Weekly Macro Brief

Macro briefs

Every Thursday: what moved liquidity, inflation momentum and geo-risk, what the model did about it, and what it would take to flip the regime. Long, calm, charted, and free. Plus occasional desk notes about the product itself — including what the banker does on its own, and where it has been wrong.

Latest · Thursday 4 September 2026No. 87

CPI 3.4 %, the bond market saw it first

Two-year yields started climbing eleven days before the print. We walk through what the curve was pricing, why gold did not flinch, how the inflation-momentum component flipped from cooling to re-accelerating, and the 3-point move from long bonds to gold in every profile. Plus: the liquidity index is one bad fortnight away from a regime change.

InflationRatesGoldAllocation
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Fig. I US 2-year yield against the CPI print, 60 days.

Briefs are written by the Rulebook Wealth editorial desk from the week's published data. Every chart cites its source series. Data sources →

Desk note

Outside the weekly rota

Occasional notes about the product rather than the week: what the model does, what it refuses, and where it has been wrong.

Model notesAllocation

What the banker does on its own — and where it has been wrong

You state a mandate once and it builds the portfolio, watches it, prices the rebalance and prints what your choice costs. Then the section most product notes skip: where it has been wrong.

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“I will not move a weighting because a forum post argued for it: the sleeves come from the regime model and the published bands, and nothing else gets a vote.”
The banker, refusing — quoted in the note
“No, and I will not dress it up. 14 completed directional calls is a small number.”
The banker, on its own hit rate

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