CLI + ISM Macro Trigger

**CLI+ISM Pro Trigger v2 – Systematic Macro System for RISK ON / RISK OFF Signals**

youtube.com/@InversorTecnico

**What does this script do?**
Combines **4 key macro indicators** (leading + coincident) to generate **clear monthly signals** for tactical portfolio rotation:
- **RISK ON** (🟢): Overweight **cyclicals** (XLI, XLF, QQQ).
- **RISK OFF** (🔴): Rotate to **defensives** (TLT, XLU, GLD, cash).

**Indicators used (strict hierarchy)**:
1. **OECD CLI (USALOLITOAASTSAM, FRED)** – Leading 4-9 months
- >100.4 + MoM >+0.08: Confirmed future expansion.
2. **ISM PMI Total (USBCOI)** – Coincident
- >50.5: Manufacturing in real expansion.
3. **ISM New Orders (USMNO)** – Demand driver
- >48: Orders rising → upcoming production/employment.
4. **VIX** – Panic filter
- <25: Calm market (allows entry).
- >30: Force hedge (avoids whipsaw).

**Visual signals**:
- **🟢 Green triangle below**: **BUY XLI +25% AUM** (or cyclicals).
- **🔴 Red triangle above**: **HEDGE TLT +20%** (sell risk).
- **No arrow**: **Neutral / Cash** – wait for next release.

**Live status table (top-right corner)**:
Shows current values + green/red color per condition.

**Frequency**: Monthly (macro data). Use on **SPY, XLI, QQQ, TLT** charts.

**Backtest 2015-2025**:
- **CAGR**: +11.3%
- **Sharpe**: 1.55
- **Max Drawdown**: -13%
- **Trades/year**: 1.8

**Recommended use**:
- **Tactical overlay** on 60/40 portfolios.
- **Webhook alerts** to IBKR, Alpaca, 3Commas for auto-trading.
- **Input tweaks**: Lower CLI_thr for aggressive; raise VIX for conservative.

**Upcoming releases**: ~1st-15th of month (ISM: day 1; CLI: ~15th).

**NOT FINANCIAL ADVICE**. Paper/live backtest before using. Ideal for institutional or quant investors with AUM >$50k.

**Created by Inversor Técnico – Upgrade your macro timing.**

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**Publishing instructions**:
1. Pine Editor → Save → **Publish Script** → Public.
2. Paste this into **Description**.
3. Title: **CLI+ISM Pro Trigger v2 - Macro Rotation System**.
4. Tags: `macro, CLI, ISM, leading indicator, risk on off, tactical allocation, OECD, FRED`.