| Symbol | Name | Category | Price | 1D % | 5D % | 20D % | 60D % | YTD % | σ 60d ann | RS vs SPY 20d |
|---|---|---|---|---|---|---|---|---|---|---|
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Methodology · Commodity Cross-Asset Engine
4 FRED daily spot series (WTI, Brent, Natural Gas, LBMA Gold) joined with 10 USD-traded commodity ETF proxies (USO, UNG, XLE, GLD, SLV, XME, CPER, DBA, PDBC, GUNR).
Cross-asset ratios surfaced:
WTI − Brent — transatlantic crude basis · positive = US supply tight
Gold/Silver ratio — >80 risk-off, <60 risk-on (silver leads gold in industrial/growth phases)
Gold − PDBC (20d) — defensive vs broad commodity preference
Industrial − Precious (20d) — growth vs hedge demand
XLE − SPY (20d) — energy equity leadership vs broad US
Energy − Metals (20d) — relative cyclical position
Composite regimes:
INFLATIONARY_PUSH — PDBC > +5% 20d AND XLE > +3% 20d · broad commodity rally, inflation rebuilding
INFLATIONARY_COOLING — PDBC < -3% 20d AND USO < 0% · disinflation tailwind
PRECIOUS_LEADING — Gold beats PDBC by 5+pp AND Gold > 0 · defensive hedge bid (risk-off macro setup)
INDUSTRIAL_LEADING — CPER + XME beat Gold + Silver by 5+pp · growth/manufacturing recovery
SUBDUED — |PDBC| < 2% AND |Gold| < 2% · low-vol regime, commodities range-bound
DIVERGENT — Mixed energy vs metals vs ag
Source: FRED REST API + FMP /stable/quote + /stable/historical-price-eod/full · refresh daily 21:00 UTC.