How I read the market
Seven macro gauges I actually check before sizing risk, fetched live from FRED and Robert Shiller's public dataset — not screenshots, not a static snapshot. Percentile readouts are computed directly from each series' own history, not opinion.
Shiller CAPE
as of Sep 2023Higher than 95% of readings since 1881
Time series of 1713 readings from 1881-01-01 to 2023-09-01, ranging from 4.78 to 44.20, most recently 30.81.
Buffett Indicator
as of Jan 2026Higher than 99% of readings since 1947
Time series of 317 readings from 1947-01-01 to 2026-01-01, ranging from 35.88 to 264.62, most recently 250.03.
Tobin's Q
as of Jan 2026Higher than 98% of readings since 1945
Time series of 304 readings from 1945-10-01 to 2026-01-01, ranging from 0.29 to 1.94, most recently 1.82.
Yield curve (10Y − 2Y)
as of Jul 2026Higher than 33% of readings since 1976
Time series of 12518 readings from 1976-06-01 to 2026-07-02, ranging from -2.41 to 2.91, most recently 0.35.
S&P 500 / M2
as of May 2026Higher than 78% of readings since 1959
Time series of 809 readings from 1959-01-01 to 2026-05-01, ranging from 30.63 to 158.82, most recently 100.94.
Bounded by M2SL's own history, which FRED provides back to 1959.
VIX
as of Jul 2026Higher than 37% of readings since 1990
Time series of 9222 readings from 1990-01-02 to 2026-07-03, ranging from 9.14 to 82.69, most recently 15.81.
High-yield credit spread
as of Jul 2026Higher than 13% of readings since 2023
Time series of 787 readings from 2023-07-04 to 2026-07-02, ranging from 2.59 to 4.61, most recently 2.75.
FRED now restricts ICE BofA index series to a rolling ~3-year window under its licensing terms; full history since 1996 requires a licensed provider (ICE, Bloomberg).
Systematic equity strategy
Not yet tradingThis page will show a live, continuously-updating track record — not a one-time backtest. It isn't live yet, so there's no chart here: a fabricated equity curve would defeat the entire point of this site.
What's planned
- A vol-adjusted momentum / short-term reversal signal, run daily after close over a fixed universe of ~50-100 liquid US equities.
- Orders submitted to a real broker paper-trading sandbox (Alpaca) — a real fill, not a self-simulated ledger.
- Positions, fills, and equity logged to a database every run, so "updated Xh ago" on this page reflects an actual row, not a static label.
- A separate, clearly labeled historical backtest (with a real train/test split and modeled transaction costs) shown alongside — and never blended into the live track record's numbers.
Follow along
Check back here once the strategy goes live, or reach out for a status update.