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
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