Read the
Economy.
Own the Trade.
Our fundamental analysis engine processes over 120 macroeconomic data points across G10 economies weekly — translating raw data into directional conviction before price even moves.
The Four Pillars of
Macro Analysis
Every trade idea is independently validated against four fundamental lenses — no directional conviction is formed without all four converging.
Monetary Policy
Central bank rate decisions are the single most powerful driver of currency strength. We track the full policy cycle — tightening, pausing, pivot pending, and easing — across all G10 central banks. QT pace, forward guidance language, and internal committee dissent are scored in real time. The rate differential between two economies determines the structural directional bias of any currency pair.
Economic Data
Each data release is scored against market consensus — not its absolute value. NFP, GDP revisions, CPI, PMI, and retail sales are weighted by their historical market impact. Upside surprises strengthen a currency; downside surprises trigger capital flight. Revision history and seasonal adjustments are factored into every reading to eliminate noise from the signal.
Geopolitics
Geopolitical events create structural shifts in capital flows that persist well beyond the headline. Trade disruptions, energy supply shocks, sanctions regimes, and sovereign risk events are monitored continuously. Safe-haven demand spikes into CHF, JPY, and Gold during risk-off episodes. Commodity-linked currencies respond directly and swiftly to supply disruptions and geopolitical escalation.
Relative Value
Relative value signals emerge when bond yield differentials, equity risk premiums, and commodity correlations diverge beyond historical norms. COT positioning data from the CFTC reveals when institutional speculators are at extremes — a reliable mean-reversion signal. Cross-asset misalignments between currency pairs and their underlying rate markets consistently precede large, sustained trending moves.
18 Indicators.
One Directional Verdict.
Each indicator is weighted by historical reliability, release recency, and current market regime to compute a composite macro score for every major currency.
From Raw Data to
Trade-Ready Conviction
A rigorous five-stage process converts incoming macroeconomic data into a directional trade thesis — before technical entry is even considered.
Data IngestionReal-Time Data Collection
CAPMONEY ingests over 120 macroeconomic data points per week across G10 economies — from tier-1 releases (NFP, CPI, GDP) to secondary indicators (jobless claims, housing starts, consumer confidence).
Deviation AnalysisSurprise Score Calculation
Each data release is scored not just on its absolute value, but on its deviation from market consensus — because markets move on the gap between expectation and reality, not the number itself.
Regime DetectionMacro Regime Classification
Data surprises are interpreted within a current macro regime — whether a central bank is in tightening, pausing, or easing phase dramatically alters how markets interpret any given data point.
Confluence BuildMulti-Factor Confluence Scoring
Individual data signals are aggregated into a composite currency score across the four analysis pillars — monetary policy, growth, inflation, and capital flows — with dynamic weighting by regime.
Trade ThesisDirectional Conviction & Trade Brief
When composite score divergence between two currencies exceeds threshold, a directional trade brief is issued — identifying the macro driver, expected duration, and key risk events that could invalidate the thesis.
Trade What the
Economy Is Telling You.
Access CAPMONEY's full macro intelligence suite — weekly briefings, live currency scoring, and event-driven trade alerts — from day one.