zeberg-salomon-rotator

Automate portfolio rotation by processing FRED leading and coincident indices with Yahoo Finance price data to detect two-state economy transitions. The framework generates actionable switch signals between equity and long-duration bond exposure based on confirmed iceberg and sinking events.

The Zeberg-Salomon two-state macro model identifies iceberg and sinking economic events to trigger portfolio exposure shifts. It applies a confirm period and hysteresis logic to leading and coincident indices, generating reproducible switch signals for backtesting against benchmarks.

Run a macro indicator backtest by executing the rotator script with start and end date arguments like 2000-01-01 to 2026-01-01. The workflow uses pandas-datareader and yfinance to fetch public data, outputting switch signals, backtest results, and visualizations.

Yes, you need pandas-datareader to pull FRED macroeconomic data and yfinance for Yahoo Finance price data to build leading and coincident indices. The workflow also requires pandas and numpy for data processing and numerical calculations.

Yes, you can check the current macro economic state quickly by running the rotator script with the quick flag. This bypasses the full backtest workflow and immediately analyzes FRED and Yahoo Finance data to output the current two-state economy condition.