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Luccai Global Macro Set Data Matrix

Luccai Global Macro Matrix

  • Comprehensive Global Coverage: Delivers predictive timeseries for 28 key macroeconomic variables across 28 major economies.
  • Forecast Horizons: Provides 2-month (short-term) and 6-month (long-term) forward-looking predictions.
  • Update Frequency: Calculations run daily with data fixed at month-end for consistency in portfolio use.
  • Core Focus Areas: Consumption & Personal Income, Investment & Housing, Production & Trade, Consumer & Producer Inflation.
  • Complementary Datasets: Central Bank Policy Scores (20-year history) measuring monetary policy transmission and impact. Valuations for 5-year sovereign bond yields and USD exchange rates. Technicals for bonds, currencies, equities, sectors, and commodities.
  • Data Foundation: Built using extensive global economic & financial timeseries (~450 million data series considered) and advanced machine learning models.
  • Primary Use: Powers global macro strategies, tactical asset allocation, currency hedging, bond positioning, equity sector rotation, stress testing, and client-facing insights.
Luccai
Data Matrix

Introduction

The Luccai Global Macro Matrix powers institutional-grade global macro strategies, including equity, hedge fund, and multi-asset portfolios. It equips wealth managers, banks, and institutional investors with a consistent, transparent framework for tactical asset allocation, currency hedging, bond positioning, and equity sector rotation.

Designed for seamless integration via API, cloud data feeds (AWS), and modular embedding, Luccai transforms complex macro data into clear, investable signals and portfolio tilts. It bridges traditional macro analysis with modern machine learning, helping investors navigate inflation, policy shifts, FX volatility, and economic cycles with greater confidence and precision.

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Portfolio Benefits

The Luccai Global Macro Matrix delivers a powerful edge to investors by providing daily-updated, forward-looking predictions for 28 key macroeconomic variables across 28 major economies, with 2- and 6-month horizons. It combines accurate valuations, central bank policy transmission scores, and technical indicators into actionable signals for bond positioning, currency hedging, equity sector rotation, and tactical allocation. With over 20 years of reliable history and advanced machine learning, it enhances risk management, supports robust scenario analysis, and enables personalized client insights — helping wealth managers and institutional investors improve performance, strengthen client engagement, and generate premium revenue through differentiated macro-driven strategies.

Role in the portfolio:

  • Superior Predictive Power: Daily refreshed 2- and 6-month forecasts for 28 variables across 28 countries, grounded in 24 years of history.
  • Actionable & Modular Datasets: Direct translation into portfolio tilts for bonds, currencies, equities, and commodities.
  • Central Bank Insights: Unique Policy Scores measuring monetary transmission effectiveness and policy impact on real economies.
  • Valuations & Technicals: Fair-value estimates and price-pattern indicators to identify over/undervalued opportunities.
  • Personalization at Scale: Enables tailored client dashboards, retirement planning tools, and macro-driven advisory services.
  • Risk & Scenario Management: Long-history data supports robust stress testing and what-if analysis for ALM and regulatory needs.
  • Technology-Ready: Cloud-based delivery (SFTP/REST API), ML explainability, and easy integration into digital platforms and agent-advisory systems.
  • Revenue & Differentiation: Helps wealth managers and banks offer premium, forward-looking macro insights to retail, HNW, and institutional clients.

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Important Disclosures

This communication is issued by Lucca LLC, 100 S.West Street, Suite 100 Wilmington, Delaware, 19801 USA. It is intended solely for general guidance and information purposes. It is not to be used or considered as financial or investment advice, a recommendation, an offer to sell, or a solicitation to buy any securities or other financial assets. This document is not an offer document. It should not be regarded as investment research or an objective or independent analysis of the matters contained herein, and it is not prepared in accordance with regulations governing investment analysis. The information in this report is obtained from various sources as of the report’s date. We have taken reasonable care to ensure that, and to the best of our knowledge, material information contained herein is accurate and free of omissions that could affect its understanding. All valuation estimates or other estimates presented are prepared by Lucca LLC from information obtained from third parties as part of the analytic service for the financial markets included in the report. These estimates are subject to risks, uncertainties, and other factors that may cause actual events to differ materially from any anticipated developments. We do not guarantee that the underlying forward-looking statements are error-free. Readers should not place undue reliance on forward-looking information, which depends on numerous factors, and must independently assess such projections. Lucca LLC does not make any representation or warranty, express or implied, regarding the accuracy or completeness of this report, and Lucca LLC will not have any liability to any other person resulting from your use of this report. There may have been changes affecting the companies since the date of this report. The issuance or delivery of this report does not imply that the information contained herein is accurate as of any date subsequent to the report’s date or that the market prospects have remained unchanged. Lucca LLC does not intend to, and does not assume any obligation to, update or correct the information in this report. This report does not consider any specific investment objectives, financial situations, or the particular needs of any individual. The contents of this report should not be construed as legal, business, investment, or tax advice. Each recipient should consult their legal, business, investment, and tax advisors for such advice. Investors should understand that statements regarding future prospects may not be realized, and that past performance is not necessarily indicative of future results. All investments mentioned in this report carry the risk of loss. The information contained herein may be subject to changes without prior notice. Lucca LLC accepts no liability, whether legal or financial, for any loss (direct or indirect) resulting from the understanding and/or use of this report or its content. This report is intended solely for the recipients and should not be copied or otherwise distributed, in whole or in part, to any other person.

This document is provided for information purposes only, it does not replace official documents. Refer directly to official fund documentation as no representation or warranty is made as to the accuracy or completeness of information in this publication. This publication is for your information only and is not intended as an offer, or a solicitation of an offer, to buy or sell any investment or other specific product. Certain services and products are subject to legal restrictions and cannot be offered worldwide on an unrestricted basis and/or may not be eligible for sale to all investors. All information and opinions expressed in this document were obtained from sources believed to be reliable and in good faith, but no representation or warranty, express or implied, is made as to its accuracy or completeness. All information and opinions as well as any prices indicated are currently as of the date of this report and are subject to change without notice. The analysis contained herein is based on numerous assumptions. Different assumptions could result in materially different results. Some investments may not be readily realizable since the market in the securities is illiquid and therefore valuing the investment and identifying the risk to which you are exposed may be difficult to quantify. Futures and options trading is considered risky. Past performance of an investment is no guarantee for its future performance. Some investments may be subject to sudden and large falls in value and on realization you may receive back less than you invested or may be required to pay more. Changes in foreign exchange rates may have an adverse effect on the price, value or income of an investment. CHF Capital SA expressly prohibits the distribution and transfer of this document to third parties for any reason. CHF Capital SA will not be liable for any claims or lawsuits from any third parties arising from the use or distribution of this document. This report is for distribution only under such circumstances as may be permitted by applicable law. The “Directives on the Independence of Financial Research”, issued by the Board of Directors of the Swiss Bankers Association (SBA) do not apply. These materials are confidential and intended solely for the information of the person to whom it has been delivered. Recipients may not reproduce or transmit this information, in whole or in part, to third parties. This document may not be distributed in countries where such distribution would constitute a violation of applicable laws or regulations. This document does not constitute an offer of securities. Such an offer will only be made by means of a confidential offering memorandum.

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