04
Macro Research & Market Intelligence
INSIGHTS //
Market
Intelligence
Leveraging Proprietary Algorithms To Navigate Global Macroeconomic Volatility
“We bridge the gap between internal ledgers and global market realities — because your P&L doesn’t exist in a vacuum.”
// GoldenBoy Signal
Goldilocks
Active State // Expand
Caution
State 02 // Watch
Overheating
State 03 // Defend
Stress
State 04 // Survive
Live Engine Status:
GoldenBoy Macro Filter
Our proprietary three-layer macro filter processes 42 economic indicators across daily, weekly, and monthly frequencies — classifying market conditions into four actionable regimes. 20-year backtest validated. 1,531% total return. Sharpe 1.82.
wthomas@Williams-Mac-Studio ~ % python3 morning_briefing_v2_8.py
2026-05-04 10:27:13 | INFO | GoldenBoy v2.8 — Thomas Research
2026-05-04 10:27:14 | INFO | Fetching 42 FRED indicators (36 months)…
2026-05-04 10:27:31 | INFO | Building VIX term structure from CSV…
2026-05-04 10:28:02 | INFO | Computing composite scores (MEI/PEI/MTHI)…
Processing indicators: 100%|████████████████████████████| 42/42 [02:07<00:00, 15.67it/s]
2026-05-04 10:29:18 | INFO | Applying GoldenBoy regime classifier…
2026-05-04 10:29:22 | INFO | Current regime: GOLDILOCKS (confidence: 0.87)
2026-05-04 10:29:27 | INFO | 48,177 data points processed → 14 absorption zones flagged
2026-05-04 10:29:29 | INFO | Briefing complete. Output → morning_briefing_20260504.html
wthomas@Williams-Mac-Studio ~ %
2026-05-04 10:27:13 | INFO | GoldenBoy v2.8 — Thomas Research
2026-05-04 10:27:14 | INFO | Fetching 42 FRED indicators (36 months)…
2026-05-04 10:27:31 | INFO | Building VIX term structure from CSV…
2026-05-04 10:28:02 | INFO | Computing composite scores (MEI/PEI/MTHI)…
Processing indicators: 100%|████████████████████████████| 42/42 [02:07<00:00, 15.67it/s]
2026-05-04 10:29:18 | INFO | Applying GoldenBoy regime classifier…
2026-05-04 10:29:22 | INFO | Current regime: GOLDILOCKS (confidence: 0.87)
2026-05-04 10:29:27 | INFO | 48,177 data points processed → 14 absorption zones flagged
2026-05-04 10:29:29 | INFO | Briefing complete. Output → morning_briefing_20260504.html
wthomas@Williams-Mac-Studio ~ %
42
Economic Indicators Tracked
20 Years
Historical Backtest (2006-2026)
1,531%
Total Return (MTHI GREEN Rule)
1.82
Sharpe Ratio (vs 0.45 Buy & Hold)
Flight Decks:
Executive KPI Dashboards
Proprietary Streamlit dashboards built for one purpose — giving executives real-time situational awareness over every financial system, at a glance. No noise. No lag. Just signal.
01
Revenue Command
Live MRR, ARR, and gross margin tracked against GoldenBoy regime thresholds. Alerts fire when trailing 30-day revenue momentum diverges from plan.
MRR / ARR
Gross Margin
YoY Delta
Burn Rate
Streamlit // Live
02
Runway Tracker
Cash position plotted against 3 survival scenarios: base, bear, and stress. Countdown to zero overlaid with capital raise triggers and covenant thresholds.
Cash Position
Runway (Days)
Raise Trigger
3 Scenarios
Streamlit // Live
03
Absorption Heatmap
Volume profile absorption zones mapped across price levels. Shows where institutional money has defended and where vacuum gaps create risk for unprotected capital.
Volume Profile
Gap Zones
Liquidity Map
Regime Overlay
Streamlit // Live
04
Macro Exposure Monitor
Maps your firm’s revenue exposure to interest rates, inflation CPI, and USD index shifts. Answers the question every CFO should be asking.
Rate Sensitivity
CPI Delta
FX Exposure
DXY Overlay
Streamlit // Live
05
Client Close Cockpit
Replaces the monthly close spreadsheet entirely. QuickBooks pulls auto on schedule, Parquet writes in, dashboard updates. Close goes from 5 days to 6 hours.
Auto-Pull QB
Close Timeline
Audit Log
P&L Live
Streamlit // Live
06
Stress Scenario Simulator
Run your P&L through 3 macro regimes simultaneously. Slide the rate lever, watch your EBITDA compress in real time. Know your breaking point before the market finds it.
Bull / Base / Bear
EBITDA Sim
Drawdown Map
Live Sliders
Streamlit // Live
Research Dispatches
Proprietary intelligence briefings on macro forces, market microstructure, and quantitative systems. Not a blog — a signal feed.
Apr 2026
GoldenBoy v2.8: 20-Year Backtest Validates MTHI GREEN-Only Rule
Full recalibration of our three-layer macro filter against 2006-2026 data. The MTHI GREEN-only rule produced 1,531% total return with Sharpe 1.82 and max drawdown -12.0% — versus ES buy-and-hold at 423% with Sharpe 0.45 and max drawdown -34.4%. The filter works. The edge is real.
Proprietary // GoldenBoy Engine
Mar 2026
Market Rhythm v9.0: AVWAP-Anchored Regime Detection With Directional Bias
Built a 12-state market rhythm classifier that detects structural anchors, computes volume-anchored VWAP with standard deviation bands, and classifies every 15-minute bar into actionable rhythms. FAILED_BREAK signals show 76.4% directional success rate across 18,000+ bars.
Quant // Market Microstructure
Feb 2026
Order Book CVD v9.0: Institutional-Grade Delta Analytics From Raw L2 Data
Developed a high-performance order book replay engine processing tick-level ES futures data with full CVD analytics. The system classifies every trade using quote rule and tick-test methodology, builds per-bar dense delta maps for clustering studies, and validates against 20 years of historical market microstructure data.
Quant // Order Flow Analytics
Jan 2026
The Parquet Advantage: How Columnar Data Storage Is Redefining the CFO Stack
Excel is an ops liability at scale. This brief makes the technical case for Apache Parquet as a financial infrastructure standard — and why the next generation of CFOs will be measured on data architecture, not just GAAP fluency.
Technology // Data Architecture
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