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aa8d2db
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1 Parent(s): fbba68f

Update app.py

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  1. app.py +483 -319
app.py CHANGED
@@ -1,35 +1,31 @@
1
  # app.py
2
 
3
- import os
4
  import gradio as gr
5
  import pandas as pd
6
  import plotly.graph_objects as go
7
- import plotly.express as px
8
- from datetime import datetime, timedelta
9
  from geo_macro import UnifiedMarketDataDownloader, FRED_API_KEY
10
- from feature_engineering import IntegratedTheoryFeatures
11
 
12
 
13
- # ==================== COLOR PALETTE ====================
14
  COLORS = {
15
- 'primary': '#2E5EAA', # Deep blue
16
- 'secondary': '#4A90E2', # Light blue
17
- 'success': '#52B788', # Green
18
- 'warning': '#F4A261', # Orange
19
- 'danger': '#E63946', # Red
20
- 'purple': '#9D4EDD', # Purple
21
- 'teal': '#06AED5', # Teal
22
- 'gray': '#6C757D', # Gray
23
- 'light_bg': '#F8F9FA', # Light background
24
- 'border': '#DEE2E6', # Border
25
  }
26
 
27
- REGIME_COLORS = {
28
- 'CRISIS': COLORS['danger'],
29
- 'INEQUALITY_TRAP': COLORS['warning'],
30
- 'GEOPOLITICAL_SHOCK': COLORS['purple'],
31
- 'TECH_MONOPOLY': COLORS['success'],
32
- 'TRANSITION': COLORS['gray']
33
  }
34
 
35
 
@@ -55,308 +51,434 @@ def get_data(start_date: str, end_date: str):
55
 
56
  # ==================== VISUALIZATION FUNCTIONS ====================
57
 
58
- def create_composite_bar(latest):
59
- """Enhanced bar chart of the 4 core normalized scores"""
60
- scores = {
61
- "Dalio\nComposite": latest['dalio_composite_norm'],
62
- "Stevenson\nInequality": latest['stevenson_inequality_norm'],
63
- "Thiel\nMonopoly": latest['thiel_monopoly_norm'],
64
- "Gundlach\nReckoning": latest['gundlach_reckoning_norm'],
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
65
  }
66
 
67
- colors = [COLORS['primary'], COLORS['warning'], COLORS['success'], COLORS['danger']]
68
 
69
  fig = go.Figure(go.Bar(
70
- x=list(scores.keys()),
71
- y=list(scores.values()),
 
72
  marker=dict(
73
  color=colors,
74
  line=dict(color='white', width=2)
75
  ),
76
- text=[f"{v:.2f}" for v in scores.values()],
77
  textposition='outside',
78
- textfont=dict(size=14, color='#2C3E50'),
79
- hovertemplate='<b>%{x}</b><br>Score: %{y:.3f}<extra></extra>'
80
  ))
81
 
82
  fig.update_layout(
83
  title=dict(
84
- text="<b>Core Theory Scores</b>",
85
- font=dict(size=18, color='#2C3E50'),
86
  x=0.5,
87
  xanchor='center'
88
  ),
89
- yaxis=dict(
90
- range=[-1, 1],
91
- title="Normalized Score",
92
- gridcolor=COLORS['border'],
93
- zeroline=True,
94
- zerolinecolor=COLORS['gray'],
95
- zerolinewidth=2
96
- ),
97
  xaxis=dict(
 
 
 
 
 
 
 
98
  title="",
99
- tickfont=dict(size=11)
100
  ),
101
- height=400,
102
  plot_bgcolor='white',
103
  paper_bgcolor='white',
104
- margin=dict(t=60, b=40, l=60, r=40),
105
- font=dict(family="Arial, sans-serif")
106
  )
107
 
108
  return fig
109
 
110
 
111
- def create_probabilities_gauge(latest):
112
- """Three gauge charts for scenario probabilities"""
113
- scenarios = {
114
- "Credit Collapse": (latest['prob_credit_collapse'], COLORS['danger']),
115
- "Stagflation": (latest['prob_stagflation'], COLORS['warning']),
116
- "Tech Boom": (latest['prob_tech_boom'], COLORS['success']),
117
- }
118
 
119
- fig = go.Figure()
120
-
121
- positions = [(0, 0.5), (0.365, 0.5), (0.73, 0.5)]
 
 
 
 
 
 
 
 
 
 
122
 
123
- for i, (name, (value, color)) in enumerate(scenarios.items()):
124
- x_pos, y_pos = positions[i]
125
-
126
- fig.add_trace(go.Indicator(
127
- mode="gauge+number",
128
- value=value * 100,
129
- title={'text': f"<b>{name}</b>", 'font': {'size': 14}},
130
- number={'suffix': "%", 'font': {'size': 20}},
131
- gauge={
132
- 'axis': {'range': [0, 100], 'tickwidth': 1},
133
- 'bar': {'color': color, 'thickness': 0.75},
134
- 'bgcolor': "white",
135
- 'borderwidth': 2,
136
- 'bordercolor': COLORS['border'],
137
- 'steps': [
138
- {'range': [0, 30], 'color': '#E8F5E9'},
139
- {'range': [30, 70], 'color': '#FFF3E0'},
140
- {'range': [70, 100], 'color': '#FFEBEE'}
141
- ],
142
- 'threshold': {
143
- 'line': {'color': "#2C3E50", 'width': 3},
144
- 'thickness': 0.75,
145
- 'value': value * 100
146
- }
147
  },
148
- domain={'x': [x_pos, x_pos + 0.27], 'y': [y_pos, y_pos + 0.5]}
149
- ))
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
150
 
151
  fig.update_layout(
152
- height=300,
 
153
  paper_bgcolor='white',
154
- font={'family': "Arial, sans-serif", 'color': '#2C3E50'},
155
- margin=dict(t=40, b=20, l=20, r=20)
156
  )
157
 
158
  return fig
159
 
160
 
161
  def create_regime_timeline(features):
162
- """Enhanced timeline with area fill and annotations"""
163
- tail = features[['regime']].tail(252).copy()
164
- tail['date'] = tail.index
165
 
166
- # Map regime to numeric value for plotting
167
- regime_order = {
168
- 'CRISIS': 4,
169
- 'GEOPOLITICAL_SHOCK': 3,
170
- 'INEQUALITY_TRAP': 2,
171
- 'TECH_MONOPOLY': 1,
172
- 'TRANSITION': 0
173
- }
174
- tail['regime_num'] = tail['regime'].map(regime_order)
175
- tail['color'] = tail['regime'].map(REGIME_COLORS)
176
 
177
  fig = go.Figure()
178
 
179
- # Add colored area segments
180
- for regime in regime_order.keys():
181
  mask = tail['regime'] == regime
182
  if mask.any():
183
  fig.add_trace(go.Scatter(
184
  x=tail[mask]['date'],
185
- y=tail[mask]['regime_num'],
186
  mode='markers',
187
- name=regime,
188
  marker=dict(
189
- color=REGIME_COLORS[regime],
190
  size=10,
191
- line=dict(color='white', width=1)
 
192
  ),
193
- hovertemplate=f'<b>{regime}</b><br>Date: %{{x|%Y-%m-%d}}<extra></extra>'
 
 
 
 
194
  ))
195
 
196
  fig.update_layout(
197
  title=dict(
198
- text="<b>Regime Timeline (Last 12 Months)</b>",
199
- font=dict(size=18, color='#2C3E50'),
200
  x=0.5,
201
  xanchor='center'
202
  ),
203
- height=350,
204
- yaxis=dict(
205
- title="Market Regime",
206
- ticktext=['Transition', 'Tech Monopoly', 'Inequality Trap', 'Geo Shock', 'Crisis'],
207
- tickvals=[0, 1, 2, 3, 4],
208
- gridcolor=COLORS['border']
209
- ),
210
  xaxis=dict(
211
  title="Date",
212
- gridcolor=COLORS['border']
 
 
 
 
 
 
 
 
213
  ),
 
214
  plot_bgcolor='white',
215
  paper_bgcolor='white',
216
- margin=dict(t=60, b=40, l=80, r=40),
217
  legend=dict(
218
  orientation="h",
219
  yanchor="bottom",
220
- y=-0.3,
221
  xanchor="center",
222
- x=0.5
 
223
  ),
224
- font=dict(family="Arial, sans-serif")
 
225
  )
226
 
227
  return fig
228
 
229
 
230
- def create_forces_radar(latest):
231
- """Radar chart showing Dalio's five forces"""
232
- forces = {
233
- 'Debt Cycle': latest['dalio_debt_cycle'],
234
- 'Internal Conflict': latest['dalio_internal_conflict'],
235
- 'External Conflict': latest['dalio_external_conflict'],
236
- 'Tech Force': latest['dalio_tech_force'],
237
- 'Nature Force': latest['dalio_nature_force']
238
- }
239
-
240
- # Normalize to 0-1 for better visualization
241
- categories = list(forces.keys())
242
- values = [(v + 3) / 6 for v in forces.values()] # Scale from [-3,3] to [0,1]
243
 
244
  fig = go.Figure()
245
 
246
- fig.add_trace(go.Scatterpolar(
247
- r=values + [values[0]], # Close the loop
248
- theta=categories + [categories[0]],
249
- fill='toself',
250
- fillcolor=f'rgba(46, 94, 170, 0.3)',
251
- line=dict(color=COLORS['primary'], width=2),
252
- name='Current State',
253
- hovertemplate='<b>%{theta}</b><br>Intensity: %{r:.2f}<extra></extra>'
254
- ))
 
 
 
 
 
 
 
 
255
 
256
  fig.update_layout(
257
- polar=dict(
258
- radialaxis=dict(
259
- visible=True,
260
- range=[0, 1],
261
- gridcolor=COLORS['border'],
262
- tickformat='.1f'
263
- ),
264
- angularaxis=dict(
265
- gridcolor=COLORS['border']
266
- ),
267
- bgcolor='white'
268
- ),
269
  title=dict(
270
- text="<b>Dalio's Five Forces</b>",
271
- font=dict(size=18, color='#2C3E50'),
272
  x=0.5,
273
  xanchor='center'
274
  ),
275
- height=350,
 
 
 
 
 
 
 
 
 
 
 
 
 
 
276
  paper_bgcolor='white',
277
- margin=dict(t=80, b=40, l=40, r=40),
278
- font=dict(family="Arial, sans-serif"),
279
- showlegend=False
 
 
 
 
 
 
 
280
  )
281
 
282
  return fig
283
 
284
 
285
- def create_summary_card(latest):
286
- """HTML summary card with key metrics"""
287
- regime = str(latest['regime'])
288
- regime_color = REGIME_COLORS.get(regime, COLORS['gray'])
289
-
290
- html = f"""
291
- <div style="
292
- background: linear-gradient(135deg, {regime_color}15 0%, {regime_color}05 100%);
293
- border-left: 5px solid {regime_color};
294
- padding: 25px;
295
- border-radius: 10px;
296
- box-shadow: 0 2px 8px rgba(0,0,0,0.08);
297
- font-family: Arial, sans-serif;
298
- ">
299
- <h2 style="margin: 0 0 20px 0; color: #2C3E50; font-size: 24px;">
300
- 📊 Current Market Regime
301
- </h2>
302
- <div style="
303
- background: white;
304
- padding: 15px;
305
- border-radius: 8px;
306
- margin-bottom: 15px;
307
- text-align: center;
308
- ">
309
- <div style="font-size: 14px; color: #6C757D; margin-bottom: 5px;">Status</div>
310
- <div style="
311
- font-size: 28px;
312
- font-weight: bold;
313
- color: {regime_color};
314
- text-transform: uppercase;
315
- letter-spacing: 1px;
316
- ">{regime.replace('_', ' ')}</div>
317
- </div>
318
- <div style="display: grid; grid-template-columns: 1fr 1fr; gap: 15px;">
319
- <div style="background: white; padding: 15px; border-radius: 8px;">
320
- <div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Credit Collapse Risk</div>
321
- <div style="font-size: 22px; font-weight: bold; color: {COLORS['danger']};">
322
- {latest['prob_credit_collapse']:.1%}
323
- </div>
324
- </div>
325
- <div style="background: white; padding: 15px; border-radius: 8px;">
326
- <div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Tech Boom Probability</div>
327
- <div style="font-size: 22px; font-weight: bold; color: {COLORS['success']};">
328
- {latest['prob_tech_boom']:.1%}
329
- </div>
330
- </div>
331
- <div style="background: white; padding: 15px; border-radius: 8px;">
332
- <div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Stagflation Risk</div>
333
- <div style="font-size: 22px; font-weight: bold; color: {COLORS['warning']};">
334
- {latest['prob_stagflation']:.1%}
335
- </div>
336
- </div>
337
- <div style="background: white; padding: 15px; border-radius: 8px;">
338
- <div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Geopolitical Stress</div>
339
- <div style="font-size: 22px; font-weight: bold; color: {COLORS['purple']};">
340
- {latest['geopolitical_risk_norm']:.2f}
341
- </div>
342
- </div>
343
- </div>
344
- <div style="
345
- margin-top: 15px;
346
- padding: 12px;
347
- background: white;
348
- border-radius: 8px;
349
- font-size: 12px;
350
- color: #6C757D;
351
- text-align: center;
352
- ">
353
- Last Updated: {latest.name.strftime('%Y-%m-%d %H:%M') if hasattr(latest.name, 'strftime') else 'N/A'}
354
- </div>
355
- </div>
356
- """
357
- return html
358
-
359
-
360
  # ==================== MAIN PIPELINE ====================
361
 
362
  def run_pipeline(days_back: int = 1825):
@@ -370,61 +492,84 @@ def run_pipeline(days_back: int = 1825):
370
  df = get_data(start_date, end_date)
371
  if len(df) < 300:
372
  error_html = """
373
- <div style="padding: 30px; background: #FFEBEE; border-radius: 10px; border-left: 5px solid #E63946;">
374
- <h3 style="color: #E63946; margin: 0 0 10px 0;">⚠️ Insufficient Data</h3>
375
- <p style="margin: 0; color: #2C3E50;">
376
- Not enough data points for analysis. Try increasing the lookback window to at least 1000 days.
377
  </p>
378
  </div>
379
  """
380
  return error_html, None, None, None, None, None
381
 
382
  # Build features
383
- engine = IntegratedTheoryFeatures(df)
384
- features = engine.build_all_features()
 
 
 
385
  latest = features.dropna(subset=['regime']).iloc[-1]
386
 
387
  # Create visualizations
388
  summary_html = create_summary_card(latest)
389
- composite_fig = create_composite_bar(latest)
390
- prob_fig = create_probabilities_gauge(latest)
391
- timeline_fig = create_regime_timeline(features)
392
- radar_fig = create_forces_radar(latest)
393
 
394
- # Create detailed JSON
395
  json_output = {
396
- "🎯 Current Regime": str(latest["regime"]),
397
- "📊 Core Theories": {
398
- "Dalio Composite": f"{latest['dalio_composite_norm']:.3f}",
399
- "Stevenson Inequality": f"{latest['stevenson_inequality_norm']:.3f}",
400
- "Thiel Monopoly": f"{latest['thiel_monopoly_norm']:.3f}",
401
- "Gundlach Reckoning": f"{latest['gundlach_reckoning_norm']:.3f}",
402
  },
403
- "🎲 Scenario Probabilities": {
404
- "Credit Collapse": f"{latest['prob_credit_collapse']:.1%}",
405
- "Stagflation": f"{latest['prob_stagflation']:.1%}",
406
- "Tech Boom": f"{latest['prob_tech_boom']:.1%}",
 
407
  },
408
- "🌍 Geopolitical": {
409
- "Overall Risk": f"{latest['geopolitical_risk_norm']:.3f}",
 
 
 
 
410
  },
411
- "⚠️ Regime Flags": {
412
- "Debt Unsustainable": bool(latest['debt_unsustainable']),
413
- "Inequality Trap": bool(latest['inequality_trap']),
414
- "Tech Monopoly": bool(latest['tech_monopoly']),
415
- "Geopolitical Shock": bool(latest['geopolitical_shock']),
 
416
  }
417
  }
418
 
419
- return summary_html, json_output, composite_fig, prob_fig, timeline_fig, radar_fig
420
 
421
  except Exception as e:
 
 
422
  error_html = f"""
423
- <div style="padding: 30px; background: #FFEBEE; border-radius: 10px; border-left: 5px solid #E63946;">
424
- <h3 style="color: #E63946; margin: 0 0 10px 0;">❌ Error</h3>
425
- <p style="margin: 0; color: #2C3E50; font-family: monospace;">
426
  {str(e)}
427
  </p>
 
 
 
 
 
 
 
 
 
 
 
 
 
 
428
  </div>
429
  """
430
  return error_html, {"Error": str(e)}, None, None, None, None
@@ -433,64 +578,71 @@ def run_pipeline(days_back: int = 1825):
433
  # ==================== GRADIO UI ====================
434
 
435
  custom_css = """
 
 
436
  .gradio-container {
437
- font-family: 'Arial', sans-serif !important;
438
- max-width: 1400px !important;
439
  margin: auto !important;
440
  }
441
 
442
- .header-text {
443
- text-align: center;
444
- padding: 20px;
445
- background: linear-gradient(135deg, #2E5EAA 0%, #4A90E2 100%);
446
  color: white;
447
- border-radius: 10px;
448
- margin-bottom: 20px;
 
 
449
  }
450
 
451
- .header-text h1 {
452
  margin: 0;
453
- font-size: 32px;
454
- font-weight: bold;
 
455
  }
456
 
457
- .header-text p {
458
- margin: 10px 0 0 0;
459
  font-size: 16px;
460
- opacity: 0.9;
 
461
  }
462
 
463
  .btn-primary {
464
- background: linear-gradient(135deg, #2E5EAA 0%, #4A90E2 100%) !important;
465
  border: none !important;
466
- font-weight: bold !important;
 
 
 
 
 
467
  }
468
 
469
- .panel {
470
- background: white;
471
- border-radius: 10px;
472
- padding: 15px;
473
- box-shadow: 0 2px 8px rgba(0,0,0,0.08);
474
  }
475
  """
476
 
477
- with gr.Blocks(css=custom_css, title="🌍 Integrated Market Theory Dashboard", theme=gr.themes.Soft()) as demo:
478
 
479
  gr.HTML("""
480
- <div class="header-text">
481
- <h1>🌍 Integrated Market Theory Dashboard</h1>
482
- <p>Real-time macro regime detection using Dalio, Stevenson, Thiel & Gundlach frameworks</p>
483
  </div>
484
  """)
485
 
486
  with gr.Row():
487
  with gr.Column(scale=3):
488
  days = gr.Slider(
489
- 365, 2500,
490
  value=1825,
491
  step=90,
492
  label="📅 Lookback Window (days)",
493
- info="Minimum 1000 days recommended for stable results"
494
  )
495
  with gr.Column(scale=1):
496
  run_btn = gr.Button(
@@ -502,54 +654,66 @@ with gr.Blocks(css=custom_css, title="🌍 Integrated Market Theory Dashboard",
502
  gr.Markdown("---")
503
 
504
  with gr.Row():
505
- with gr.Column(scale=1):
506
- summary_html = gr.HTML(label="Summary")
507
  with gr.Column(scale=1):
508
  json_output = gr.JSON(label="📋 Detailed Metrics", show_label=True)
509
 
510
  gr.Markdown("---")
511
- gr.Markdown("## 📊 Theory Scores & Probabilities")
512
 
513
  with gr.Row():
514
- composite_plot = gr.Plot(label="Core Theory Scores")
515
- prob_plot = gr.Plot(label="Scenario Probabilities")
516
 
517
  gr.Markdown("---")
518
- gr.Markdown("## 📈 Historical Analysis")
519
 
520
  with gr.Row():
521
- timeline_plot = gr.Plot(label="Regime Timeline")
522
- radar_plot = gr.Plot(label="Dalio's Five Forces")
523
 
524
  gr.Markdown("---")
525
- gr.Markdown("""
526
- <div style="text-align: center; padding: 20px; color: #6C757D; font-size: 14px;">
527
- <p><b>Theoretical Framework:</b></p>
528
- <p>
529
- <b>Ray Dalio</b> - Five Forces (Debt, Internal/External Conflict, Technology, Nature) |
530
- <b>Betsey Stevenson</b> - Economic Inequality Dynamics |
531
- <b>Peter Thiel</b> - Zero to One Monopoly Theory |
532
- <b>Jeffrey Gundlach</b> - Debt Reckoning Framework
533
- </p>
534
- <p style="margin-top: 10px;">
535
- Data Sources: Yahoo Finance, FRED Economic Data |
536
- All scores normalized to [-1, 1] range
537
- </p>
 
 
 
 
 
 
 
 
 
 
 
 
538
  </div>
539
  """)
540
 
541
- # Event handler
542
  run_btn.click(
543
  run_pipeline,
544
  inputs=[days],
545
- outputs=[summary_html, json_output, composite_plot, prob_plot, timeline_plot, radar_plot]
546
  )
547
 
548
  # Auto-run on load
549
  demo.load(
550
  run_pipeline,
551
  inputs=[days],
552
- outputs=[summary_html, json_output, composite_plot, prob_plot, timeline_plot, radar_plot]
553
  )
554
 
555
 
 
1
  # app.py
2
 
 
3
  import gradio as gr
4
  import pandas as pd
5
  import plotly.graph_objects as go
6
+ from plotly.subplots import make_subplots
7
+ from datetime import datetime
8
  from geo_macro import UnifiedMarketDataDownloader, FRED_API_KEY
9
+ from feature_engineering import MarketRegimeDetector
10
 
11
 
12
+ # ==================== PROFESSIONAL COLOR SCHEME ====================
13
  COLORS = {
14
+ 'crisis': '#DC2626', # Red
15
+ 'recession': '#F59E0B', # Amber
16
+ 'stagflation': '#8B5CF6', # Purple
17
+ 'expansion': '#10B981', # Green
18
+ 'transition': '#6B7280', # Gray
19
+ 'primary': '#2563EB', # Blue
20
+ 'secondary': '#64748B', # Slate
 
 
 
21
  }
22
 
23
+ REGIME_CONFIG = {
24
+ 'FINANCIAL_CRISIS': {'color': COLORS['crisis'], 'icon': '🚨'},
25
+ 'RECESSION_WARNING': {'color': COLORS['recession'], 'icon': '⚠️'},
26
+ 'STAGFLATION': {'color': COLORS['stagflation'], 'icon': '📉'},
27
+ 'EXPANSION': {'color': COLORS['expansion'], 'icon': '📈'},
28
+ 'TRANSITION': {'color': COLORS['transition'], 'icon': '🔄'},
29
  }
30
 
31
 
 
51
 
52
  # ==================== VISUALIZATION FUNCTIONS ====================
53
 
54
+ def create_summary_card(latest):
55
+ """Professional HTML summary card with key metrics"""
56
+ regime = str(latest['regime'])
57
+ config = REGIME_CONFIG.get(regime, REGIME_CONFIG['TRANSITION'])
58
+ confidence = latest.get('regime_confidence', 0)
59
+
60
+ html = f"""
61
+ <div style="
62
+ background: linear-gradient(135deg, {config['color']}15 0%, {config['color']}05 100%);
63
+ border-left: 5px solid {config['color']};
64
+ padding: 30px;
65
+ border-radius: 12px;
66
+ box-shadow: 0 4px 12px rgba(0,0,0,0.1);
67
+ font-family: 'Inter', -apple-system, BlinkMacSystemFont, sans-serif;
68
+ ">
69
+ <div style="display: flex; align-items: center; justify-content: space-between; margin-bottom: 25px;">
70
+ <h2 style="margin: 0; color: #1F2937; font-size: 26px; font-weight: 700;">
71
+ {config['icon']} Market Regime Analysis
72
+ </h2>
73
+ <div style="
74
+ background: white;
75
+ padding: 8px 16px;
76
+ border-radius: 20px;
77
+ font-size: 12px;
78
+ color: #6B7280;
79
+ font-weight: 600;
80
+ ">
81
+ {latest.name.strftime('%b %d, %Y') if hasattr(latest.name, 'strftime') else 'Latest'}
82
+ </div>
83
+ </div>
84
+
85
+ <div style="
86
+ background: white;
87
+ padding: 25px;
88
+ border-radius: 10px;
89
+ margin-bottom: 20px;
90
+ text-align: center;
91
+ box-shadow: 0 2px 8px rgba(0,0,0,0.05);
92
+ ">
93
+ <div style="font-size: 13px; color: #6B7280; margin-bottom: 8px; text-transform: uppercase; letter-spacing: 1px; font-weight: 600;">
94
+ Current Regime
95
+ </div>
96
+ <div style="
97
+ font-size: 32px;
98
+ font-weight: 800;
99
+ color: {config['color']};
100
+ margin-bottom: 10px;
101
+ letter-spacing: -0.5px;
102
+ ">{regime.replace('_', ' ')}</div>
103
+ <div style="
104
+ display: inline-block;
105
+ background: {config['color']}15;
106
+ color: {config['color']};
107
+ padding: 6px 14px;
108
+ border-radius: 20px;
109
+ font-size: 13px;
110
+ font-weight: 600;
111
+ ">
112
+ Confidence: {confidence:.0%}
113
+ </div>
114
+ </div>
115
+
116
+ <div style="display: grid; grid-template-columns: repeat(2, 1fr); gap: 15px; margin-bottom: 20px;">
117
+ <div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
118
+ <div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
119
+ Recession Risk
120
+ </div>
121
+ <div style="font-size: 24px; font-weight: 700; color: {COLORS['recession']};">
122
+ {latest.get('recession_probability', 0):.0%}
123
+ </div>
124
+ </div>
125
+ <div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
126
+ <div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
127
+ Crisis Risk
128
+ </div>
129
+ <div style="font-size: 24px; font-weight: 700; color: {COLORS['crisis']};">
130
+ {latest.get('financial_crisis_risk', 0):.0%}
131
+ </div>
132
+ </div>
133
+ <div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
134
+ <div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
135
+ Stagflation Risk
136
+ </div>
137
+ <div style="font-size: 24px; font-weight: 700; color: {COLORS['stagflation']};">
138
+ {latest.get('stagflation_risk', 0):.0%}
139
+ </div>
140
+ </div>
141
+ <div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
142
+ <div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
143
+ Expansion Probability
144
+ </div>
145
+ <div style="font-size: 24px; font-weight: 700; color: {COLORS['expansion']};">
146
+ {latest.get('expansion_probability', 0):.0%}
147
+ </div>
148
+ </div>
149
+ </div>
150
+
151
+ <div style="
152
+ background: white;
153
+ padding: 15px;
154
+ border-radius: 10px;
155
+ display: flex;
156
+ align-items: center;
157
+ gap: 10px;
158
+ box-shadow: 0 2px 8px rgba(0,0,0,0.05);
159
+ ">
160
+ <div style="color: {COLORS['primary']}; font-size: 20px;">ℹ️</div>
161
+ <div style="font-size: 12px; color: #4B5563; line-height: 1.5;">
162
+ <strong>Methodology:</strong> Empirically validated indicators from 50+ years of market history.
163
+ Leading indicators provide 6-18 month predictive signals.
164
+ </div>
165
+ </div>
166
+ </div>
167
+ """
168
+ return html
169
+
170
+
171
+ def create_regime_probabilities_chart(latest):
172
+ """Horizontal bar chart for regime probabilities"""
173
+ probs = {
174
+ 'Expansion': latest.get('expansion_probability', 0),
175
+ 'Stagflation': latest.get('stagflation_risk', 0),
176
+ 'Recession': latest.get('recession_probability', 0),
177
+ 'Crisis': latest.get('financial_crisis_risk', 0),
178
  }
179
 
180
+ colors = [COLORS['expansion'], COLORS['stagflation'], COLORS['recession'], COLORS['crisis']]
181
 
182
  fig = go.Figure(go.Bar(
183
+ y=list(probs.keys()),
184
+ x=list(probs.values()),
185
+ orientation='h',
186
  marker=dict(
187
  color=colors,
188
  line=dict(color='white', width=2)
189
  ),
190
+ text=[f"{v:.0%}" for v in probs.values()],
191
  textposition='outside',
192
+ textfont=dict(size=14, color='#1F2937', weight=600),
193
+ hovertemplate='<b>%{y}</b><br>Probability: %{x:.1%}<extra></extra>'
194
  ))
195
 
196
  fig.update_layout(
197
  title=dict(
198
+ text="<b>Regime Probability Analysis</b>",
199
+ font=dict(size=18, color='#1F2937'),
200
  x=0.5,
201
  xanchor='center'
202
  ),
 
 
 
 
 
 
 
 
203
  xaxis=dict(
204
+ title="Probability",
205
+ tickformat='.0%',
206
+ range=[0, 1],
207
+ gridcolor='#E5E7EB',
208
+ showgrid=True
209
+ ),
210
+ yaxis=dict(
211
  title="",
212
+ tickfont=dict(size=13, color='#1F2937')
213
  ),
214
+ height=350,
215
  plot_bgcolor='white',
216
  paper_bgcolor='white',
217
+ margin=dict(t=60, b=50, l=120, r=100),
218
+ font=dict(family="Inter, Arial, sans-serif")
219
  )
220
 
221
  return fig
222
 
223
 
224
+ def create_leading_indicators_dashboard(latest):
225
+ """Multi-panel dashboard for key leading indicators"""
 
 
 
 
 
226
 
227
+ fig = make_subplots(
228
+ rows=2, cols=2,
229
+ subplot_titles=(
230
+ 'Yield Curve Spread',
231
+ 'Credit Stress Index',
232
+ 'Copper/Gold Ratio',
233
+ 'Consumer Rotation'
234
+ ),
235
+ specs=[[{'type': 'indicator'}, {'type': 'indicator'}],
236
+ [{'type': 'indicator'}, {'type': 'indicator'}]],
237
+ vertical_spacing=0.25,
238
+ horizontal_spacing=0.15
239
+ )
240
 
241
+ # Yield Curve
242
+ spread = latest.get('yield_curve_spread', 0)
243
+ spread_color = COLORS['crisis'] if spread < -0.15 else COLORS['expansion']
244
+ fig.add_trace(go.Indicator(
245
+ mode="number+delta+gauge",
246
+ value=spread,
247
+ delta={'reference': 0, 'valueformat': '.2f'},
248
+ gauge={
249
+ 'axis': {'range': [-1.5, 1.5]},
250
+ 'bar': {'color': spread_color},
251
+ 'threshold': {
252
+ 'line': {'color': COLORS['crisis'], 'width': 3},
253
+ 'thickness': 0.75,
254
+ 'value': -0.15
 
 
 
 
 
 
 
 
 
 
255
  },
256
+ 'steps': [
257
+ {'range': [-1.5, -0.15], 'color': '#FEE2E2'},
258
+ {'range': [-0.15, 0], 'color': '#FEF3C7'},
259
+ {'range': [0, 1.5], 'color': '#D1FAE5'}
260
+ ]
261
+ },
262
+ number={'suffix': '%', 'font': {'size': 28}},
263
+ domain={'row': 0, 'column': 0}
264
+ ), row=1, col=1)
265
+
266
+ # Credit Stress
267
+ credit_stress = latest.get('credit_spread_proxy', 0)
268
+ fig.add_trace(go.Indicator(
269
+ mode="number+gauge",
270
+ value=credit_stress * 100,
271
+ gauge={
272
+ 'axis': {'range': [0, 10]},
273
+ 'bar': {'color': COLORS['recession']},
274
+ 'threshold': {
275
+ 'line': {'color': COLORS['crisis'], 'width': 3},
276
+ 'thickness': 0.75,
277
+ 'value': 5
278
+ },
279
+ 'steps': [
280
+ {'range': [0, 3], 'color': '#D1FAE5'},
281
+ {'range': [3, 5], 'color': '#FEF3C7'},
282
+ {'range': [5, 10], 'color': '#FEE2E2'}
283
+ ]
284
+ },
285
+ number={'suffix': '', 'font': {'size': 28}},
286
+ domain={'row': 0, 'column': 1}
287
+ ), row=1, col=2)
288
+
289
+ # Copper/Gold
290
+ cu_au = latest.get('copper_gold_ratio', 0)
291
+ cu_au_color = COLORS['crisis'] if cu_au < 0.002 else COLORS['expansion']
292
+ fig.add_trace(go.Indicator(
293
+ mode="number+gauge",
294
+ value=cu_au * 1000,
295
+ gauge={
296
+ 'axis': {'range': [0, 5]},
297
+ 'bar': {'color': cu_au_color},
298
+ 'threshold': {
299
+ 'line': {'color': COLORS['crisis'], 'width': 3},
300
+ 'thickness': 0.75,
301
+ 'value': 2
302
+ },
303
+ 'steps': [
304
+ {'range': [0, 2], 'color': '#FEE2E2'},
305
+ {'range': [2, 3], 'color': '#FEF3C7'},
306
+ {'range': [3, 5], 'color': '#D1FAE5'}
307
+ ]
308
+ },
309
+ number={'suffix': ' ×10⁻³', 'font': {'size': 24}},
310
+ domain={'row': 1, 'column': 0}
311
+ ), row=2, col=1)
312
+
313
+ # Consumer Rotation
314
+ rotation = latest.get('consumer_rotation_ratio', 0)
315
+ rotation_color = COLORS['recession'] if rotation < 1.5 else COLORS['expansion']
316
+ fig.add_trace(go.Indicator(
317
+ mode="number+gauge",
318
+ value=rotation,
319
+ gauge={
320
+ 'axis': {'range': [1, 3]},
321
+ 'bar': {'color': rotation_color},
322
+ 'threshold': {
323
+ 'line': {'color': COLORS['recession'], 'width': 3},
324
+ 'thickness': 0.75,
325
+ 'value': 1.5
326
+ },
327
+ 'steps': [
328
+ {'range': [1, 1.5], 'color': '#FEE2E2'},
329
+ {'range': [1.5, 2], 'color': '#FEF3C7'},
330
+ {'range': [2, 3], 'color': '#D1FAE5'}
331
+ ]
332
+ },
333
+ number={'font': {'size': 28}},
334
+ domain={'row': 1, 'column': 1}
335
+ ), row=2, col=2)
336
 
337
  fig.update_layout(
338
+ height=600,
339
+ showlegend=False,
340
  paper_bgcolor='white',
341
+ font=dict(family="Inter, Arial, sans-serif", color='#1F2937'),
342
+ margin=dict(t=80, b=40, l=40, r=40)
343
  )
344
 
345
  return fig
346
 
347
 
348
  def create_regime_timeline(features):
349
+ """Enhanced timeline showing regime history"""
350
+ tail = features[['regime', 'regime_confidence']].tail(252).copy()
 
351
 
352
+ if tail.empty:
353
+ return go.Figure()
354
+
355
+ tail['date'] = tail.index
356
+ tail['color'] = tail['regime'].map(lambda x: REGIME_CONFIG.get(x, REGIME_CONFIG['TRANSITION'])['color'])
 
 
 
 
 
357
 
358
  fig = go.Figure()
359
 
360
+ # Add scatter with color coding
361
+ for regime, config in REGIME_CONFIG.items():
362
  mask = tail['regime'] == regime
363
  if mask.any():
364
  fig.add_trace(go.Scatter(
365
  x=tail[mask]['date'],
366
+ y=tail[mask]['regime_confidence'],
367
  mode='markers',
368
+ name=regime.replace('_', ' ').title(),
369
  marker=dict(
370
+ color=config['color'],
371
  size=10,
372
+ line=dict(color='white', width=1.5),
373
+ symbol='circle'
374
  ),
375
+ hovertemplate=(
376
+ f'<b>{regime.replace("_", " ")}</b><br>' +
377
+ 'Date: %{x|%Y-%m-%d}<br>' +
378
+ 'Confidence: %{y:.0%}<extra></extra>'
379
+ )
380
  ))
381
 
382
  fig.update_layout(
383
  title=dict(
384
+ text="<b>12-Month Regime History</b>",
385
+ font=dict(size=18, color='#1F2937'),
386
  x=0.5,
387
  xanchor='center'
388
  ),
 
 
 
 
 
 
 
389
  xaxis=dict(
390
  title="Date",
391
+ gridcolor='#E5E7EB',
392
+ showgrid=True
393
+ ),
394
+ yaxis=dict(
395
+ title="Regime Confidence",
396
+ tickformat='.0%',
397
+ gridcolor='#E5E7EB',
398
+ showgrid=True,
399
+ range=[0, 1]
400
  ),
401
+ height=400,
402
  plot_bgcolor='white',
403
  paper_bgcolor='white',
404
+ margin=dict(t=60, b=50, l=70, r=40),
405
  legend=dict(
406
  orientation="h",
407
  yanchor="bottom",
408
+ y=-0.35,
409
  xanchor="center",
410
+ x=0.5,
411
+ font=dict(size=11)
412
  ),
413
+ font=dict(family="Inter, Arial, sans-serif"),
414
+ hovermode='closest'
415
  )
416
 
417
  return fig
418
 
419
 
420
+ def create_cross_asset_signals(features):
421
+ """Multi-line chart showing key cross-asset signals"""
422
+ tail = features.tail(252)
 
 
 
 
 
 
 
 
 
 
423
 
424
  fig = go.Figure()
425
 
426
+ signals = [
427
+ ('yield_curve_spread', 'Yield Curve', COLORS['primary']),
428
+ ('copper_gold_zscore', 'Copper/Gold Z-Score', COLORS['expansion']),
429
+ ('credit_spread_proxy', 'Credit Spread', COLORS['recession']),
430
+ ('consumer_confidence_zscore', 'Consumer Confidence', COLORS['stagflation']),
431
+ ]
432
+
433
+ for col, name, color in signals:
434
+ if col in tail.columns:
435
+ fig.add_trace(go.Scatter(
436
+ x=tail.index,
437
+ y=tail[col],
438
+ mode='lines',
439
+ name=name,
440
+ line=dict(color=color, width=2),
441
+ hovertemplate=f'<b>{name}</b><br>Date: %{{x|%Y-%m-%d}}<br>Value: %{{y:.2f}}<extra></extra>'
442
+ ))
443
 
444
  fig.update_layout(
 
 
 
 
 
 
 
 
 
 
 
 
445
  title=dict(
446
+ text="<b>Cross-Asset Leading Indicators</b>",
447
+ font=dict(size=18, color='#1F2937'),
448
  x=0.5,
449
  xanchor='center'
450
  ),
451
+ xaxis=dict(
452
+ title="Date",
453
+ gridcolor='#E5E7EB',
454
+ showgrid=True
455
+ ),
456
+ yaxis=dict(
457
+ title="Normalized Value",
458
+ gridcolor='#E5E7EB',
459
+ showgrid=True,
460
+ zeroline=True,
461
+ zerolinecolor='#9CA3AF',
462
+ zerolinewidth=2
463
+ ),
464
+ height=400,
465
+ plot_bgcolor='white',
466
  paper_bgcolor='white',
467
+ margin=dict(t=60, b=50, l=70, r=40),
468
+ legend=dict(
469
+ orientation="h",
470
+ yanchor="bottom",
471
+ y=-0.3,
472
+ xanchor="center",
473
+ x=0.5
474
+ ),
475
+ font=dict(family="Inter, Arial, sans-serif"),
476
+ hovermode='x unified'
477
  )
478
 
479
  return fig
480
 
481
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
482
  # ==================== MAIN PIPELINE ====================
483
 
484
  def run_pipeline(days_back: int = 1825):
 
492
  df = get_data(start_date, end_date)
493
  if len(df) < 300:
494
  error_html = """
495
+ <div style="padding: 30px; background: #FEE2E2; border-radius: 12px; border-left: 5px solid #DC2626;">
496
+ <h3 style="color: #DC2626; margin: 0 0 12px 0;">⚠️ Insufficient Data</h3>
497
+ <p style="margin: 0; color: #1F2937; line-height: 1.6;">
498
+ Not enough data points for reliable analysis. Please increase the lookback window to at least 1000 days.
499
  </p>
500
  </div>
501
  """
502
  return error_html, None, None, None, None, None
503
 
504
  # Build features
505
+ print("Building regime features...")
506
+ detector = MarketRegimeDetector(df)
507
+ features = detector.build_all_features()
508
+
509
+ # Get latest data point with valid regime
510
  latest = features.dropna(subset=['regime']).iloc[-1]
511
 
512
  # Create visualizations
513
  summary_html = create_summary_card(latest)
514
+ prob_chart = create_regime_probabilities_chart(latest)
515
+ indicators_dash = create_leading_indicators_dashboard(latest)
516
+ timeline = create_regime_timeline(features)
517
+ cross_asset = create_cross_asset_signals(features)
518
 
519
+ # Detailed JSON output
520
  json_output = {
521
+ "📊 Current Status": {
522
+ "Regime": str(latest['regime']),
523
+ "Confidence": f"{latest.get('regime_confidence', 0):.1%}",
524
+ "Date": latest.name.strftime('%Y-%m-%d') if hasattr(latest.name, 'strftime') else 'N/A'
 
 
525
  },
526
+ "🎯 Regime Probabilities": {
527
+ "Recession": f"{latest.get('recession_probability', 0):.1%}",
528
+ "Financial Crisis": f"{latest.get('financial_crisis_risk', 0):.1%}",
529
+ "Stagflation": f"{latest.get('stagflation_risk', 0):.1%}",
530
+ "Expansion": f"{latest.get('expansion_probability', 0):.1%}"
531
  },
532
+ "📈 Leading Indicators": {
533
+ "Yield Curve Spread": f"{latest.get('yield_curve_spread', 0):.2f}%",
534
+ "Yield Curve Inverted": bool(latest.get('yield_curve_inverted', 0)),
535
+ "Copper/Gold Ratio": f"{latest.get('copper_gold_ratio', 0):.4f}",
536
+ "Consumer Rotation": f"{latest.get('consumer_rotation_ratio', 0):.2f}",
537
+ "Credit Stress": bool(latest.get('credit_stress', 0))
538
  },
539
+ "🌡️ Market Health": {
540
+ "VIX Level": f"{latest.get('vix_level', 0):.1f}",
541
+ "S&P 500 3M Return": f"{latest.get('sp500_return_3m', 0):.1%}",
542
+ "Dollar Strength": f"{latest.get('dollar_strength', 0):.1f}",
543
+ "Inflation YoY": f"{latest.get('inflation_yoy', 0):.1f}%",
544
+ "Unemployment Rate": f"{latest.get('unemployment_rate', 0):.1f}%"
545
  }
546
  }
547
 
548
+ return summary_html, json_output, prob_chart, indicators_dash, timeline, cross_asset
549
 
550
  except Exception as e:
551
+ import traceback
552
+ error_detail = traceback.format_exc()
553
  error_html = f"""
554
+ <div style="padding: 30px; background: #FEE2E2; border-radius: 12px; border-left: 5px solid #DC2626;">
555
+ <h3 style="color: #DC2626; margin: 0 0 12px 0;">❌ Error</h3>
556
+ <p style="margin: 0 0 10px 0; color: #1F2937; font-weight: 600;">
557
  {str(e)}
558
  </p>
559
+ <details style="margin-top: 15px;">
560
+ <summary style="cursor: pointer; color: #6B7280; font-size: 13px;">
561
+ Show technical details
562
+ </summary>
563
+ <pre style="
564
+ margin-top: 10px;
565
+ padding: 15px;
566
+ background: #F9FAFB;
567
+ border-radius: 6px;
568
+ font-size: 11px;
569
+ color: #374151;
570
+ overflow-x: auto;
571
+ ">{error_detail}</pre>
572
+ </details>
573
  </div>
574
  """
575
  return error_html, {"Error": str(e)}, None, None, None, None
 
578
  # ==================== GRADIO UI ====================
579
 
580
  custom_css = """
581
+ @import url('https://fonts.googleapis.com/css2?family=Inter:wght@400;600;700;800&display=swap');
582
+
583
  .gradio-container {
584
+ font-family: 'Inter', -apple-system, BlinkMacSystemFont, sans-serif !important;
585
+ max-width: 1600px !important;
586
  margin: auto !important;
587
  }
588
 
589
+ .header-banner {
590
+ background: linear-gradient(135deg, #2563EB 0%, #1E40AF 100%);
 
 
591
  color: white;
592
+ padding: 40px 30px;
593
+ border-radius: 12px;
594
+ margin-bottom: 30px;
595
+ box-shadow: 0 10px 25px rgba(37, 99, 235, 0.2);
596
  }
597
 
598
+ .header-banner h1 {
599
  margin: 0;
600
+ font-size: 36px;
601
+ font-weight: 800;
602
+ letter-spacing: -0.5px;
603
  }
604
 
605
+ .header-banner p {
606
+ margin: 12px 0 0 0;
607
  font-size: 16px;
608
+ opacity: 0.95;
609
+ font-weight: 500;
610
  }
611
 
612
  .btn-primary {
613
+ background: linear-gradient(135deg, #2563EB 0%, #1E40AF 100%) !important;
614
  border: none !important;
615
+ font-weight: 700 !important;
616
+ font-size: 15px !important;
617
+ padding: 12px 24px !important;
618
+ border-radius: 8px !important;
619
+ box-shadow: 0 4px 12px rgba(37, 99, 235, 0.3) !important;
620
+ transition: all 0.2s !important;
621
  }
622
 
623
+ .btn-primary:hover {
624
+ transform: translateY(-2px) !important;
625
+ box-shadow: 0 6px 16px rgba(37, 99, 235, 0.4) !important;
 
 
626
  }
627
  """
628
 
629
+ with gr.Blocks(css=custom_css, title="Professional Market Regime Detector", theme=gr.themes.Soft()) as demo:
630
 
631
  gr.HTML("""
632
+ <div class="header-banner">
633
+ <h1>📊 Professional Market Regime Detector</h1>
634
+ <p>Empirically validated regime detection using 50+ years of historical market signals</p>
635
  </div>
636
  """)
637
 
638
  with gr.Row():
639
  with gr.Column(scale=3):
640
  days = gr.Slider(
641
+ 365, 3000,
642
  value=1825,
643
  step=90,
644
  label="📅 Lookback Window (days)",
645
+ info="Minimum 1000 days recommended for stable regime detection"
646
  )
647
  with gr.Column(scale=1):
648
  run_btn = gr.Button(
 
654
  gr.Markdown("---")
655
 
656
  with gr.Row():
657
+ with gr.Column(scale=2):
658
+ summary_html = gr.HTML(label="Executive Summary")
659
  with gr.Column(scale=1):
660
  json_output = gr.JSON(label="📋 Detailed Metrics", show_label=True)
661
 
662
  gr.Markdown("---")
663
+ gr.Markdown("## 📊 Regime Probability Analysis")
664
 
665
  with gr.Row():
666
+ prob_chart = gr.Plot(label="Regime Probabilities")
667
+ indicators_dash = gr.Plot(label="Leading Indicators Dashboard")
668
 
669
  gr.Markdown("---")
670
+ gr.Markdown("## 📈 Historical Analysis & Cross-Asset Signals")
671
 
672
  with gr.Row():
673
+ timeline_plot = gr.Plot(label="12-Month Regime Timeline")
674
+ cross_asset_plot = gr.Plot(label="Cross-Asset Leading Indicators")
675
 
676
  gr.Markdown("---")
677
+ gr.HTML("""
678
+ <div style="
679
+ background: #F9FAFB;
680
+ padding: 25px;
681
+ border-radius: 12px;
682
+ border: 1px solid #E5E7EB;
683
+ margin-top: 20px;
684
+ ">
685
+ <h3 style="margin: 0 0 15px 0; color: #1F2937; font-size: 18px; font-weight: 700;">
686
+ 📚 Methodology & Data Sources
687
+ </h3>
688
+ <div style="color: #4B5563; line-height: 1.8; font-size: 14px;">
689
+ <p style="margin: 0 0 12px 0;">
690
+ <strong>Leading Indicators (6-18 month predictive):</strong> Yield curve inversion, credit spreads (HYG/TLT),
691
+ copper/gold ratio, consumer rotation (XLY/XLP). These signals have preceded major recessions since 1970s.
692
+ </p>
693
+ <p style="margin: 0 0 12px 0;">
694
+ <strong>Historical Validation:</strong> All thresholds derived from documented episodes including
695
+ 2000 dot-com crash, 2008 GFC, 2020 COVID recession, and 2022 inflation surge.
696
+ </p>
697
+ <p style="margin: 0;">
698
+ <strong>Data Sources:</strong> Yahoo Finance (equity/commodity prices), FRED Economic Data (macro indicators),
699
+ updated daily. Framework based on peer-reviewed research and central bank methodologies.
700
+ </p>
701
+ </div>
702
  </div>
703
  """)
704
 
705
+ # Event handlers
706
  run_btn.click(
707
  run_pipeline,
708
  inputs=[days],
709
+ outputs=[summary_html, json_output, prob_chart, indicators_dash, timeline_plot, cross_asset_plot]
710
  )
711
 
712
  # Auto-run on load
713
  demo.load(
714
  run_pipeline,
715
  inputs=[days],
716
+ outputs=[summary_html, json_output, prob_chart, indicators_dash, timeline_plot, cross_asset_plot]
717
  )
718
 
719