ATLAS
The macro engine that reads the regime, scores the dislocations, and forecasts every print.
ATLAS is a daily-refresh quantitative macro model that classifies the current growth × inflation regime in real time, scores cross-asset signals on a 5-year rolling z-score basis, and forecasts every Tier-1 economic print with an explicit 80% confidence interval. Six sub-models. One regime call.
Reading macro is a full-time job.
Most traders skip it because the inputs are everywhere — Fed minutes, GDP revisions, ISM sub-indices, breakeven curves, FX flows, credit spreads — and the synthesis takes hours every day. So they react to headlines instead of positioning ahead of regime shifts. ATLAS fixes that.
Without a macro framework, you trade on news. You buy the headline, sell the next headline, and wonder why your P&L is just noise.
With one, you trade on regime. You know when stagflation is locking in, when liquidity is pivoting, when the curve is signalling recession. The same chart looks different through the regime lens.
The hard part isn't the framework — it's keeping it updated daily across 30+ inputs and 12 cross-asset signals. ATLAS is the thing that does that for you.
Growth × inflation, every day.
The economy is always in one of four states. Knowing which one is half the trade. ATLAS classifies the current state, projects forward 3 and 6 months via Markov chain, and finds the closest historical analogs. Each regime has a known asset-class playbook.
Six sub-models triangulate the call.
ATLAS isn't one forecast. It's six independent models that score the macro state from different angles — quad classification, recession probability, liquidity flow, curve dynamics, cross-asset z-scores, and rule-based print nowcasts. Each refreshes daily. The panel composes them.
What you'll see on the terminal.
ATLAS surfaces 9 distinct outputs in the terminal. Below is a static snapshot of two — the Regime Banner and Anomaly Watch. Inside the live terminal, every value updates from FRED + the worker every 6 hours.
Backtest is open. Math is open.
Every number on the ATLAS panel is computed daily from FRED + auditable backtests. Below are the validation stats from the recession composite alone — the simplest sub-model to verify against the historical NBER record.
Three routines, three outcomes.
ATLAS isn't a "set and forget" model. It's designed to be read on a cadence: a 60-second morning glance, a 5-minute pre-print check, and a deeper weekly regime review. Pick the cadence that matches how you trade.
The 60-second glance
The asymmetric setup
The regime review
ATLAS comes in every plan.
ATLAS is included with every Vector Ridge subscription. The most popular path is the All Models bundle — full ATLAS + signals across all 6 markets + the Grade A-E conviction system + the free 240-page book.
All Models
- Full ATLAS terminal (regime, anomalies, nowcasts, allocation)
- Signals across all 6 markets (Forex, Futures, Indices, Equities, Crypto, Polymarket)
- Grade A-E conviction system on every signal
- Free 240-page book (The Complete Trading & Investing Strategy)
- Cancel anytime · no contracts
Single market access
Pick one market (Forex, Futures, Indices, Equities, Crypto, or Polymarket). Includes ATLAS terminal access for full macro context.
See all products →How ATLAS stacks up.
You have options for macro analysis. ATLAS is the only one designed for retail traders that's quantitative, daily-refresh, multi-asset, and under $100/month. Here's the honest comparison.
| ATLAS · $50/mo | Bloomberg Terminal · $24k/yr | Macro newsletters · $50–500/mo | Free / DIY | |
|---|---|---|---|---|
| Quantitative regime model | 4-quad classifier · Markov forward | Build it yourself | ✕Narrative only | If you build it |
| Recession composite | EM probit + Hamilton SMM · 100% NBER recall | Via add-on data | ✕ | ✕ |
| Cross-asset anomaly z-scoring | 12 signals · 5y rolling · ranked by |σ| | ✓DIY via WS / EQS screens | ✕ | ✕ |
| Tier-1 print nowcasts | 5 prints · 80% CI · auto-refresh | Via ECO <GO> manual | Some publish weekly | ✕ |
| Refresh cadence | Lazy 6h auto-refresh | ✓Real-time | Daily / weekly digests | Whenever you check |
| Methodology citations | Public · academic + FRED | Closed | Sometimes | ✓Read the papers |
| Top-down allocation tilt | σ deviations · 4-12w horizon | ✕ | Editorial only | ✕ |
| Free trial | 7-day free · no credit card | ✕ | Sometimes 7d | ✓ |
FAQ
Nine panels in the terminal. The headlines: regime probability across Q1/Q2/Q3/Q4 with confidence + entropy, a quad plane chart with 5 historical analogs overlaid, Markov forward distributions at 3m/6m, top 5 most-likely paths ranked by joint probability, 12 cross-asset anomalies z-scored and ranked, a desk note editorial wrapper, 5 Tier-1 print nowcasts with 80% CI and reaction matrix, plus a top-down allocation tilt with σ deviations.
Every value is auditable, refreshed daily, and cited from FRED + the published methodology.
The recession composite achieves 100% NBER deep-recession recall (28/28) and 97.4% all-recession Q3/Q4 hit rate in backtest from 1990 to present. That's the simplest sub-model to verify because the NBER's recession dates are public.
The other sub-models (quad classifier, anomalies, nowcasts) are harder to validate against a single ground truth, but the methodology is academic and the inputs are open. Print nowcasts publish an explicit 80% confidence interval, so 1-in-5 prints lands outside the band by design.
The model is not infallible. When entropy is above 1.8 bits, ATLAS is explicitly telling you "low conviction — fade single-regime bets." That's a feature.
No. The Desk Note is written in plain English and the regime names (Goldilocks / Reflation / Stagflation / Deflation) are intuitive. Each anomaly row carries a translated "→ trade" line that even a long-only investor can act on (e.g. "long XLE" = buy the energy ETF).
If you're newer, the recommended path is: read the Desk Note daily, watch the Regime Banner shift over weeks, and let the Allocation Tilt guide your portfolio adjustments. Skip the technical layers (entropy, Markov projections, Sharpe) until you want them.
ATLAS is the macro engine. It tells you what regime you're in, where you're going, and which cross-asset signals are dislocated.
The signals (the four-model platform output across the 6 markets — Swing Trade, Multi Hour, Day Trade, Investing) are individual trade calls — entry, direction, exit, conviction grade A-E. They're calibrated by the macro framework that ATLAS produces.
You can use the signals without reading ATLAS — they stand on their own. But traders who pair the two get the macro context that explains why a Grade A SPX short is being called this week, or why a long-gold position has the highest conviction across the book.
Yes — the 7-day free trial on the All Models bundle gives you full access to the live ATLAS terminal with no commitment. No credit card charge until day 8. Cancel anytime during the trial and you're not billed.
Beyond that, the methodology is fully documented on this page and in the in-terminal help drawer. Every input series, every academic citation, every backtest stat is open.
ATLAS uses a lazy-stale-refresh pattern with a 6-hour TTL. The first request after staleness triggers a background recompute (~2 seconds) and serves the cached value instantly while the fresh compute runs. Subsequent requests get the new value.
Tier-1 economic prints (NFP, CPI, etc.) update the underlying FRED series within minutes of release, so the panel reflects new data within a single refresh cycle.
Two safety nets: (1) the 7-day free trial means you get full access before any charge; (2) on your first paid month. No contracts, no commitments, cancel anytime.
If you're on the fence, the free 240-page book covers the same macro framework principles — read that first, then decide.
See what the model says today.
7-day free trial. No credit card charge until day 8. Full ATLAS terminal + signals across all 6 markets + free 240-page book.