🌡️ Macro Regime × Strategy Fit Matrix
Pick the macro/policy conditions you care about; the system scores each strategy from its structured shock analysis and suggests Fit / Caution / Neutral with reasoning. FX and futures price-change impacts on the selected underlying and strategy operation are now included.
This is a heuristic weighting of structured macro analysis for research only — not investment advice. Combine with your own judgement and out-of-sample validation.
How FX / futures price changes affect your selected underlying and strategy
FX: exchange-rate trends change the pricing direction of underlyings and cross-border funding cost. Local-currency depreciation usually strengthens export chains and commodity trends (favoring trend/momentum) and lifts import costs and inflation expectations. Sharp FX moves and carry unwinds create gaps and liquidity crunches that hurt mean-reversion, pairs, market-making and volatility-selling the most.
Futures: the spot-futures basis sets roll yield — contango erodes it, backwardation adds to it. Abnormal basis and delivery squeezes break pairs and cointegration. Commodity moves drive sector rotation in resources/cyclicals, directly reshaping the sector exposure of cross-sectional momentum, multi-factor and stat-arb.
No condition selected yet — pick at least one to see suggestions.