feat: M2 Money Supply integration for macro sentiment analysis
- Created M2MoneySupplyIndicator class with FRED API integration - Accounts for 3-6 month correlation delay between M2 and crypto - Analyzes M2 growth rates and trend acceleration/deceleration - Provides delayed impact predictions and position recommendations - Integrated into enhanced global automation system - Updated sentiment indicators guide with M2 as Tier 1 indicator - M2 growth >10% = bullish liquidity conditions for crypto - Peak correlation 0.75 with crypto at 3-6 month delay
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@@ -48,6 +48,19 @@ cryptoVIX: {
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### **3. Macro Economic Indicators**
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```javascript
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// M2 Money Supply (Federal Reserve)
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m2MoneySupply: {
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currentGrowth: 12.8, // Annual growth rate
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trend: 'ACCELERATING',
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impact: {
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'Expanding >10%': 'BULLISH - Increased liquidity flows to risk assets',
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'Moderate 5-10%': 'NEUTRAL - Stable liquidity conditions',
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'Contracting <5%': 'BEARISH - Reduced liquidity, risk-off sentiment'
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},
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correlationDelay: '3-6 months peak correlation with crypto',
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cryptoImpact: 'Peak correlation 0.75 with 3-6 month delay'
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}
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// Dollar Strength Index (DXY)
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dollarIndex: {
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value: 103.2,
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@@ -209,9 +222,10 @@ function calculatePositionSize(baseSize, sentiment) {
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### **Tier 1 (Essential)**
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1. **Crypto Fear & Greed Index** - Primary sentiment gauge
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2. **VIX** - Volatility/risk appetite measure
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3. **Bitcoin Dominance** - Crypto market dynamics
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4. **DXY (Dollar Index)** - Macro headwind/tailwind
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2. **M2 Money Supply** - Macro liquidity conditions (3-6 month lead indicator)
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3. **VIX** - Volatility/risk appetite measure
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4. **Bitcoin Dominance** - Crypto market dynamics
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5. **DXY (Dollar Index)** - Macro headwind/tailwind
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### **Tier 2 (High Value)**
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5. **Bond Yields** - Risk asset competition
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