MacroTrade
Sensitivity MatrixDelivery · 0–1Y
Leave-One-Out Attribution
No variable moved from baseline
Move a variable in Builder to see its isolated contribution here.
Two-Variable Surface
X
▾
%Y▾
%| Core CPI YoY | 0.00 | 1.00 | 2.00 | 3.00 | 4.00 | 5.00 | 6.00 |
|---|---|---|---|---|---|---|---|
| 0.00 | 19.0 | 15.1 | 11.4 | 8.7 | 6.3 | 3.9 | 1.0 |
| 2.00 | 15.4 | 11.6 | 8.0 | 4.6 | 2.0 | -1.6 | -4.7 |
| 4.00 | 12.5 | 8.8 | 5.2 | 1.7 | -2.1 | -4.7 | -7.8 |
| 6.00 | 8.9 | 5.1 | 1.7 | -3.7 | -6.1 | -8.3 | -10.6 |
| 8.00 | 5.1 | -2.3 | -5.3 | -7.6 | -9.8 | -12.0 | -14.1 |
| 10.00 | -3.6 | -6.9 | -9.2 | -11.3 | -13.4 | -15.4 | -17.4 |
| 12.00 | -8.4 | -10.5 | -12.8 | -14.8 | -16.8 | -18.7 | -20.6 |
Fed Funds Target across Core CPI YoYRange -20.61 to 19.01 pct
−20.6%
+20.6%
Horizon Ladder
| Horizon | Return (%) |
|---|---|
| 3M | 0.00% |
| 6M | 0.00% |
| 1Y | 0.00% |
| 2Y | 0.00% |