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
This commit is contained in:
mindesbunister
2025-08-06 00:32:13 +02:00
parent dc8120ca61
commit 174c155e26
5 changed files with 322 additions and 6 deletions

View File

@@ -48,6 +48,19 @@ cryptoVIX: {
### **3. Macro Economic Indicators**
```javascript
// M2 Money Supply (Federal Reserve)
m2MoneySupply: {
currentGrowth: 12.8, // Annual growth rate
trend: 'ACCELERATING',
impact: {
'Expanding >10%': 'BULLISH - Increased liquidity flows to risk assets',
'Moderate 5-10%': 'NEUTRAL - Stable liquidity conditions',
'Contracting <5%': 'BEARISH - Reduced liquidity, risk-off sentiment'
},
correlationDelay: '3-6 months peak correlation with crypto',
cryptoImpact: 'Peak correlation 0.75 with 3-6 month delay'
}
// Dollar Strength Index (DXY)
dollarIndex: {
value: 103.2,
@@ -209,9 +222,10 @@ function calculatePositionSize(baseSize, sentiment) {
### **Tier 1 (Essential)**
1. **Crypto Fear & Greed Index** - Primary sentiment gauge
2. **VIX** - Volatility/risk appetite measure
3. **Bitcoin Dominance** - Crypto market dynamics
4. **DXY (Dollar Index)** - Macro headwind/tailwind
2. **M2 Money Supply** - Macro liquidity conditions (3-6 month lead indicator)
3. **VIX** - Volatility/risk appetite measure
4. **Bitcoin Dominance** - Crypto market dynamics
5. **DXY (Dollar Index)** - Macro headwind/tailwind
### **Tier 2 (High Value)**
5. **Bond Yields** - Risk asset competition