A framework I built for thinking about macro risk (and why most days are BENIGN)

I’ve been working on a framework/tool to think about macro risk more systematically instead of reacting to headlines especially in turbulent times like this

The core idea is:
• Define 6 rules (credit stress, yield curve + labor, petro‑FX, PMI vs earnings, EM contagion, oil shocks).
• Convert them into a single Macro Risk Score (0–100) and a posture tier (HOLD / TRIM / DEFEND / MAX DEFEND).
• Spend most of the time in BENIGN, only escalate when multiple rules fire together.

Over a 4‑year backtest (2022–2026) the score:
• stayed BENIGN most of the time
• moved into DEFEND/MAX DEFEND around major stress episodes
• then reset to BENIGN instead of staying elevated.

I’ve turned this into a Telegram bot that posts a daily card (score, regime, posture) plus historical analogues like “today looks 70% like 2019 repo stress” to give some intuition.

My question for the sub:
• Would you actually use a macro “posture” signal like this?
• How would you integrate it? Only for de‑risking? For sizing? Or ignore macro entirely?

(Mods: happy to remove if this crosses the line into self‑promo. I’m mainly looking for feedback on the framework)