EUR/USD
NEUTRAL
47%
- Rate differential
- 2.13
- COT percentile
- 74
- Realized vol
- 3.86
LIVE MACRO STRATEGY · SINCE APRIL 2026
Building the
track record.
20. EE undergrad. Studying how G10 FX regimes form and break with rate differentials, COT positioning, and volatility. Every call logged the moment it is made. Every outcome public.
Pipeline last run: —
EUR/USD
NEUTRAL
47%
Confidence
Rate differential2.13
COT percentile74
Realized vol3.86
Signal composite0.25
As of 2026-05-26 UTC
USD/JPY
UNKNOWN
52%
- Rate differential
- 1.61
- COT percentile
- 0
- Realized vol
- 8.27
USD/INR
UNKNOWN
50%
- Rate differential
- -2.71
- COT percentile
- —
- Realized vol
- 33.15
Apr 2026
TRACKING SINCE
7606
DAYS LOGGED
19140
TOTAL PREDICTIONS
—
20-DAY ACCURACY
Directional calls only — NEUTRAL excluded
No backdating. Calls logged at generation time. Outcomes filled next trading day. Full log →
How I read regime
Four signal layers. Combined into a daily composite and classified into a regime.
01
Rate Differential
2Y and 10Y yield spreads between central banks. Wide and widening means directional pressure. Compressing signals regime exhaustion.
02
COT Positioning
CFTC Commitment of Traders, Leveraged Money and Asset Manager. 52-week percentile rank. Above 85th or below 15th flags crowding risk that can override the directional signal.
03
Implied Volatility
30-day implied vol via ^EVZ and CME CVOL. High vol degrades trend signals. Low vol confirms carry regime. Acts as a gate on the composite output.
04
Cross-Asset
VIX, DXY, and gold correlations. Context layer that does not drive the call but modifies conviction. Broken correlations flag regime transitions before price moves.
THE RESEARCHER
Shreyash Sakhare
B.Tech Electrical Engineering, Pune. Building toward discretionary macro: understanding why positions form and break, not just where price is. This is where I practice. The pipeline runs daily. The calls are public. The methodology is documented. NTU MFE Singapore target, 2028.
Full background →