SYSTEMATIC CAPITAL DECISION ENGINE
GCRE Decision Engine
From macro observation to capital allocation.
CURRENT ENVIRONMENT PREVIEW
Market Date
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01 STAGE----MACRO JUDGEMENT
What environment are we in?
MACRO PARAMETERS
VIX
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MOVE
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HY OAS
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US 10Y
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US 2Y
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CPI
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INDUSTRIAL PRODUCTION
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LIQUIDITY
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→
JUDGEMENT
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Growth
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Inflation
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Liquidity
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Policy
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Risk
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Summary
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→
OUTPUT
REGIME ASSET CLASS PORTFOLIO
EQUITY --
GOLD --
COMMODITY --
DURATION --
SHORT DURATION --
CASH --
02 STAGE---MARKET TRANSITION
Detecting market regime changes, risk conditions and leadership shifts.
TIMING PARAMETERS
QQQ (EQUITY)
Price Trend
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Momentum
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Signal Score
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GLD (GOLD)
Price Trend
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Momentum
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Signal Score
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USO (COMMODITY)
Price Trend
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Momentum
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Signal Score
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→
TIMING + SIGNAL JUDGEMENT
EQUITY
Signal
--Action
--GOLD
Signal
--Action
--COMMODITY
Signal
--Action
--SUMMARY
--→
BASE FINAL PORTFOLIO
QQQ
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GLD
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USO
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TLT
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BIL
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CASH
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03 STAGE----Risk and Leverage
Translating Asset risk and Leverage score into final portfolio.
ASSET RISK PARAMETERS
QQQ
Risk Index
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TQQQ(QQQ)
Risk Index
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SHNY(GOLD)
Risk Index
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UCO(USO)
Risk Index
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TMF(TLT)
Risk Index
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BIL(CASH)
Risk Index
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LEVERAGE ENGINE
Score
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Status
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Candidate
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→
PORTFOLIO DECISION
CURRENT REGIME
--RISK LEVEL
--EXPOSURE
--LEVERAGE DECISION
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PORTFOLIO LOGIC
--→
FINAL PORTFOLIO
QQQ
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TQQQ
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GLD
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SHNY
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USO
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UCO
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TLT
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TMF
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BIL
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CASH
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04 PERFORMANCE
Measuring portfolio outcome and capital efficiency.
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START DATE
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RUNNING DAYS
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QQQ
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05 CAPITAL EFFICIENCY
Evaluating return efficiency under controlled risk exposure.
RISK LEVEL
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EXPOSURE
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LEVERAGE UTILIZATION
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CAPITAL SCORE
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06 RESEARCH ARCHIVE
Historical decision records and regime analysis.