The empirical regime model, which utilizes Composite Leading Indicator (CLI) growth and inflation-momentum (ITS) signals, correctly maps to historical macro episodes from 1958 to 2025.

Authors

• Person: Ivan Vratzov Organization: FactSet
  Mapping Asset Returns to Economic Regimes: A Practical Investor's ...

Sources

• Mapping Asset Returns to Economic Regimes: A Practical Investor's ... insight.factset.com Ivan Vratzov · FactSet via serper

Referenced by nodes (1)

• Composite Leading Indicator concept