← Macro WatchScenarios

Scenarios

The dashboard shows the current reading. This page shows every possible reading. For each thesis: the full state space, what triggers each regime, what it means, and which regime is active right now (highlighted).

Lucio Prosperity Plan

Read geopolitical + recession risk from gold, oil, and 10Y yields over the last 5 trading days.

Inputs:gold (5d direction) . oil WTI (5d direction) . 10Y yield (5d direction)
Source:@the_prosperityplan on Instagram (KE-extracted 2026-06-07)
  • Stagflation firing (death combo)risk-offconf ~75
    Trigger:Oil RISING + 10Y yields FALLING over 5 days.
    The canonical pre-recession signature. Commodity prices rallying while the bond market screams recession at the same time. Historically lines up with the 2007/2008 Bear Stearns week. Lucio calls this configuration the death combo.
  • Inflation pattern (reverse combo)risk-offconf ~60
    Trigger:Oil FALLING + 10Y yields RISING over 5 days.
    Market is sick of high oil prices and is pricing in long-term inflation. Yields rise to compensate for the inflation premium even as oil corrects. Lucio calls this the reverse of the death combo.
  • Peace lean (risk-on)risk-onconf ~55
    Trigger:Gold FALLING + oil FALLING + 10Y yields RISING (3-signal majority).
    Money leaving safe-haven trades and chasing growth. Lucio's frame: the market is voting for peace.
  • War lean (risk-off)risk-offconf ~60
    Trigger:Gold RISING + oil RISING + 10Y yields FALLING (3-signal majority).
    Flight to safety. Gold rallies on fear, oil on conflict premium, yields fall because everyone wants bonds. Lucio's frame: the market is voting for war.
  • Mixed signalsrisk-onconf ~50
    Trigger:Gold + oil + yields disagree; no 2-axis combo firing.
    No clear regime. Treat as inconclusive; wait for a clearer setup.

Harrison 18.6-Year Land Cycle

Land prices follow a ~18.6-year boom-bust cycle that preceded 1929, 1973, 1990, and 2008. Anchored on the 2011 post-GFC trough.

Inputs:Case-Shiller HPI (CSUSHPISA) . Senior bank lending standards (DRTSCLCC) . Mortgage delinquency (DRSFRMACBS) . Cycle phase calendar (2011 trough -> 2030 next major recession)
Source:Fred Harrison / Phil Anderson framework + Smart X Capital reel (2026-06-02)
  • Early expansionrisk-onconf ~65
    Trigger:Phase = early expansion (post-trough). Credit and collateral still recovering.
    Bottom-of-cycle accumulation phase. Historically the highest-reward, lowest-risk phase. Position before everyone else.
  • Mid-cycle slowdownrisk-onconf ~50
    Trigger:Phase = mid-cycle slowdown (~7 years into the cycle).
    Brief pause in the middle of the 18.6-year cycle. Positioning window before the second expansion.
  • Expansion-2, no crash pattern yetrisk-onconf ~55
    Trigger:Phase = expansion-2 (post mid-cycle). Winner's Curse sub-signals NOT firing.
    Second leg of expansion. Cycle behaving. No late-stage stress visible yet.
  • Late-cycle expansion, Winner's Curse formingrisk-offconf ~50
    Trigger:Phase = expansion-2. SOME late-cycle sub-signals starting to fire (price acceleration, lending standards loosening, delinquencies edging up).
    Smart-money-exit phase. From the outside everything still looks fine, but the cycle is showing late-stage stress. Smart money quietly steps off.
  • Winner's Curse formingrisk-offconf ~55
    Trigger:Phase = winner's curse. 1 or 2 of 3 late-cycle sub-signals firing.
    Late-cycle euphoria pattern is forming. Price acceleration + lending standards loosening + delinquencies rising. Not yet complete.
  • Winner's Curse triggered (full pattern)risk-offconf ~70
    Trigger:Phase = winner's curse. ALL 3 late-cycle sub-signals firing simultaneously.
    Complete late-cycle euphoria pattern. Historically arrives ~2 years before the crash. The phase that produced 1929, 1990, 2008.
  • Major recession phaserisk-offconf ~80
    Trigger:Phase = major recession.
    The crash phase of the cycle. Positioning matters more than timing. People already in position recover fast; everyone else spends years rebuilding.

Yield Curve Watch

Tracks the 10Y-2Y spread (the canonical recession bellwether).

Inputs:T10Y2Y daily (FRED)
Source:FRED T10Y2Y. Re-steepening trigger preceded every US recession since 1980.
  • Steep curve, recession not priced inrisk-onconf ~55
    Trigger:10Y meaningfully above 2Y. Spread > +0.10.
    Normal upward-sloping curve. Bond market sees growth. No recession priced in right now.
  • Flat curve, transitionrisk-onconf ~50
    Trigger:Spread within +/-0.10. 10Y and 2Y essentially equal.
    Transition state. Could be heading toward inversion or back to steep.
  • Inverted curve, recession riskrisk-offconf ~60
    Trigger:10Y below 2Y. Spread negative.
    Bond market doubts near-term growth. Historically 90+ consecutive days of inversion is the threshold for a high-probability post-inversion recession.
  • Re-steepening from sustained inversionrisk-offconf ~75
    Trigger:Curve was inverted >90 days then crosses back above zero.
    THE imminent-recession trigger. Preceded 1980, 1990, 2000, 2008. When the curve un-inverts after a long inversion, the recession arrives within months.