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WRESBAL ROC Oscillator (Clean)
This indicator tracks the rate of change in Federal Reserve reserve balances (WRESBAL) to visualize shifts in systemic liquidity. It measures how quickly reserves are expanding or contracting over a chosen lookback window (default 26 weeks), then smooths the result to highlight durable macro trends rather than short-term noise.
Green = expanding reserves → liquidity easing → risk-asset support
Red = contracting reserves → liquidity tightening → headwind for risk assets
The oscillator is designed for macro context rather than short-term trading. It correlates strongly with major equity and credit cycles, often leading inflection points in the S&P 500 and Nasdaq by several weeks.
Use it to identify transitions between QE (quantitative easing) and QT (quantitative tightening) regimes and to gauge the liquidity environment driving broad market behavior.
Green = expanding reserves → liquidity easing → risk-asset support
Red = contracting reserves → liquidity tightening → headwind for risk assets
The oscillator is designed for macro context rather than short-term trading. It correlates strongly with major equity and credit cycles, often leading inflection points in the S&P 500 and Nasdaq by several weeks.
Use it to identify transitions between QE (quantitative easing) and QT (quantitative tightening) regimes and to gauge the liquidity environment driving broad market behavior.
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保護スクリプト
このスクリプトのソースコードは非公開で投稿されています。 ただし、制限なく自由に使用できます – 詳細はこちらでご確認ください。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。