Read the regime.
Before the trade.
The Macro agent reads cross-asset posture before any position enters the chain. It decides whether the environment is conducive to risk, whether the rest of Harbor should slow down, and whether downstream conviction is trustworthy at all.
Where Macro sits in the pipeline.
Macro is the first agent to evaluate. Its regime classification flows into shared Harbor context and conditions every downstream agent’s behavior.
What Macro observes.
Macro runs several lenses in parallel and merges them into one governed market posture.
Monitors curve shape, steepening, flattening, and inversion posture so Harbor can detect when liquidity conditions are changing before local signals break.
Tracks widening or compression in credit conditions because stress often shows up here before equities fully price it.
Reads leadership rotation across sleeves to identify whether capital is moving into offense, defense, or fragmentation.
Treats volatility posture as structure, not noise, using VIX regime and instability as a live risk thermometer for the rest of the chain.
Checks whether Treasuries, dollar, commodities, and equities agree on the environment or are signaling dislocation.
Keeps policy-sensitive market context in frame so Harbor can recognize when the operating environment itself is changing, not just prices.
From ingestion to verdict.
Every cycle follows the same five-step path before Macro publishes context downstream.
Pull the latest regime inputs and normalize them into one macro context frame.
Read rates, volatility, cross-asset posture, and sleeve rotation as separate lenses instead of one blunt label.
Resolve the environment into a market posture the rest of Harbor can actually use.
Write the regime object and agent posture into Harbor memory so every later decision is auditable.
Publish macro context downstream so Signal, Risk, and Execution inherit the same weather system.
What feeds the agent.
Macro pulls from several provider layers and operator overlays to keep the regime frame current.
| Source | Data | Frequency | Provider |
|---|---|---|---|
| Treasury posture | Rates, curve shape, liquidity pressure | Daily | Macro overlay |
| Credit conditions | Spread widening / compression context | Daily | Cross-asset read |
| Volatility | VIX posture and instability framing | Live | Harbor runtime |
| Sector leadership | Offense vs defense sleeve rotation | Live | Signal fabric |
| Cross-asset | Dollar, rates, safe-haven confirmation | Live | Macro context |
| Policy / event drift | Structural uncertainty and regime shocks | Scheduled | Operator review |
What Macro emits.
Macro publishes a context object the rest of the chain can inspect and reuse, rather than a one-line label hidden from downstream logic.
Make it yours.
Macro should be configurable at the operator level without breaking its contract with the rest of the chain.
Set where Harbor moves from supportive to mixed, cautious, or unknown regime so Macro matches the operating style you actually want.
Let rates dominate, raise the importance of volatility, or change how much cross-asset disagreement matters.
Evaluate on the open, after events, or on an operator-triggered cadence without changing the downstream chain contract.
Ask Harbor what changed in the macro environment and get an explanation that points to the lenses behind the posture.
See the full chain in action.
Macro is the first link. Step through the rest of the chain to see how its posture flows into Signal, Risk, and Execution.