Economic Analysis Framework

CAPITAL PHYSICS

Regime Detection • Capital Allocation

Data Pipeline

How raw data becomes regime signals

Market Prices
Yahoo Finance
Equities, bonds, FX, commodities — fetched daily
Economic Data
BLS · FRED · Manual
CPI-U, M2, SP500 EPS — entered monthly
Derived Series
Calculated
Real yields, yield curves, earnings yield spreads
Percentile Ranks
Historical context
Every metric ranked against its full history
Regime Model
Classification
Liquidity, valuation & growth signals → regime state
Capital Allocation
Portfolio signals
Asset weights derived from regime state