than an opinion.
Defend the decision
Every call is timestamped with the conditions that produced it. When the committee asks why you moved — or why you didn't — the answer is a record, not a recollection.
Before you ask
You are thinking: another quant black box.
Reasonable. The field is full of them, and most are a factor model with a marketing budget.
So: we will show you the framework before you pay. We will tell you which of our readings are strong and which are thin — there are countries where our coverage is weaker, and we name them. And when a test we ran contradicted our own design, we changed the design and kept the evidence.
If your process already prices regime risk properly, you do not need us. Most do not. That is worth ten minutes of your time to establish either way.
Start here
Send us your book. We will tell you what it is short.
A benchmark or a holdings list is enough. You get back a regime-conditioned exposure read: where the book breaks, what the closest historical precedents did next, and where the overlay would move you. No call required.