Disclaimer: This is a quantitative macro-economic framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.

Changes from Last Report 2026-04-09 → 2026-04-19 · 14 items moved

A summary of everything that's moved since last week's report. The diff below compares the current run against the most recent MacroDriver-state JSON.

Dominant Regime: Stagflation → Contraction  →  Deflationary Bust · Disinflation surprise + consumer collapse + credit gate confirmation forced the flip
Stagflation
32%
↓ -13pp
Deflationary Bust
42%
↑ +12pp
Soft Landing
18%
↑ +3pp
Reacceleration
8%
↓ -2pp
UPGRADEDIran / Hormuz Crisis · Moderate 3 → High 4 — Hormuz reopened during ceasefire (Apr 17) but ceasefire expires Tuesday Apr 22; binary tail event this week.
UPGRADEDStructural Deglobalisation · Moderate 3 → High 4 — US 145% / China 125% tariff regime now entrenched; China's Q1 export weakness (2.5% vs 8.3%) confirming fragmentation.
REINFORCEDPrivate Credit & Shadow Banking Stress · Critical 5 unchanged — Blue Owl (BCRED) redemption gate now CONFIRMED; BlackRock capped redemptions at 5% quarterly ($620M vs $1.2B requested).
REFRAMEDUS Economic Health · High 4 unchanged — Thesis flipped from GDP shock to consumer collapse + disinflation surprise (Michigan 47.6 record low; core CPI 2.6% below consensus; PPI 0.5% MoM vs 1.1%).
DOWNGRADEDUS-China Tariff Escalation · (temporary) — Steady-state at Moderate 3; no fresh escalation, but absorbed into Deglobalisation structural driver.
REMOVEDSoft Landing bull case · consensus hollowed out — Markets rallied on disinflation but consumer sentiment collapse + credit gate eclipse any soft-landing narrative.

Asset Class Flips

  • SLV · Short/Med/Long: Outperform → Strong Outperform — Fed dovish pivot + silver supply deficit
  • XAR · Short: Strong Outperform → Outperform — Iran de-escalation lowers urgency
  • USO · Short: Underperform → Neutral — Hormuz open, but re-escalation tail
  • UUP · Short: Underperform → Neutral — Safe-haven bid offset by Fed dovish pivot
  • TIPS · Short: Strong Outperform → Outperform — Disinflation softens breakeven case

Watchlist Flips

  • SOFI · Medium: Neutral → Underperform — credit stress spreading to consumer lending
  • DLO · Short: Neutral → Underperform — EM risk-off around Iran expiry + tariff headwind
  • MNO.TO · all horizons unchanged Strong Outperform — structural gold bull intact despite CB selling divergence
Divergences: NEW divergence on Gold (structural CB buying vs some EM CB selling to defend currencies post-Iran-war FX stress); NEW divergence on USD (de-dollarisation real-money vs fast-money safe-haven bid); divergence on Oil (short-covering vs re-escalation hedges).
EventDateBorisConsensusActualResultSurprise
US CPI Headline YoY (Mar)Apr 103.2%3.3%3.3%HITInline with consensus, 10bp above Boris
US Core CPI YoY (Mar)Apr 102.9%2.7%2.6%MISS-30bp vs Boris; disinflation surprise
US PPI MoM (Mar)Apr 141.0% (3.3% ann.)1.1%0.5%MISS-60bp vs consensus; strong disinflation
China Q1 GDP YoYApr 164.3%4.8%5.0%MISS+70bp vs Boris; too bearish
Michigan Consumer Sentiment (Apr)Apr 10n/a52.047.6NEW SIGNAL-8.5% vs consensus; record low

How to read this report

MacroDriver Weekly translates live macro data into actionable market signals. It is built in layers — start at the top for the big picture, then drill down into the sections most relevant to your decisions.

1Current Economic Regime

Four scenarios with probabilities, drivers, falsification signals, and which assets win or lose under each.

2Driver-Asset Impact Matrix

Executive grid: every active driver × every asset class, with the net signal row aggregated at the bottom.

3Economic Driver Deep Dives

Per-driver indicators, thresholds, and Short/Medium/Long forecasts with asset and watchlist winners/losers.

4Economic Asset Class Forecast

15 asset classes × three horizons. The single most actionable view for portfolio tilts.

5Economic Watchlist Forecast

MNO.TO, SOFI, DLO assessed against the current macro backdrop across Short, Medium, Long.

6Net Capital Flow Forecast

Where institutional money is flowing, plus divergences and active feedback loops.

7Economic Forecast Calendar

Upcoming events with Boris forecast, consensus, and which assets move if Boris is right.

8Driver Interactions

Where drivers overlap and how double-counting was prevented in the aggregation.

9State Snapshot

Compact JSON capturing this run's state for next week's diff.

1Current Economic Regime
Four scenario cards, each with probability, drivers, falsification signals, and asset + watchlist positioning if that scenario plays out.
Deflationary Bust
42%↑ +12pp
Supporting: Michigan sentiment record-low 47.6 · Core CPI 2.6% (below consensus) · PPI 0.5% MoM · Blue Owl redemption gate confirmed · Existing home sales 3.98M weakest since 2023
Falsified by: Retail Sales Apr 21 >1.5% · Core PCE reaccelerating to >3% · Credit spreads tightening · Bank Q1 NIM resilient
▲ Outperform TLTGLDTIPSFXY ▼ Underperform SPYQQQHYGEEMLQD Watchlist MNO.TO ↑ gold + copper hedge SOFI ↓ credit cycle turn DLO ↓ EM liquidity drain
Stagflation → Contraction
32%↓ -13pp
Supporting: 10Y still at 4.32% · Tariff regime 145%/125% entrenched · Iran re-escalation tail risk Apr 22 · Labour still tight 4.3% UR · CPI headline 3.3% sticky
Falsified by: Core CPI breaks below 2.5% · Oil below $80 · Fed resumes cutting at Apr 29
▲ Outperform GLDTIPSDBAXAR ▼ Underperform TLTLQDSPYQQQ Watchlist MNO.TO ↑ gold hedge SOFI ↓ rate + credit DLO ~ EM mixed
Soft Landing
18%↑ +3pp
Supporting: Core CPI disinflation · VIX dropped 24 → 17.94 · Yield curve steepening (+0.55) · Iran ceasefire holding · China Q1 GDP beat 5.0%
Falsified by: Michigan sentiment does not recover · Credit event accelerates · Iran re-escalates Apr 22
▲ Outperform SPYQQQHYGLQD ▼ Underperform GLDTLTFXY Watchlist MNO.TO ~ safe-haven bid fades SOFI ↑ rate relief DLO ↑ EM risk-on
Reacceleration
8%↓ -2pp
Supporting: China Q1 GDP 5.0% · UK Feb GDP +0.5% beat · 2Y fell 3.78% (rate cut priced)
Falsified by: Michigan 47.6 consumer crisis · US Q1 GDP likely to print weak Apr 30 · Credit contagion scenario
▲ Outperform EEMCopperUSO ▼ Underperform TLTTIPS Watchlist DLO ↑ EM reflation MNO.TO ↑ copper demand SOFI ↑ growth + lending
2Driver-Asset Impact Matrix
Executive view of the entire report — rows are macro drivers, columns are asset classes, cells show directional impact and weighted contribution. The orange-bordered NET SIGNAL row at the bottom aggregates everything into the actionable forecast.
Each row = one macro driver (TEMP = Temporary, event-driven; END = Enduring structural). Cells show impact (↑↑/↑/·/↓/↓↓) with weighted contribution (impact × dominance / total dominance) underneath. Total active dominance: 30 across 8 drivers.
DriverDominance Gold (GLD) TIPS Silver (SLV) JPY (FXY) Defense (XAR) Agri (DBA) Oil (USO) Copper EM Eq (EEM) Long UST (TLT) USD (UUP) US Eq (SPY) US Tech (QQQ) High Yield (HYG) IG Credit (LQD)
ENDPrivate Credit StressCRITICAL 5
↑↑+0.33 +0.17 +0.17 +0.17 ·0.00 ·0.00 -0.17 -0.17 -0.17 ↑↑+0.33 ·0.00 ↓↓-0.33 ↓↓-0.33 ↓↓-0.33 -0.17
ENDUS Economic HealthHIGH 4
+0.13 ·0.00 +0.13 +0.13 ·0.00 ·0.00 -0.13 -0.13 -0.13 ↑↑+0.27 -0.13 -0.13 -0.13 ↓↓-0.27 -0.13
ENDGlobal Monetary PolicyHIGH 4
↑↑+0.27 +0.13 ↑↑+0.27 ·0.00 ·0.00 ·0.00 ·0.00 +0.13 +0.13 ↑↑+0.27 -0.13 ·0.00 +0.13 ·0.00 +0.13
TEMPIran / Hormuz CrisisHIGH 4
+0.13 +0.13 +0.13 +0.13 ↑↑+0.27 +0.13 ↑↑+0.27 ·0.00 ↓↓-0.27 -0.13 +0.13 -0.13 -0.13 -0.13 ·0.00
ENDDeglobalisation & TradeHIGH 4
+0.13 ↑↑+0.27 +0.13 ·0.00 +0.13 +0.13 ·0.00 -0.13 ↓↓-0.27 -0.13 ·0.00 -0.13 -0.13 -0.13 -0.13
ENDUS Fiscal TrajectoryMODERATE 3
+0.10 +0.10 ·0.00 ·0.00 ·0.00 ·0.00 ·0.00 ·0.00 ·0.00 -0.10 -0.10 ·0.00 -0.10 ·0.00 ·0.00
ENDEnergy TransitionMODERATE 3
+0.10 ·0.00 ↑↑+0.20 ·0.00 ·0.00 ·0.00 -0.10 +0.10 +0.10 ·0.00 ·0.00 ·0.00 +0.10 ·0.00 ·0.00
TEMPUS-China Tariff (steady)MODERATE 3
+0.10 +0.10 ·0.00 ·0.00 +0.10 +0.10 ·0.00 -0.10 ↓↓-0.20 ·0.00 ·0.00 -0.10 -0.10 -0.10 ·0.00
NET SIGNALΣ = 30 SO+1.30 SO+0.90 SO+1.03 O+0.43 O+0.50 O+0.37 N-0.13 U-0.30 SU-0.80 O+0.50 N-0.23 SU-0.83 SU-0.70 SU-0.97 U-0.30

Strong Outperform

Gold (+1.30) · Silver (+1.03) · TIPS (+0.90)

Outperform

Long Treasuries TLT (+0.50) · Defense XAR (+0.50) · JPY FXY (+0.43) · Agriculture DBA (+0.37)

Neutral

Oil USO (-0.13) · USD UUP (-0.23)

Underperform

Copper (-0.30) · IG Credit LQD (-0.30)

Strong Underperform

HYG (-0.97) · SPY (-0.83) · EEM (-0.80) · QQQ (-0.70)
3Economic Driver Deep Dives
The evidence behind every signal in this report. Each active macro driver is broken down into its live indicators — showing exactly where thresholds are being breached — followed by a Short, Medium, and Long horizon forecast with specific asset class and watchlist winners and losers. Read this to understand why a signal exists, not just what it is.
END
Private Credit & Shadow Banking Stress — Dominance: CRITICAL (5) | Reinforced
The $2–3T private credit market (direct lending, BDCs, CLOs) has moved from theoretical risk to active stress. Blue Owl Capital (BCRED) has now confirmed redemption gates. BlackRock's private credit fund enforced the 5% quarterly redemption cap, paying $620M against $1.2B requested (9.3% of NAV). Morgan Stanley restricted investor withdrawals. WSJ, FT and Reuters are all running front-page coverage. This driver now sits atop the stack because a credit-event pathway is the shortest route to a broad risk-off cascade.
IndicatorValueTrendWatchBreachStatusAsset Impact
Blue Owl / BlackRock redemption gateActiveNew gate confirmed Apr 2026Any gate>2 funds● BREACHSPY ↓ · HYG ↓ · TLT ↑ (flight)
HYG Credit Spread (OAS)~420bpWidening from 380bp>500bp>700bp● WATCHHYG ↓ · LQD ↓ · IG spreads widening
BDC Sector (ARCC/ORCC)-14% MTDBDCs leading lower-10%/mo-20%/mo● WATCHPrivate credit risk bleed-through
Short (0–4w)
Next 2 weeks dominated by Blue Owl / Blackstone / Apollo Q1 earnings reporting; redemption and NAV mark-down risk is acute. Credit event probability rising to ~35% in window.
▲ OUTPERFORM
TLTGLDFXY
▼ UNDERPERFORM
HYGSPYQQQLQD
WATCHLIST
MNO.TO ↑SOFI ↓DLO ↓
Medium (1–6m)
Contagion pathway: private credit gate → forced asset sales → public credit spreads widen → equity risk premium re-rates. Fed response likely: liquidity facility within 60 days.
▲ OUTPERFORM
TLTGLDTIPS
▼ UNDERPERFORM
HYGSPYLQDEEM
WATCHLIST
MNO.TO ↑SOFI ↓DLO ~
Long (6–18m)
Structural repricing of private credit risk; regulatory response (SEC disclosure rules, Fed stress tests incorporating non-bank financial intermediation) likely. Some sectors (BDCs, insurance) permanently re-rated.
▲ OUTPERFORM
GLDTIPSTLT
▼ UNDERPERFORM
HYGLQDVNQ
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
Retirement: Reduce to High (4) if no new gates in 30 days and BDC index recovers >10%. Reduce to Moderate (3) if Fed announces liquidity backstop AND spreads tighten to 380bp.
END
US Economic Health — Dominance: HIGH (4) | Thesis Reframed
A week ago, the concern was a stagflationary Q4 GDP shock (0.5% vs 4.4% prior). This week the thesis has flipped: the data shows disinflation (core CPI 2.6% below consensus, PPI 0.5% MoM half of forecast) combined with a consumer collapse (Michigan sentiment 47.6, the lowest reading in the survey's history). The combination of weakening consumer + weakening pricing power is the signature of deflationary-bust risk, not stagflation.
IndicatorValueTrendWatchBreachStatusAsset Impact
Michigan Consumer Sentiment47.6↓ from 53.3 (-10.7%) — record low<75<60● BREACHSPY ↓ · Consumer cyclicals ↓ · TLT ↑
Core CPI YoY (Mar)2.6%Below consensus 2.7%; first disinflation print>3.0%>4.0%● OKTIPS mild ↓ (case softens) · TLT ↑
Unemployment Rate4.3%↓ from 4.4%; not yet recessionary>4.5%>5.5%● WATCHLags sentiment; watch April NFP
Short (0–4w)
Apr 21 Retail Sales is the tell — consensus 1.3% but Michigan collapse argues 0.5-0.8%. A miss below 0.8% confirms consumer-led slowdown. Apr 29 Fed Decision likely dovish guidance even if holding.
▲ OUTPERFORM
TLTGLDFXY
▼ UNDERPERFORM
SPYHYGUSO
WATCHLIST
MNO.TO ↑SOFI ↓DLO ↓
Medium (1–6m)
Disinflation + consumer collapse pressures Fed to resume cutting (2 cuts by Q3 more likely than 1). US Q1 GDP (Apr 30) expected weak. Recession probability in 6 months: 55%.
▲ OUTPERFORM
TLTGLDSLV
▼ UNDERPERFORM
SPYQQQHYGCopper
WATCHLIST
MNO.TO ↑SOFI ↓DLO ~
Long (6–18m)
Cycle re-rates: if recession confirms, Fed cuts to 2%, 10Y falls <3.5%. Equity multiples compress 15-20%. Recovery trajectory depends on credit event severity. Preferred cycle-winners rotate to value, dividend, quality.
▲ OUTPERFORM
TLTGLDDefensives
▼ UNDERPERFORM
CyclicalsHYG
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
Retirement: Reduce to Moderate (3) if Retail Sales Apr 21 >1.5% AND Michigan sentiment recovers above 55 next month. Reduce to Background (2) if both confirm and unemployment holds below 4.5%.
END
Global Monetary Policy — Dominance: HIGH (4) | Central Bank Week Ahead
The two-week window ahead contains the single largest central-bank cluster of 2026: BoJ (Apr 28), Fed (Apr 29), BoC (Apr 29), ECB and BoE (Apr 30). Market pricing: Polymarket shows near-unanimous odds AGAINST a Fed cut at Apr 29 meeting (CPI still 3.3% headline), but the dovish setup from core CPI and Michigan sentiment is pressuring the Fed toward a dovish guidance shift. BoJ is the wild card — BofA sees 1.00% hike, coindesk shows BoJ cooling hike expectations.
IndicatorValueTrendWatchBreachStatusAsset Impact
Fed Funds Effective Rate3.64%→ flat; market prices 1 cut 2026>4.50%>5.25%● OKWithin neutral range; data-dependent
10Y–2Y Yield Curve+0.55%Steepening from +0.27 prior month<0bp<-75bp● OKNot yet recession signal; normalising post-inversion
BOJ Policy Rate0.75%Apr 28: 1.00% hike priced by BofA, but BoJ dovish chatter>0.50%>1.00%● WATCHCarry trade unwind risk if hike
Short (0–4w)
Apr 28-30 central bank cluster likely produces dovish Fed guidance + BoJ hold (2/3 outcomes) + ECB/BoE hold. Base case: TLT rallies on Fed dovish pivot.
▲ OUTPERFORM
TLTGLDSLV
▼ UNDERPERFORM
UUP
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
Medium (1–6m)
Fed resumes cutting cycle: 2 cuts by Q3 if data softens further. USD peak behind us. EM currency pressure eases.
▲ OUTPERFORM
TLTGLDEEMQQQ
▼ UNDERPERFORM
UUP
WATCHLIST
MNO.TO ↑SOFI ↑DLO ↑
Long (6–18m)
Neutral rate trajectory: Fed ends cutting cycle at 2.25-2.50% by mid-2027. BOJ normalises to 1.00-1.25%. ECB holds below 2%. Structural USD softness resumes.
▲ OUTPERFORM
GLDSLVEEMTLT
▼ UNDERPERFORM
UUP
WATCHLIST
MNO.TO ↑SOFI ↑DLO ↑
Retirement: Reduce to Moderate (3) after Apr 30 if all central banks hold AND market volatility subsides. Reduce to Background (2) after 2 consecutive holds with steady data.
TEMP
Iran / Hormuz Crisis — Dominance: HIGH (4) | Ceasefire Expiry Apr 22
Iran declared Strait of Hormuz "completely open" for the remainder of the ceasefire on Apr 17. Oil plunged: USO $116.04 (from $138 last week). But the 2-week ceasefire expires Tuesday Apr 22 — a binary event this week. Pre-resolution probabilities: 55% ceasefire extended / 45% re-escalation. A re-escalation would see oil spike 15-25% and gold retrace to $4,900+.
IndicatorValueTrendWatchBreachStatusAsset Impact
Oil / USO ETF$116.04↓ -16% in 10 days as Hormuz reopens$120$140+● OKOil normalising; re-escalation tail
Ceasefire Time Remaining~3 daysExpires Apr 22 12:00 ET<7 daysExpiry● BREACHBinary event this week
Short (0–4w)
Apr 22 binary: 55% extension (oil holds $110-120, SPY extends rally) / 45% re-escalation (oil >$135, SPY -3-5%). Defense sector holds bid either way.
▲ OUTPERFORM
XARUSOGLD
▼ UNDERPERFORM
EEMSPY
WATCHLIST
MNO.TO ↑SOFI ↓DLO ↓
Medium (1–6m)
Base case: extended ceasefire with ongoing tensions; oil finds equilibrium around $100-120. Structural shift: defense spending stays elevated; Europe fast-tracks NATO 3% target.
▲ OUTPERFORM
XARGLDDBA
▼ UNDERPERFORM
EEM
WATCHLIST
MNO.TO ↑SOFI ~DLO ~
Long (6–18m)
Permanent restructuring of Middle East energy trade regardless of ceasefire outcome; Iran oil capacity constrained for years. Hormuz security premium stays embedded in oil price.
▲ OUTPERFORM
XARGLD
▼ UNDERPERFORM
EEM
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
Retirement: Reduce to Moderate (3) if Apr 22 ceasefire extends 14+ days AND oil stable <$115. Reduce to Background (2) if formal peace terms announced.
END
Structural Deglobalisation & Trade — Dominance: HIGH (4) | Tariff Regime Entrenched
The US 145% / China 125% tariff regime is now more than a year old and structurally embedded in both trade flows and corporate capex decisions. China's March export growth cratered to 2.5% (vs 8.3% consensus, and 39.6% prior) while imports surged 27.8% — a pattern consistent with accelerated stockpiling ahead of further escalations. Global trade volumes are fragmenting along bloc lines.
IndicatorValueTrendWatchBreachStatusAsset Impact
US Effective Tariff Rate (China)145%Stable at extreme; no de-escalation>10%>20%● BREACHInflationary; supply chain fragmentation
China Exports YoY (Mar)+2.5%Collapsed from +39.6% (front-loaded prior)<5%<0%● BREACHEEM ↓ · Copper ↓ · Commodity EMs hit
DXY (Broad Dollar Index)118.86↓ from 120.32 recently>125>130● OKEasing dollar aids EMs on the margin
Short (0–4w)
Tariff regime entrenched; no near-term catalysts for de-escalation. EM sensitive to any further China trade weakness. TIPS bid as structural inflation hedge.
▲ OUTPERFORM
TIPSGLDDBA
▼ UNDERPERFORM
EEMCopper
WATCHLIST
MNO.TO ~SOFI ~DLO ↓
Medium (1–6m)
Reshoring capex cycle in Q3/Q4 earnings; US manufacturers and defence beneficiaries. EM supply-chain resilient names outperform pure exporters. China pivots stimulus to domestic consumption.
▲ OUTPERFORM
TIPSXARDBA
▼ UNDERPERFORM
EEMHYG
WATCHLIST
MNO.TO ↑SOFI ~DLO ~
Long (6–18m)
Bloc-based trade permanent; global trade volumes remain 5-10% below prior trend. Inflation floor structurally higher (2.5-3% new normal). Reshoring beneficiaries compound.
▲ OUTPERFORM
TIPSXARDomestic Value
▼ UNDERPERFORM
EEMMultinationals
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
Retirement: Reduce to Moderate (3) if Trump-Xi sit-down is announced AND tariffs reduce by >50pp. Reduce to Background (2) only with formal trade deal.
END
US Fiscal Trajectory & Sovereign Debt — Dominance: MODERATE (3) | Unchanged
10Y Treasury yield backed off from 4.38% to 4.32% on the disinflation surprise, easing fiscal sustainability pressure this week. But debt service is still consuming over 20% of federal revenue and FY2026 deficit tracking above 7% GDP. Apr 29 Fed dovish guidance could pull 10Y back to 4.20% near-term.
IndicatorValueTrendWatchBreachStatusAsset Impact
10Y Treasury Yield4.32%↓ from 4.38% · rate-cut hopes>4.5%>5.0%● OKTLT supported · Growth re-rates
Short (0–4w)
Yields drift lower if Fed signals dovish Apr 29. Tail risk: Iran re-escalation forces yields higher on war-inflation fear.
▲ OUTPERFORM
TLTTIPSGLD
▼ UNDERPERFORM
UUP
WATCHLIST
MNO.TO ↑SOFI ~DLO ~
Medium (1–6m)
Fed cut cycle resumes; 10Y ranges 3.80-4.30%. Supply pressure from T-bill rollover keeps belly of curve well-anchored.
▲ OUTPERFORM
TLTGLD
▼ UNDERPERFORM
UUP
WATCHLIST
MNO.TO ↑SOFI ~DLO ~
Long (6–18m)
Debt/GDP approaching 130%; fiscal dominance risk rising. Structural USD softness; TIPS outperform nominal as inflation expectations re-embed higher.
▲ OUTPERFORM
GLDTIPSSLV
▼ UNDERPERFORM
Long-Dated NominalsUUP
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
END
Energy Transition & Electrification — Dominance: MODERATE (3) | Unchanged
Silver structural supply deficit continues (~200M oz annually) plus solar capacity buildout; copper at ~$9,800/tonne near breakout. Energy Transition driver supports GLD/SLV via monetary-metal correlation and Copper/Utilities via grid capex demand.
Short (0–4w)
SLV bid continues via Fed dovish pivot + monetary correlation + industrial demand. Copper sensitive to China Q1 beat vs tariff-driven fragmentation.
▲ OUTPERFORM
SLVGLD
▼ UNDERPERFORM
USO
WATCHLIST
MNO.TO ↑SOFI ~DLO ~
Medium (1–6m)
Solar demand cycle pushes silver supply deficit to 250M oz. Copper supercycle thesis intact. EV adoption resumes (lower oil no deterrent now).
▲ OUTPERFORM
SLVCopperUtilities
▼ UNDERPERFORM
USO
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
Long (6–18m)
Structural monetary metal bull + electrification demand. SLV's gold-correlation amplifies upside. Lithium/copper deficits persist.
▲ OUTPERFORM
SLVGLDCopper
▼ UNDERPERFORM
USO
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
TEMP
US-China Tariff Escalation (steady-state) — Dominance: MODERATE (3) | No Fresh Escalation
Tariffs at extreme 145%/125% levels but stable — no new escalation this week. This driver now primarily amplifies the Structural Deglobalisation driver. Kept separate to track discrete event-driven escalation risk.
Short (0–4w)
No Trump-Xi sit-down signal. Status quo extreme tariff regime persists. Watch for technology-sector targeted escalation.
▲ OUTPERFORM
GLDTIPSDBA
▼ UNDERPERFORM
EEMCopperQQQ
WATCHLIST
MNO.TO ~SOFI ~DLO ↓
Medium (1–6m)
Election-year politics keeps tariff stance hawkish. Mid-year: possible targeted carve-outs on critical minerals. Reshoring winners accelerate.
▲ OUTPERFORM
XARDomestic Value
▼ UNDERPERFORM
EEMHYG
WATCHLIST
MNO.TO ~SOFI ~DLO ~
Long (6–18m)
Permanent structural discount on Chinese risk; capital flows to friend-shore EM markets. India/Mexico/Vietnam beneficiaries.
▲ OUTPERFORM
India EquitiesMexico Equities
▼ UNDERPERFORM
China Equities
WATCHLIST
MNO.TO ↑SOFI ~DLO ↑
4Economic Asset Class Forecast
Your macro-driven playbook for positioning across 15 asset classes. Each row shows whether an asset is expected to outperform or underperform the market over three distinct time horizons — Short (0–4 weeks), Medium (1–6 months), and Long (6–18 months). Read across the row to see how the outlook shifts as temporary drivers fade and structural forces take over.
AssetShort (0–4w)Medium (1–6m)Long (6–18m)Primary Driver Logic
COMMODITIES & PRECIOUS METALS
Gold (GLD)SOSOSOCredit event flight + CB structural + Fed dovish + Iran tail risk; 4 independent drivers aligned
Silver (SLV)SOSOSOMonetary-metal correlation + supply deficit + energy transition demand
Oil (USO)NUUIran re-escalation tail vs demand destruction; secular energy transition
Copper / IndustrialUNOTariff drag near-term vs electrification demand long-term; China Q1 beat helps
Agriculture (DBA)OOODeglobalisation supply premium + tariff-regime food cost
FIXED INCOME
US Long Bonds (TLT)OSOOFed dovish pivot + flight-to-quality + disinflation vs long-term fiscal drag
TIPS (TIP)OSOSOStructural inflation floor from deglobalisation; fiscal dominance risk
IG Credit (LQD)UUNCredit event contagion; eventual stabilisation as Fed eases
High Yield (HYG)SUSUUPrivate credit contagion + consumer collapse + recession odds
EQUITIES
US Large Cap (SPY)SUUNCredit event risk + consumer collapse vs Fed dovish pivot eventually
US Tech (QQQ)SUUNSame as SPY + chip restrictions; long-run AI structural support
EM Equities (EEM)SUUNTariff stress + Iran risk-off offset by weaker USD eventually
Defense (XAR)OOOIran tail risk + NATO 3% target + persistent tension premium
CURRENCIES
US Dollar (UUP)NUUSafe-haven bid vs Fed dovish pivot + de-dollarisation
Japanese Yen (FXY)OONBoJ hike risk + risk-off safe-haven; later BoJ normalisation plateau
5Economic Watchlist Forecast
How the current macro environment is affecting your specific holdings. Each stock is assessed against the active drivers based on its sector, geography, and business model — showing whether the macro backdrop is a tailwind, headwind, or neutral across Short, Medium, and Long horizons. Use this to decide where to add, reduce, or hold within your portfolio.
StockShort (0–4w)Medium (1–6m)Long (6–18m)Macro Sensitivity Rationale
MNO.TO
Meridian Mining
SOSOSO Direct beneficiary of GLD Strong Outperform (amplified 2–3× due to gold-copper leverage). Four drivers align: credit-event flight to gold + CB structural buying + de-dollarisation + Iran tail hedge. Cabaçal project (Brazil) largely insulated from US consumer collapse; copper exposure adds Energy Transition upside. Risk: short-term gold profit-taking if Iran de-escalates permanently.
SOFI
SoFi Technologies
UUN Consumer-facing lender → directly exposed to Michigan sentiment 47.6 collapse; personal loan book at risk if credit cycle turns. Private credit stress contagion risk elevated (consumer ABS spreads widening). Q1 earnings Apr 29: watch provisions guidance. Medium horizon downgraded as consumer + credit-event thesis deepens. Long-horizon neutral: Fed cut cycle eventually tailwind.
DLO
DLocal
UNO EM fintech → sensitive to EM risk-off; Iran expiry Apr 22 + tariff drag = short-term headwind. Medium horizon stabilises as Fed cuts help EM. Long horizon benefits from de-dollarisation + EM digital payment infrastructure growth + satellite comms productivity amplifier. Q1 earnings May 14: TPV growth the key metric.
6Net Capital Flow Forecast
Where macro drivers translate into actual capital movement. Each row shows which assets are receiving inflows or outflows across Short, Medium, and Long horizons — traced back to the specific drivers causing each flow. Real money = slow, structural flows from institutions (pension funds, sovereign wealth funds, central banks). Fast money = tactical, sentiment-driven positioning from hedge funds and ETF traders. When both agree, conviction is highest.
Asset Flow Money Type Conf Short
0–4w
Med
1–6m
Long
6–18m
Key Drivers Rationale
▲ Part A — Inflows
Gold (GLD) ↑↑ RealFast High IN IN IN PrivCredit×5Fed×4Iran×4 Top-ranked inflow. Four independent buyers: credit-event flight + Fed dovish pivot + CB structural + Iran tail hedge. Divergence with some EM CBs selling for FX defense.
Silver (SLV) ↑↑ RealFast High IN IN IN Fed×4Energy×3 Monetary-metal Fed-pivot bid + structural solar/EV supply deficit. Gold correlation amplifies.
TIPS ↑↑ Real High IN IN IN Deglob×4Fiscal×3 Real money (pension funds, sovereign wealth) accumulating as deglobalisation embeds 2.5-3% inflation floor.
Long Treasuries (TLT) RealFast Medium IN IN PrivCredit×5Fed×4 Flight-to-quality bid + Fed dovish pivot pressure. Long-term fiscal supply is offsetting headwind.
Defense (XAR) Real High IN IN IN Iran×4Deglob×4 Persistent geopolitical tension premium + NATO 3% target + European rearmament.
JPY (FXY) Fast Medium IN IN PrivCredit×5USEcon×4 Safe-haven bid on credit event + BoJ hike tail risk. Long-term fade as BoJ normalises.
▼ Part B — Outflows
High Yield (HYG) ↓↓ RealFast High OUT OUT OUT PrivCredit×5USEcon×4 Strongest outflow signal. Private credit contagion + consumer collapse + recession odds all push spreads wider.
US Large Cap (SPY) ↓↓ RealFast High OUT OUT PrivCredit×5USEcon×4 Credit-event risk + consumer collapse not priced in recent rally. Long-run Fed dovish pivot eventually supportive.
EM Equities (EEM) ↓↓ Fast High OUT OUT Deglob×4Iran×4Tariff×3 Triple headwind: tariff war + Iran risk-off + tight USD. Long-term Fed easing + weaker USD support.
US Tech (QQQ) ↓↓ RealFast High OUT OUT PrivCredit×5Tariff×3 Credit-event + chip restrictions near-term; AI structural tailwind reasserts 6+ months out.
Copper / Industrial Fast Medium OUT IN Tariff×3Energy×3 Near-term tariff drag offsets energy-transition demand; long-term electrification demand wins.
IG Credit (LQD) Fast Medium OUT OUT PrivCredit×5 Credit contagion risk spreads from HY into IG; eventual Fed dovish pivot provides floor.

⚡ Part C — Divergences (highest signal quality)

GOLD (GLD) — Structural buying vs EM central bank selling

Real money: Ongoing CB structural buying (India, Turkey, Poland still adding). De-dollarisation diversification intact.
Fast money: Some EM central banks (India, Chinese allies) reportedly selling gold to defend local currencies after Iran-war FX stress (CNBC Apr 15 — Nicky Shiels, MKS Pamp).
Resolution call: Real-money structural buying resumes dominance once Iran expiry passes; CB selling is episodic liquidity event, not reserve-diversification reversal. Gold continues higher within 30 days.

US DOLLAR (UUP) — Safe-haven bid vs structural de-dollarisation

Real money: Slowly diversifying reserves away from USD; IMF COFER shows continued decline in USD share. CB gold buying is the symmetric side of this.
Fast money: Short-term safe-haven bid ahead of Apr 22 Iran expiry + credit-event risk lifting DXY.
Resolution call: Fast-money bid faces Fed dovish pivot Apr 29. Real-money thesis eventually dominates over 3+ months. Tactical long USD into Iran expiry, structural short long-horizon.

OIL (USO) — Short-covering vs re-escalation hedges

Real money: Little allocation change; strategic petroleum positioning unchanged.
Fast money: Short-covering drove the recent $22 decline; CFTC positioning neutral; options skew reflects re-escalation hedges accumulating into Apr 22 expiry.
Resolution call: Binary Apr 22. Base case oil $100-120; tail case $135+.

Part D — Active Feedback Loops

Yield → Fiscal → Policy → Yield

Currently self-correcting at +0.55 curve: disinflation surprise pulled 2Y/10Y lower, easing fiscal pressure, permitting Fed dovish pivot guidance. Loop reversing from "accelerating tightening" to "easing".

Dollar → EM → Commodities → Inflation → Dollar

DXY 118.86 down from 120.32. Softer USD would relieve EM, lift commodities, re-embed inflation. Loop: neutral, with Iran expiry the tipping point.

Credit → Growth → Default → Credit

Accelerating: Blue Owl gate confirmed → HYG spreads widening → cost of capital rising for marginal borrowers → default expectations rising. Fed response is the release valve.

Asset Prices → Wealth → Growth → Policy → Asset

Michigan 47.6 suggests wealth-effect reversal already in motion from prior rally. Self-correcting via Fed dovish guidance expected Apr 29.
7Economic Forecast Calendar
Apr 20–26 · Know what's coming and what it means before it happens. Each scheduled event shows the market consensus, the MacroDriver forecast, and — if the forecast is correct — which assets are likely to move and in which direction. Use this to position ahead of catalysts rather than react after them. · Boris forecast vs market consensus · Scenario weights: Deflationary Bust 42% | Stagflation 32% | Soft Landing 18% | Reacceleration 8%
📅 Week of Apr 20–26, 2026
20
Apr
Canada CPI YoY (Mar) + BoC Rate DecisionHIGH
Canada inflation forecast 2.5% YoY (vs 1.8% prior — a sharp acceleration). BoC currently at 2.25% policy rate. If CPI confirms above 2.4%, BoC almost certainly holds; risk-off case sees a cut despite inflation given growth deceleration.
Market Expectation
CPI 2.5% / BoC HOLD 2.25%
Boris Forecast
CPI 2.4% / BoC HOLD 2.25% with dovish guidance
If correct →▲ CAD govt bonds▼ CAD vs USD↔ MNO.TO (CAD-denominated)
HIGH · 70%
21
Apr
US Retail Sales MoM (Mar) + DE ZEW AprCRITICAL
The single most-important data print this week. Consensus +1.3% would be strong; Boris sees +0.7% reflecting the consumer collapse already visible in Michigan sentiment 47.6. A miss below 0.8% would force the dovish-Fed narrative to crystalise; a beat above 1.5% would partly rescue the soft-landing narrative. ZEW also expected to collapse to -10 (vs -0.5 prior).
Market Expectation
+1.3% MoM
Boris Forecast
+0.7% MoM (Michigan-led downside)
If correct →▲ TLT +1-2%▲ GLD +1%▼ SPY -1.5%▼ HYG -0.5%MNO.TO ↑ +2-3%SOFI ↓ -3%DLO ↓ -2%
MEDIUM · 60%
22
Apr
Iran/US Ceasefire Expiry + UK CPI (Mar)CRITICAL
Iran-US 2-week ceasefire expires at 12:00 ET. Hormuz currently open; a renewed blockade would re-spike oil 15-25%. UK CPI consensus 3.3% (vs 3.0% prior) — a continued upward grind keeping BoE patient. Two completely independent CRITICAL events in one day.
Market Expectation
Ceasefire extension assumed; UK CPI 3.3%
Boris Forecast
55% extension / 45% re-escalation; UK CPI 3.1% (slight downside)
If extension →▼ USO -3-5%▼ GLD -1-2%▲ SPY +1%▲ EEM +2%DLO ↑ +1-2%
If re-escalation →▲ USO +15-25%▲ GLD +3-5%▼ SPY -2-3%▲ XAR +3-5%MNO.TO ↑ +5-7%DLO ↓ -2-3%
MEDIUM · 55%
23
Apr
Eurozone PMIs (Apr Flash) + Japan CPI (Mar)HIGH
German manufacturing PMI 51.2 forecast (vs 52.2 prior); UK manufacturing 49.5 forecast (vs 51.0 prior). UK services 49.9 (vs 50.5 prior — would slip into contraction). Japan CPI 1.5% expected (vs 1.3% prior); informs BoJ Apr 28 decision.
Market Expectation
DE Mfg 51.2 / UK Mfg 49.5 / JP CPI 1.5%
Boris Forecast
DE Mfg 50.5 / UK Mfg 48.5 (deeper contraction) / JP CPI 1.6%
If correct →▲ DE bunds▼ EUR/USD▲ FXY (BoJ hike risk)DLO ↓ (EUR weakness)SOFI ~
MEDIUM · 55%
24
Apr
UK Retail Sales (Mar) + DE Ifo Business Climate (Apr)HIGH
UK Retail Sales consensus +0.2% MoM (vs -0.4% prior — first positive in 3 months). DE Ifo 84.8 expected (vs 86.4 prior — continued slip). Composite signal: European industrial economy stalling but UK consumer resilient.
Market Expectation
UK Retail +0.2% / DE Ifo 84.8
Boris Forecast
UK Retail -0.1% / DE Ifo 84.0 (downside on both)
If correct →▲ UK gilts▲ DE bunds▼ EUR/USD -0.5%▼ VGKMNO.TO ~
MEDIUM · 55%
8Driver Interactions & Double-Count Prevention
Why you can trust the signals in this report aren't inflated. When multiple macro drivers point the same direction, there's a risk of double-counting the same underlying effect and overstating conviction. This section maps where drivers interact, how one amplifies or offsets another, and what adjustments were made to prevent the same risk from being counted twice. Read this if a signal looks stronger or weaker than you expected — the answer is usually here.
Driver PairInteractionPrimary SourceAdjustment Made
Private Credit & US Economic HealthCredit event amplifies recession risk; consumer collapse accelerates default cycle.Private Credit (5)Capped US Econ Health HYG impact at -2 (not -3); Private Credit owns the HYG/LQD signal weight. Both counted independently for SPY but not double-multiplied.
US Econ Health & Global Monetary PolicyDisinflation + consumer collapse forces Fed dovish pivot; same underlying weakness.US Econ Health (4)Global Mon Policy TLT/GLD impact normalised; impact attribution split 60/40 to avoid the same "Fed cuts" thesis being counted twice.
Iran/Hormuz & US FiscalWar premium → oil ↑ → inflation ↑ → yields ↑ → fiscal stress.Iran/Hormuz (4)US Fiscal indicator-led only; transmission via Iran already captured in Iran's TLT signal.
Deglobalisation & US-China TariffSame underlying force — tariff war IS the manifestation of deglobalisation.Deglobalisation (4)US-China Tariff dominance held to Moderate (3) instead of High (4) to avoid double-counting same tariff regime; USCT now captures only event-risk premium for fresh escalation.
Energy Transition & De-dollarisationBoth bid silver/gold for different reasons (industrial vs monetary).N/A — independentBoth counted — distinct mechanisms, additive impact on metals.
Iran/Hormuz & DeglobalisationIran tail risk amplifies friend-shoring narrative; both bid Defense.Iran/Hormuz (4)XAR signal: Iran +2, Deglob +1, USCT +1. Total weighted +0.50 = Outperform (Iran owns the bulk).

Net effect: Total active dominance Σ = 30. Double-count adjustments removed approximately 4 dominance-equivalent units of redundant impact, primarily on TLT (Fed dovish thesis), HYG/LQD (credit-stress thesis), and EM Equities (tariff/deglobalisation overlap).

9State Snapshot
Compact JSON capturing this run's state. The next run uses this to compute the Changes from Last Report block automatically.
{
  "run_id": "MacroDriver-20260419-weekly",
  "date": "2026-04-19",
  "framework_version": "v1.2",
  "prior_run": "MacroDriver-20260409",
  "alert_badge": "CONSUMER COLLAPSE · Blue Owl Gate Confirmed · Iran Expiry Apr 22 · Central Bank Week Apr 28-30",
  "scenario_weights": {
    "deflationary_bust": 0.42,
    "stagflation": 0.32,
    "soft_landing": 0.18,
    "reacceleration": 0.08,
    "dominant": "Deflationary Bust",
    "regime_flip": "Stagflation → Contraction → Deflationary Bust (-13/+12pp shift)"
  },
  "active_drivers": [
    {"name": "Private Credit & Shadow Banking Stress", "type": "enduring", "dominance": 5, "label": "Critical", "delta": "0 reinforced"},
    {"name": "US Economic Health", "type": "enduring", "dominance": 4, "label": "High", "delta": "0 reframed"},
    {"name": "Global Monetary Policy", "type": "enduring", "dominance": 4, "label": "High", "delta": "0"},
    {"name": "Iran / Hormuz Crisis", "type": "temporary", "dominance": 4, "label": "High", "delta": "+1 UPGRADE"},
    {"name": "Structural Deglobalisation & Trade", "type": "enduring", "dominance": 4, "label": "High", "delta": "+1 UPGRADE"},
    {"name": "US Fiscal Trajectory", "type": "enduring", "dominance": 3, "label": "Moderate", "delta": "0"},
    {"name": "Energy Transition & Electrification", "type": "enduring", "dominance": 3, "label": "Moderate", "delta": "0"},
    {"name": "US-China Tariff Escalation", "type": "temporary", "dominance": 3, "label": "Moderate", "delta": "0"}
  ],
  "dormant_drivers": ["China Economic Health", "AI & Productivity Revolution", "Climate & Resource Stress", "Global Demographics & Debt", "De-dollarisation", "NATO Rearmament", "Japan Carry Trade Unwind", "Super El Niño"],
  "total_active_dominance": 30,
  "asset_class_forecast": {
    "GLD": {"short": "SO", "medium": "SO", "long": "SO"},
    "SLV": {"short": "SO", "medium": "SO", "long": "SO"},
    "TIPS": {"short": "O", "medium": "SO", "long": "SO"},
    "TLT": {"short": "O", "medium": "SO", "long": "O"},
    "XAR": {"short": "O", "medium": "O", "long": "O"},
    "FXY": {"short": "O", "medium": "O", "long": "N"},
    "DBA": {"short": "O", "medium": "O", "long": "O"},
    "USO": {"short": "N", "medium": "U", "long": "U"},
    "UUP": {"short": "N", "medium": "U", "long": "U"},
    "Copper": {"short": "U", "medium": "N", "long": "O"},
    "LQD": {"short": "U", "medium": "U", "long": "N"},
    "EEM": {"short": "SU", "medium": "U", "long": "N"},
    "QQQ": {"short": "SU", "medium": "U", "long": "N"},
    "SPY": {"short": "SU", "medium": "U", "long": "N"},
    "HYG": {"short": "SU", "medium": "SU", "long": "U"}
  },
  "watchlist_forecast": {
    "MNO.TO": {"short": "SO", "medium": "SO", "long": "SO", "reason": "Gold leverage + credit-event hedge + de-dollarisation + copper transition"},
    "SOFI": {"short": "U", "medium": "U", "long": "N", "reason": "Consumer collapse + private credit contagion; long-term Fed cut tailwind"},
    "DLO": {"short": "U", "medium": "N", "long": "O", "reason": "EM risk-off Iran tail + tariff drag near-term; de-dollarisation + EM digital long-term"}
  },
  "divergences": [
    {"asset": "GLD", "real_stance": "Structural CB buying", "fast_stance": "Some EM CB selling for FX defense", "resolution": "Real money dominates 30+ days"},
    {"asset": "UUP", "real_stance": "De-dollarisation slow drain", "fast_stance": "Safe-haven bid into Iran expiry", "resolution": "Fast wins to Apr 22, real wins 3+ months"},
    {"asset": "USO", "real_stance": "Strategic positioning unchanged", "fast_stance": "Re-escalation hedges into Apr 22", "resolution": "Apr 22 binary"}
  ],
  "calendar_events": [
    {"name": "Canada CPI + BoC Decision", "date": "2026-04-20", "consensus": "CPI 2.5% / BoC HOLD 2.25%", "boris_forecast": "CPI 2.4% / HOLD with dovish guidance", "boris_confidence": "HIGH 70%"},
    {"name": "US Retail Sales + DE ZEW", "date": "2026-04-21", "consensus": "+1.3%", "boris_forecast": "+0.7% (Michigan-led downside)", "boris_confidence": "MEDIUM 60%"},
    {"name": "Iran Ceasefire Expiry + UK CPI", "date": "2026-04-22", "consensus": "Extension assumed; UK CPI 3.3%", "boris_forecast": "55% extension / 45% re-escalation; UK CPI 3.1%", "boris_confidence": "MEDIUM 55%"},
    {"name": "Eurozone PMIs + Japan CPI", "date": "2026-04-23", "consensus": "DE Mfg 51.2 / JP CPI 1.5%", "boris_forecast": "DE Mfg 50.5 / JP CPI 1.6%", "boris_confidence": "MEDIUM 55%"},
    {"name": "UK Retail Sales + DE Ifo", "date": "2026-04-24", "consensus": "+0.2% / Ifo 84.8", "boris_forecast": "-0.1% / Ifo 84.0", "boris_confidence": "MEDIUM 55%"},
    {"name": "BoJ Rate Decision", "date": "2026-04-28", "consensus": "HOLD 0.75%", "boris_forecast": "HOLD 0.75% (BoA sees 1.00% hike risk)", "boris_confidence": "HIGH 70%"},
    {"name": "Fed Rate Decision + BoC Decision", "date": "2026-04-29", "consensus": "HOLD 3.50-3.75%", "boris_forecast": "HOLD with dovish guidance", "boris_confidence": "MEDIUM 60%"},
    {"name": "ECB + BoE Rate Decisions", "date": "2026-04-30", "consensus": "HOLD ECB 2.15% / BoE 3.75%", "boris_forecast": "HOLD both", "boris_confidence": "HIGH 70%"}
  ],
  "key_prints": {
    "fed_funds_effective": 3.64,
    "us_2y": 3.78,
    "us_10y": 4.32,
    "yield_curve_10y2y": 0.55,
    "dxy_broad": 118.86,
    "vix": 17.94,
    "unrate": 4.3,
    "core_cpi_yoy": 2.6,
    "headline_cpi_yoy": 3.3,
    "ppi_mom": 0.5,
    "michigan_sentiment": 47.6,
    "spy": 710.14,
    "qqq": 648.85,
    "gld": 445.93,
    "slv": 73.63,
    "tlt": 87.07,
    "hyg": 80.65,
    "uso": 116.04,
    "vixy": 27.93,
    "china_q1_gdp_yoy": 5.0
  },
  "boris_scorecard_apr10_to_apr16": {
    "total_forecasts": 4,
    "hits": 1,
    "misses": 2,
    "partial": 1,
    "hit_rate": "25%",
    "summary": "Stagflation-biased misses on Core CPI, PPI, and China GDP — disinflation came in stronger than expected"
  },
  "new_driver_candidates": []
}

Data Source Status

Audit trail of every MCP tool used in this run.

get_key_economic_indicators — OK
get_economic_calendar — OK
get_economic_series (DTWEXBGS, CPILFESL) — OK
get_stock_snapshot (SPY,QQQ,GLD,SLV,TLT,HYG,UUP,USO,EEM,DBA,XAR,VIXY,LQD) — OK (prev-day fallback)
search_financial_news (8 queries) — OK
internet_driver_scrub (Step 2b) — OK
prior state load (MacroDriver-state-20260409.json) — OK
watchlist.json — OK
references (driver-library, asset-classes) — OK

Confidence note: All MCP tools returned valid data. Stock snapshots returned previous-day OHLCV (Sunday Apr 19 means market closed; last close was Friday Apr 17). VIX, Treasury yields, and DXY values are end-of-day Apr 16-17 prints. CPI and Michigan sentiment are confirmed actuals from Apr 10 release.

Disclaimer: This is a quantitative macro-economic framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.