Features

Macro Credit Model Features

The Macro Credit Model transforms complex fixed-income data into an actionable, visual format right on your TradingView chart, equipping you with robust tools to assess true market risk.

• Excess Spread Calculation: Automatically computes the pure credit risk premium by subtracting Investment Grade spreads from High Yield spreads.
• Statistical Z-Score Normalization: Uses a configurable lookback period (e.g., 252 days) to dynamically calculate whether current spreads are statistically elevated or suppressed.
• Dynamic Risk Zones: Clearly defined and customizable threshold levels for "Stress", "Elevated", "Low", and "Extreme" credit environments, complete with background highlights.
• On-Chart Signals: Plots clear signal markers (◼ for Stress, ☐ for Elevated/Low) when the credit spread crosses critical structural thresholds.
• Comprehensive Dashboard: Displays real-time metrics including the raw Excess Spread (in basis points), current Z-Score, historical percentile, spread momentum, and a VIX cross-validation check.