Macro Pulse
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The macro layer above individual stock triggers — regime, bull index, sector rotation, and the legal landscape.
As of Wednesday, June 3, 2026
At 41.2 of 100, the market is showing more headwinds than tailwinds across the industries we track. Breadth is 33% — participation is narrow. Energy and Aerospace Defense are leading; Technology Hardware and Consumer Staples lagging. Money is rotating out of Transportation, Consumer Staples, Communications Media. The model lean is roughly flat over the next 30 days.
Cautious. At 41.2 of 100, the market is showing more headwinds than tailwinds across the industries we track. Breadth is 33% — participation is narrow.
In plain terms: the Fed is on hold and growth is steady. That favors quality and cash-flow over speculative growth until the picture shifts.
Softening. The 30-day model lean moves from 41.2 to 40.3 — conditions look softening. This is a model lean, not a price target.
Confidence: low
No active momentum-risk flags (benign regime).
26-week history with 30 / 60 / 90-day model projection. The dashed tail is a model lean, not a price target.
The macro signals currently firing — the inputs behind the regime read. Showing 16 of 52.
Context provider, not a trading signal. The composite is not a standalone return predictor (path-aware Sharpe ~0.17); its one validated edge is the strong-tailwind bucket (composite ≥ 0.5). Use as macro context alongside fundamentals + valuation.