macropulse-alpha.vercel.app
API delivers institutional macro intelligence: CFTC positioning, commodity analysis, cross-asset synthesis, and crypto context for trading signals.
Trust signal
1 of 4 pillars
coverage 25%
Unrated — not enough evidence yet to assign a tier.
Pillars
Signals
Evidence tiers, not an endorsement · trust model v0.1.0 (provisional) · CDP-lane settlement only (D3) · Trust API coming soon
On-chain traction
No on-chain settlement recorded. Unverified = not settled or not yet indexed — never treated as zero.
ERC-8004 agent registry
Not found in the ERC-8004 agent registry. This is the default state — absence is not a negative signal.
Identity & classification
Settlement volume
Per-service timeline not available yet. No settlement recorded for this entity in the indexed period.
Endpoints(12)
Crypto market context for macro and multi-asset agents — BTC, ETH and majors with the Fear and Greed read and the risk-on/risk-off signal that ties crypto to broader macro flows.
Real-time directional sentiment for any forex pair or gold — retail crowd positioning, COT institutional alignment, and a clear contrarian bias call. Built for FX trading and advisor agents.
Weekly high-impact economic calendar for FX and macro agents — central-bank decisions, NFP/CPI/GDP/PCE releases, with expected market impact and the currency pairs each event tends to move.
Commodities brief for macro and FX agents — gold, silver, WTI/Brent crude, natural gas and copper, with the cross-asset read into commodity-linked currencies (CAD, AUD, NOK).
Weekly EIA petroleum inventory intelligence for energy and macro agents — crude, gasoline and distillate builds and draws versus expectations, with the oil-price and CAD/NOK implications.
Global equity-index snapshot for macro and FX agents — S&P, Nasdaq, DAX and Nikkei with the risk-sentiment read that drives safe-haven and risk-currency flows.
Interest-rate differential and carry intelligence for FX agents — G10 policy rates, yield spreads and the carry-trade map that drives durable currency trends.
Macro regime classifier for multi-asset agents — labels the current environment (risk-on/off, reflation, stagflation, tightening) and its directional implications for FX, rates and equities.
Real-time macro session brief for FX agents — the overnight drivers, key levels, scheduled risk and the directional bias heading into the London and New York sessions.
CFTC Commitment-of-Traders positioning for FX and commodity agents — institutional net positioning and weekly shifts across 7 major pairs plus gold and WTI, with crowding and contrarian signals.
Cross-asset intermarket synthesis for macro agents — bond yields, equities, commodities and FX read together to surface the dominant regime and the divergences that tend to lead price.
Deep-dive on any economic event for FX and macro agents — NFP, CPI, FOMC, GDP and central-bank decisions: what the print means, the base/bull/bear scenario tree, and the pairs in play.