Sigro Research
Regime-aware research for the AI capital cycle
A living research desk — macro regime tracking, cross-asset signal monitoring, and factor-based screening, updated daily and built to show its work.
CURRENT REGIME
DAYS IN REGIME
SIGNALS TRACKED
PLAYBOOKS MONITORED
NAMES SCREENED
Built on institutional-grade data
Explore the desk
MACRO REGIME
Goldilocks
A four-quadrant growth/inflation regime model, updated daily from credit spreads and inflation breakevens, with the asset classes that tend to lead and lag each state.
VOL COMPRESSION
Cross-asset vol composite
VIX, MOVE, and a currency-vol composite tracked against their 10-year trailing averages — a read on how compressed volatility is across equities, rates, and FX at once.
CROSS-ASSET CORRELATIONS
Rolling correlation matrix
Rolling correlations between equities, rates, and the dollar, classified into named regimes with explicit thresholds for when the relationship is shifting.
SIGNAL MONITOR
14 signals tracked
Cross-asset signals — carry trades, vol spreads, rates, credit cycle — each paired with a concrete trigger and what to do when it fires.
PLAYBOOK MONITORS
12 playbooks live
Every monitorable indicator from the research playbook library, tracked daily against explicit regime-classification thresholds.
HOUSING
Real estate cohorts
Housing-sensitive equity cohorts tracked against mortgage rates, starts, and permits — with position sizing and signal status per cohort.
SCREENERS
220 names scored
A four-factor idiosyncratic-alpha screen, plus short-interest and insider-activity monitors, refreshed daily.