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Business cycle

Which phase of the cycle are we in?
ProductionVerdict · PASSRecall · 0.62
Anchor · Directional anchor · anchor metric: regime label + 1m/3m forecast
What it measures

Maps the macro state into business-cycle phases (expansion / late-cycle / contraction / recovery) from a panel of growth, inflation and policy indicators, with a short directional read attached to the current phase.

\text{features} = \{\text{growth\_z, inflation\_z, policy\_z, } \dots\}
\text{phase} = \text{nearest-centroid classifier over phase archetypes}
\text{attach 1m / 3m directional lean for the resolved phase}

The phase label sets the macro backdrop every other read sits inside. A 'late-cycle' label says growth is positive but decelerating with policy still tight — the regime where stretch and crowding matter most.

Limitations
  • Monthly macro inputs — phase transitions resolve slowly.
  • 62% (PASS) — directionally useful as the backdrop anchor, not a precise turning-point caller.
In the product

The ANCHOR directional read — the macro phase the whole Lens sits inside. Owns the "Which phase are we in?" cell in the Cycle chapter.

Grading & stability
Gate rate
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Stability / churn
not emitted
Mean confidence
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fetching /api/panel/about/pimco_cycle/W/all …

Graded on the Tier-1 regime-test harness — curated macro events × 18-yr backfill × recall@K. Verdict PASS (62%).

Charts it reads
Growth indicators
growth
Inflation
inflation
Leading index
leading_index
Business cycle · The Lens methodology← all engines