Dashboard
HY Spread: well above its trailing average
Latest: 2.63 vs 12-period avg of 2.71 (z-score: +3.12).
FRED: BAMLH0A0HYM2Equity: flows diverging from prices
Money is flowing OUT despite rising prices — the rally may lack conviction.
Equity vs SPYFixed Income: flows diverging from prices
Money is flowing IN despite falling prices — historically a bullish signal.
Fixed Income vs TLTUnemployment Rate: well above its trailing average
Latest: 4.10 vs 12-period avg of 4.32 (z-score: +2.2).
FRED: UNRATEProperty: expect inflows next month
Model predicts inflows with 95% confidence based on momentum, macro conditions, and seasonality.
Flow predictorKey Signals
3 flow-price divergence(s) detected: Equity (bearish, severity 100%), Fixed Income (bullish, severity 100%), Mixed Asset (bearish, severity 25%).
Market Regime
Markets are currently in Risk-On mode (100% confidence, composite score: 0.921). Risk appetite is elevated with favorable conditions across credit, volatility, and equity momentum.
Fund Flows
Positive flow momentum expected for Property (95%), Fixed Income (95%), Mixed Asset (64%).
Macro Backdrop
Economic data is broadly beating expectations (surprise index: 0.95, trend: improving). Notable: Unemployment Rate is beating (z: +2.2); CPI All Items is beating (z: +1.39); VIX is missing (z: -1.25); HY Spread is beating (z: +3.12).
About Fund Flow Analytics
Fund Flow Analytics is a free, Bloomberg-style dashboard that tracks where money is moving across UK funds and global markets. It combines monthly Investment Association fund-flow data, live market and macro indicators, and a market-regime classifier into a single daily brief for investment professionals — no login required.
- What is a market regime, and how is it classified?
- A market regime describes the prevailing risk environment. This dashboard classifies markets as Risk-On, Risk-Off, Transition, or Crisis using a weighted composite of eight signals — high-yield credit spreads, VIX, the yield curve, the US dollar, M2 money supply, the Fed balance sheet, and cross-asset momentum.
- Where does the data come from?
- Fund flows are scraped monthly from the Investment Association; market and commodity prices come from Yahoo Finance; macro indicators from the US Federal Reserve (FRED); institutional holdings and insider trades from SEC EDGAR; and factor returns from the Kenneth French Data Library. Everything is sourced from free public APIs.
- How often is the data updated?
- Most datasets refresh every 12 hours via a scheduled job, and any dataset older than 48 hours is refreshed on demand. Fund-flow figures from the Investment Association are monthly and update when the IA publishes a new release.