Macro regime research platform for discretionary portfolio management. CLI + live web dashboard — built for a PM morning risk meeting workflow.
Lox is a systematic macro research platform that scores 12 economic regime pillars (0–100), classifies the market into one of 5 composite macro regimes, and translates regime state into portfolio-level risk signals with canonical playbooks. It combines a full-featured CLI for daily research workflows with a live web dashboard for real-time fund monitoring — designed to feel like a PM morning risk meeting, not a generic research report.
Live Dashboard — loxfund.com
The web dashboard is a Flask application deployed on Heroku with live data refresh, providing real-time fund analytics without touching the terminal.
Fund Performance & Positions
- Real-time NAV, unrealized P&L, and cash metrics
- Open positions with AI-generated thesis for each trade
- Closed trade history with full performance attribution
Regime Deep-Dives
- 12 macro regime pillars scored 0–100 with color-coded stress bands
- AI-powered contextual analysis refreshing every 30 minutes
- Interactive metric breakdowns with weighting toggles
Trade Performance Analytics
- Performance grade (A–F) with quant metrics: Sharpe ratio, profit factor, expectancy, max drawdown
- Payoff analysis, R-multiple, Kelly %, win/loss streaks
- Distribution stats: standard deviation, skewness, average hold time
Lived Inflation Index
- Bespoke inflation metric reweighted by purchase frequency
- Purchasing power erosion since Jan 2020 vs. official CPI
- Category breakdown: housing, food, utilities, discretionary
- Consumer profile scenarios and wage gap analysis
Investor Portal
- Authenticated login with per-investor capital tracking
- Personal NAV per unit, holdings, and performance history
Stack: Flask, Chart.js, PostgreSQL (Heroku), live data from Alpaca + FRED + FMP + BLS
Your daily hedge fund briefing in one command. Combines macro regime state, active scenarios, portfolio Greeks, and a streaming LLM CIO brief.
$ lox pm
╭─ LOX CAPITAL — PM MORNING REPORT Mar 10 2026 ───────────────────────╮
│ Risk: 60/100 (CAUTIOUS) Quadrant: MIXED │
│ Regime: STAGFLATION (45% confidence) → RISK-OFF rising (26%) │
│ NAV: $12,356 P&L: +$1,956 (+18.8%) [LIVE] │
╰───────────────────────────────────────────────────────────────────────╯
[1] MACRO REGIME
Pillar Bar Score Arrow Δ7d Regime
Growth █████░░░░░░░░░░░░ 54 ▼▼ -2 STABLE GROWTH
Inflation ██████░░░░░░░░░░░ 56 — 0 ELEVATED
Volatility █████████░░░░░░░░ 67 ↑↑ +16 ELEVATED VOL
Credit ████████░░░░░░░░░ 62 ↑ +4 WIDENING
Rates ██████░░░░░░░░░░░ 58 ↑ +2 RESTRICTIVE
Liquidity █████░░░░░░░░░░░░ 48 ▼▼ -6 ADEQUATE
Consumer ██████░░░░░░░░░░░ 55 — 0 CAUTIOUS
Fiscal ███████░░░░░░░░░░ 61 ↑ +3 DEFICIT STRESS
USD █████░░░░░░░░░░░░ 44 ▼ -1 NEUTRAL
Commodities █████████░░░░░░░░ 65 ↑ +5 SUPPLY STRESS
[2] ACTIVE SCENARIOS
HIGH TRADE WAR ESCALATION (4/4 triggers) → LONG GLD, SHORT HYG
MEDIUM Oil Supply Shock (2/3 triggers) → SHORT XLE puts
MEDIUM Credit Stress (3/5 triggers) → LONG TLT
[3] PORTFOLIO
Delta: -201 Gamma: +53.93 Theta: $-52/day Vega: +506
⚠ Net short delta — exposed to rally
✓ Long gamma — convexity in your favor
⚠ Theta burn $52/day vs $13,306 NAV = 39bp/day
[4] PM BRIEFING (streaming)
Vol spiked +16 to 67 — VIX at 23.8 with term structure inverting.
Trade War scenario at HIGH conviction — tariff headlines driving
credit wider and equities lower. Book is positioned correctly:
short delta benefits from sell-off, long gamma gives convexity...
lox pm # Full report with LLM briefing
lox pm --no-llm # Data sections only
lox pm --json # Machine-readable JSON12-pillar macro regime system scoring 0–100 (higher = more stress). Each pillar uses a 3-layer classifier with weighted sub-scores, cross-signal confirmation, and sector/factor decomposition.
lox research regimes # Overview with trend arrows + 7d deltas
lox research regimes --trend # Full trend dashboard (sparklines, momentum z, velocity)
lox research regimes --detail credit # Deep dive on one pillar + trend panel
lox research regimes --scenarios # Active macro scenarios (conviction-ranked)Pillars: Growth, Inflation, Volatility, Credit, Rates, Liquidity, Consumer, Fiscal, USD, Commodities, Earnings, Policy
Enrichments per pillar:
--llm— LLM chat with regime context injected--book— Map regime to your open positions (tailwind/headwind signals)--trades— Instrument-level trade ideas--features— ML-ready JSON feature vectors--alert— Silent unless regime is extreme (for cron monitoring)--calendar— Upcoming catalysts
Scenarios: 10 named macro scenarios (Stagflation Squeeze, Credit Crunch, Goldilocks Unwind, Trade War Escalation, Risk-Off Cascade, etc.) auto-evaluated against live regime state with HIGH/MEDIUM conviction scoring.
Hedge-fund-style macro regime classification. Compresses 12 pillar scores into 5 named regimes using distance-based prototype matching — the way a PM at Citadel or Bridgewater would frame the market environment.
lox regime composite # Full dashboard with transition outlook + playbook
lox regime composite --json # Machine-readable output5 Composite Regimes: RISK-ON / GOLDILOCKS, REFLATION, STAGFLATION, RISK-OFF / DEFLATIONARY, TRANSITION / MIXED
What it shows:
- Regime ID + confidence — single headline for the morning meeting
- Regime probabilities — softmax distribution across all 5 regimes
- Transition outlook — where we're heading next month (velocity-projected)
- Swing factors — which pillars are closest to flipping the regime, with ETAs
- Canonical playbook — positioning guidance (equity, duration, credit, commodity, vol stances + key trade expressions)
Dedicated USD strength analysis with trade-weighted dollar regime, FX momentum, and cross-regime implications.
lox regime usd # Full dashboard
lox regime usd --llm # With LLM analysis
lox regime usd --trades # Trade ideas for current regime
lox regime usd --alert # Silent unless extreme (for cron)What it shows: Broad index level, 200d MA distance, z-score, 20d/60d/YoY momentum, FX volatility, tail risks, cross-regime signals (growth-USD, commodity-USD divergences).
Portfolio-level Greeks with theta breakeven analysis and exposure decomposition.
lox risk # Full Greeks dashboard + theta breakeven
lox risk --json # Machine-readable exportWhat it covers:
- Account snapshot — equity, buying power, options BP
- Portfolio Greeks — consolidated delta, gamma, theta, vega
- Exposure by underlying — per-name delta decomposition
- Position detail — every position with Greeks, IV, and P/L
- Risk signals — auto-generated warnings (exposure, gamma, theta, vol, leverage)
- Theta breakeven — delta breakeven and gamma scalp breakeven per name
- Theta burn — daily/weekly/monthly/annual projections vs. NAV
lox research ticker NVDA # Hedge-fund-style research report
lox research portfolio # Outlook on all open positions
lox research scenario SPY \
--oil 80 --cpi 3.1 --vix 30 # Monte Carlo macro shock simulation
lox research chat # Interactive research chat
lox scan -t NVDA --want put # Options chain scanner with Greek filtersReal-time crypto perpetual futures data, LLM-powered analysis, and manual trading via Aster DEX.
lox crypto data # BTC, ETH, SOL overview + technicals
lox crypto research # Data + macro regime LLM analysis
lox crypto trade BTC BUY 0.001 --leverage 5
lox crypto positions # Open positions with PnLflowchart TB
subgraph Data["Data Sources"]
ALP[Alpaca<br/>Positions · Greeks · Options]
FRED[FRED<br/>Macro Time Series]
FMP[FMP<br/>News · Earnings · Calendar]
BLS[BLS<br/>Inflation · Labor]
CCXT[CCXT<br/>Crypto Markets]
end
subgraph Engine["Regime Engine"]
URS[Unified Regime State]
P1[Growth]
P2[Inflation]
P3[Volatility]
P4[Credit]
P5[Rates]
P6[Liquidity]
P7[Consumer]
P8[Fiscal]
P9[USD]
P10[Commodities]
P11[Earnings]
P12[Policy]
SC[Scenario Detector<br/>10 Named Scenarios]
TR[Trend & Momentum<br/>Sparklines · Velocity · z-scores]
CR[Composite Regime<br/>5 Macro Regimes · Playbooks]
DL[Dislocation Detector<br/>12 Cross-Pillar Rules]
end
subgraph Output["Output Layer"]
CLI[CLI<br/>lox pm · regimes · risk · research]
DASH[Web Dashboard<br/>loxfund.com]
LLM[LLM Analysis<br/>OpenAI / OpenRouter]
JSON[JSON Export<br/>ML-ready features]
end
Data --> Engine
P1 & P2 & P3 & P4 & P5 & P6 & P7 & P8 & P9 & P10 & P11 & P12 --> URS
URS --> SC & TR & CR & DL
Engine --> Output
git clone https://github.com/pythonjeff/lox.git
cd lox
pip install -e ".[dashboard]"
cp .env.example .env
# Edit .env with your API keys (see below)
lox pm # Run your first morning report| Service | Purpose | Required? |
|---|---|---|
| Alpaca | Brokerage, positions, options data, Greeks | Yes |
| OpenAI or OpenRouter | LLM analysis | For --llm / lox pm |
| FRED | Macro/economic time series | Yes |
| FMP | News, calendar, earnings, quotes | Yes |
| Trading Economics | Consumer/macro indicators | Optional (falls back to FRED) |
| Aster DEX | Crypto perps trading | For crypto trade only |
| Document | Description |
|---|---|
| CLI Reference | Full command reference and daily workflows |
| Architecture | System design and module layout |
| Methodology | Palmer, Monte Carlo, regime detection algorithms |
| Technical Spec | Data lineage, error handling, deployment |
| Changelog | Version history and recent upgrades |