Today's Regime — Plain English Summary
CPE Regime Tilt — by Asset Class and Horizon
| Asset Class |
1 Month |
3 Months |
6 Months |
1 Year |
Overall Tilt |
Neutral Wt |
Suggested Wt |
Change |
Suggested vs Neutral Portfolio Weights
Firing CPE Signals — Evidence Behind Each Tilt
Research Disclaimer: All CPE values are within-sample empirical frequencies computed from historical data (1993–2026).
The tilt labels, suggested weights, and regime scores are descriptive summaries of historical tail co-movement patterns — not forecasts or investment advice.
Neutral weights are derived from long-run historical Sharpe ratios (rf=0, 10-year lookback) and are not optimal in any mean-variance sense.
Past statistical structure does not guarantee future behaviour. This dashboard is for personal research only.
Always consult a licensed financial adviser before making investment decisions.
· Dr. Arun Ramanathan
· zenodo.org/records/20606184