About Dedicated Finance

A weekly macro regime dashboard built on public data and independent analysis.

What This Is

Dedicated Finance is a macro regime detector. It answers four questions clearly and consistently each week: is liquidity expanding or contracting, is risk appetite rising or falling, is the real economy strengthening or weakening, and how are professional traders positioned.

The dashboard tracks 61 indicators across three signal categories - liquidity, risk appetite, and real economy - each divided into three subcategories with four metrics each. A separate positioning tab tracks 25 futures markets via CFTC Commitments of Traders data. Every metric includes a plain-language tooltip explaining what it measures, why it matters, and what its direction signals.

Commentary provides weekly regime narratives at three levels: per subcategory, per category, and a full macro overview. The regime bar and all signal pills are rule-based and deterministic - AI is used for commentary only, not classification. No predictions. No investment recommendations.

Who Built This

Dedicated Finance is created and maintained by an independent data professional with 25+ years of experience in financial analytics, credit risk modelling, and data engineering for UK financial institutions.

This project applies institutional-grade data standards to public macro analysis - combining professional rigour with an independent perspective and no conflicts of interest.

No exchange affiliations. No pressure to generate trading signals. Freedom to focus on data quality and analytical integrity.

Data Sources & Update Frequency

All data is sourced from public APIs and official publications - FRED (Federal Reserve), CFTC, and market data providers via yfinance. ISM PMI data is updated manually on release day. All other series refresh automatically as part of the weekend pipeline.

Methodology

Signal classification is rule-based, deterministic, and operates across three tiers:

Tier 1 - Metric signals: Each metric is scored on a 0-100 scale combining a 5-year rolling percentile rank (70% weight) and a 4-week momentum percentile (30% weight). Direction is accounted for - stress metrics like credit spreads and VIX are inverted so that 100 always means supportive and 0 always means stressed, regardless of the metric's raw direction. Scores above 70 generate a positive signal (+1), below 30 a negative signal (-1), and 30-70 are neutral.

Tier 2 - Subcategory signals: The four metric signals within each subcategory are averaged. A conviction flag is also generated - when all four metrics broadly agree, the signal is marked as Confirmed; when they diverge, it is marked as Mixed Signals. This distinction is surfaced visually alongside each subcategory heading.

Tier 3 - Category signals: The three subcategory scores within each category are averaged to produce the final regime label - Expanding / Neutral / Contracting for Liquidity, Risk-On / Neutral / Risk-Off for Risk Appetite, and Strengthening / Neutral / Weakening for Real Economy. These drive the regime bar at the top of the dashboard.

Percentile rank over a 5-year window is used rather than Z-scores because financial data frequently has fat tails and is not normally distributed. A percentile rank is distribution-agnostic and resistant to outlier distortion - a single COVID-era spike does not compress every subsequent reading for years.

Design Principles