Features

Macro Sentiment Index Features

1. Multi-Dimensional Inputs

MSI integrates diverse asset classes and indicators:

• Equity Benchmarks: SPY, QQQ, IWM, EEM
• Fixed Income: TLT, HYG, LQD, SHY
• Commodities: Gold (GC), Copper (HG), Oil (CL), BCOM
• Volatility: VIX, VVIX, MOVE, SKEW
• FX Pairs: USD/JPY, USD/CHF, AUD/JPY, DXY
• Yield Curves: 10Y-2Y Spread (TYX), 10Y-5Y (TNX-FEDFUNDS)
• Monetary Policy: SOFR, ED, FF futures
• Global Macro: BDIY, M2, TED Spread, Put/Call Ratio
• Sector Rotation: XLU/XLY, XLY/XLP
• Sentiment Ratios: SPY/TLT, HYG/LQD, BTC/Gold, Copper/Gold

2. Adaptive Scoring System

Each input is transformed into a z-score over a configurable lookback window (default: 60 days), capturing relative strength/weakness in real-time. Directionality is adjusted so that all components contribute consistently to the final score:

• Rising equities, credit, commodities → positive contribution
• Rising volatility, safe-haven assets, yield curve inversion → negative contribution

3. Weighted Aggregation

Users can customize the influence of each component via adjustable weights (default: 0.1–3.0). This allows tuning for specific regimes or beliefs about market structure.

The final index is a weighted average of all active component scores.

4. Smoothing & Visualization Modes

• Optional moving average (SMA, EMA, RMA, VWMA) with user-defined length and type
• Multiple display styles: Columns, Histogram, Area, or Line
• Neutral threshold at 0, with upper (+1) and lower (−1) zones marking extremes

5. Correlation Monitoring

A dynamic price vs. sentiment correlation table appears on-chart, calculating the rolling correlation (default: 20 periods) between asset price changes and the MSI. This helps identify divergence and regime shifts.

6. Customizable UI

• Adjustable text size and font (Monospace or Default)
• Optional branding toggle
• Configurable color scheme for bull/bear phases and MA line