Put the agent to work.

Growth, inflation and policy backdrop distilled into a single macro read.

Balance sheet, FOMC path, repo plumbing and the current policy stance.

What just printed (beat/miss) and the high-impact releases coming up.

Treasury yields, real rates and credit spreads across the curve.

Global policy-rate landscape and the relative hawk/dove tilt.

2s10s shape, inversion/steepening signal and its recession lead-time.

Money-market funding pressure read from SOFR relative to fed funds.

The agent's current market regime, confidence and what's driving it.

Odds of shifting from today's regime into the next likely states.

Crisis / left-tail detection when the backdrop starts deteriorating.

Market and funding-liquidity conditions and the net risk posture.

Breadth, leadership and internal structure beneath the headline index.

VIX regime, mean-reversion odds and the historical forward read.

Term structure and skew, how the options market is pricing risk.

Realized vs implied volatility and what the spread implies.

Positioning, put/call and the options-market signal of the day.

Dealer gamma and the pin/expiry mechanics shaping the tape.

Where institutional flow is leaning across the major asset classes.

Futures / COT-style positioning and how crowded the trade is.

Dollar regime and risk-on/off capital flow across regions.

Which equity factors (value, momentum, quality…) are leading.

Relative strength and momentum ranking across the 11 sectors.

Smart-money vs dumb-money conviction and the net positioning direction.

CTA, vol-target, pension and buyback flows rolled into one net read.

Whether ETF flows are signaling a regime shift and in which direction.

Live cross-asset correlations and where they've shifted.

How stocks, bonds, the dollar and commodities are interacting.

Cross-market divergences that often precede a turn or warning.

Past episodes that rhyme with today, and what happened next.

A unified momentum score and breadth across the major asset classes.

How momentum is spilling across asset classes and how aligned it is.

Which equity factor is leading, which is lagging and the rotation speed.

Spread between the best and worst sectors: a stock-picker's market or not.

Where we sit in the cycle and which sectors are in the sweet spot.

The dollar regime and its read-through to equities, EM and commodities.

DXY, the major pairs, carry trade health and EM currency stress.

Financial conditions, lending standards and the credit cycle phase.

The credit-impulse stage and its typical lead time into equities.

Whether the macro data series are turning and how confident the turn is.

Where stress is originating and how far it has spread across markets.

Carry-trade crowding and the odds of a disorderly unwind cascade.

Which phase of the tail-risk cycle we're in and how long it has run.

Expected and worst-case drawdown for today's risk environment.

The rates regime, the 10Y level and what it means for stocks and credit.

Moving averages, RSI and MACD with the net buy/sell read on SPY.

How many signal categories agree and the dominant direction they back.

Whether market breadth confirms or diverges from the price trend.

Forward volatility estimate and the price-direction bias it implies.

Gold, oil and copper ratios read as a growth and inflation gauge.

Upcoming reports and where we sit in the earnings season cycle.

Rate-cut/hike odds priced by fed funds futures into the next meetings.

Live Polymarket odds on Fed, crypto, recession and top-volume events.

The active market narratives driving flows and where each one stands.

Composite geopolitical risk, what markets price and the hedge to match.

BTC/ETH regime, dominance, halving cycle and network state.

Hashrate, fees and on-chain activity gauging network health.

Aggregate market sentiment, fear/greed and positioning mood.

Where broad-market valuation sits versus its own history.

Net tone of the news flow and what the headlines are leaning toward.

One-glance cross-market dashboard: indices, rates, vol, breadth, FX.

Where BTC sits in its halving cycle and the historical analog return.

Funding, open interest and the liquidation-cascade risk in crypto.

Miner health, hashrate trend and whether a capitulation bottom is in.

The fear/greed reading, the zone and the contrarian forward read.

When consensus is stretched and a reversal becomes more likely.

The dominant narrative's lifecycle stage and any contrarian opening.