About RegimeLens
A macro-research terminal from Mast, built around one idea: context belongs on the price axis.
Dear trader,
Welcome to RegimeLens. We started with a complaint every swing trader knows: the chart in front of you shows what happened, and nothing about why. The CPI print, the FOMC decision, the escalation that moved oil, the positioning that made the breakout fail — none of it is on the price axis where you make your decision.
So we built the terminal we wanted to trade with. It pulls FRED, GDELT, ACLED and CFTC data through your own keys, aligns every series to the day the market actually learned it, and draws it on your chart next to gold, BTC or the S&P. Below the chart sits a correlation panel that measures the relationship rather than asserting it, and behind every event marker sits a base rate: what this asset did the last thirty times something comparable happened.
Research firms stop at the report. We publish the Weekly Brief too, and we maintain three model portfolios whose weights are set by the same overlays you see on the chart — but the point of RegimeLens is that you can open the tooling, reproduce every number yourself, and disagree with us on evidence.
We do not sell signals, we never suggest leverage, and we think the best trade is often the one you skip because the calendar told you to. RegimeLens is not on sale yet; early access opens in stages.
Welcome to RegimeLens,
The RegimeLens team at Mast
Three Lenses, One Axis
Every chart in the terminal, every issue of the Brief and every model-portfolio weight comes from the same three families of evidence, drawn on the same axis as price.
Macro & liquidity
CPI, PCE, payrolls, ISM, Fed Funds, real yields, M2 and the balance sheet — release-date aligned, normalised to the window you are looking at, never on a second axis you can fiddle with.
Positioning & sentiment
Net speculative positioning as a three-year z-score for 15 markets; news tone by theme from 100+ languages every 15 minutes. Who is already long, and how the press is talking about it.
Events & regime
Scheduled decisions and prints from the central-bank calendar; derived events when an escalation or tone index crosses a threshold. Each carries the median and quartile path across every comparable instance.
Measure, don't feel
A discretionary macro opinion is confident and unfalsifiable. A rolling correlation on log returns is neither: it tells you whether the overlay you are looking at has had anything to do with the asset over the last 90 sessions, and when the relationship is recent, persistent or fading.
Every study we publish uses log returns relative to the close at t − 1, a cooldown so one crisis is not counted five times, and the full history of the source. When the sample is small we say so.
The RegimeLens Way
- Context beats prediction.We do not forecast. We show what the regime is, what happened the last thirty times, and how wide the distribution was — so the decision is made against a base rate, not a narrative.
- The evidence must be reproducible.Every index in the feed is recomputable from the public source with your own keys. Every recipe is three lines of YAML you can read. If you cannot reproduce it, you should not trade it.
- Your data stays yours.The engine runs on your machine. Keys are encrypted on your disk, the cache works offline, exports carry no redistribution clause, and the only thing that reaches us is a daily licence heartbeat.
- Survive first, compound second.Model portfolios are diversified across six sleeves, no position above 40 %, no leverage, rebalanced monthly. Smaller wins and no blow-ups is the whole game for a trader with a five-year horizon.
Who Uses RegimeLens
Swing & position traders
People with a working chart process who want to know whether the macro backdrop agrees with the setup — and whether an FOMC or CPI lands inside the first five sessions.
Macro-curious investors
Readers of the Weekly Brief who want the chart behind the paragraph and a conservative, published allocation framework to study and adapt.
Quant & systematic desks
Teams that export release-aligned overlays as CSV or Parquet and use tone, escalation or positioning as regime filters in their own strategy tests.
Where Macro Meets the Price Chart
Open the guest terminal, read the Brief, study the portfolios — then decide whether the desk earns a place beside your chart.
Planned pricing: buy once, cancel the feed at any time. Not on sale yet.