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SYSTEMATIC MACRO

Systematic Macro Frameworks: First Principles

Blackmark Dominion Research Inc. · January 22, 2026 · 12 min read

What Is Systematic Macro?

Systematic macro is the application of quantitative methods to macroeconomic investing. Unlike discretionary macro, systematic macro uses rules-based signals to determine positioning.

Three Layers

  • Signal layer — quantitative indicators derived from economic data, market prices, and positioning data
  • Regime layer — classification of the current macro environment to condition signal interpretation
  • Portfolio layer — translation of signals into positions with appropriate sizing and risk management

    • The most common mistake in systematic macro is skipping the regime layer entirely.

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