Current KISS Allocation
Current gross weights and percentage of maximum exposure.
Public-data macro dashboard
Dashboard
A single place for three macro lenses: KISS allocation, liquidity cycle, and Gavekal regime. Each section is generated from public market and macro data and published as reusable JSON.
Latest refresh
May 8, 2026, 10:08 AM
Data endpoints are updated with each refresh.
KISS
Summary from the consolidated macro dashboard.
Market regime
Reflation Risk-on
Reflation is the highest-confirmation market regime (10 of 23 weighted confirmations).
Bottom-up GRID
Reflation GRID
Growth60%
Inflation80%
Liquidity
Neutral -1.9% 4w
US net-liquidity proxy is neutral (-1.9% 4w, 2.4% 13w).
KISS allocation
Stocks100%
Gold0%
Bitcoin50%
% max exposure
Liquidity Cycle
Summary from the consolidated macro dashboard.
Current cycle regime
Calm
The smoothed cycle regime remains in a stable calm phase with no persistent transition signal yet.
Current nowcast regime
Calm
Score
0Red
0Yellow
0Net liquidity proxy
5,831,742
4-week trend-1.9%
13-week trend+2.4%
MOVE
72.2
Treasury volatility is relatively contained.
US High-Yield OAS
2.79%
Credit spreads are relatively calm.
SOFR - IORB Spread
-5.0 bps
Funding spread looks normal.
Financial Stress
-0.67
Broader financial conditions remain calm.
S&P 500 Trend
7337
Equity trend remains supportive.
Gavekal Regime
Four-quadrant portfolio construction using growth and inflation market ratios.
Active quadrant
Inflationary Bust Current
Defensive stagflation: preserve optionality while bonds and equities can both struggle.
Favored: Cash, T-bills, short duration, optionality.
Inflation axis
Gold / 10Y Treasuries
Current value
4.56x 7yr MA
2.10x Above its 7-year moving average:
Inflationary pressure / monetary distrust
Boom/bust axis
S&P 500 / Oil
Current value
5.50x 7yr MA
7.39x Below its 7-year moving average:
Bust / oil and input costs pressuring equities