Stock-bond correlation regime
The single most decision-relevant cross-asset signal for any 60/40-style portfolio.
Yield curve
Shape today vs 3m and 12m ago. Spread tracker for the recession-leading reads.
Real yields (TIPS)
The valuation rate for risk assets. 10y real > 2% is restrictive historically.
Credit spreads
IG and HY OAS plus the HY-IG basis. Tight spreads + positive SBC = late-cycle risk-on with no diversification.
Cross-asset volatility
Equity vol (VIX) vs realized 10y yield vol. Ratio shows where risk is concentrated.
Breakeven inflation
Market-implied inflation expectations vs Fed target and survey-based measures.