Growth‑Rate‑Cycle Classification (Four‑Phase Model)
(No reference to Ellis, but fully aligned with the methodology you use.)
The cycle is classified using year‑over‑year growth rates of key indicators:
- Labour market: US.NFP, US.UNEM
- Production: US.IPI
- Demand: Housing + mortgage approvals
- Liquidity: M4G, policy rates
- Inflation: CPI, PPI
- Markets: S&P 500, FTSE 100
1. Acceleration Phase
Characteristics:
- NFP growth rising
- IPI growth rising
- Housing and mortgage approvals improving
- Money supply growth stabilising or rising
- Equity indices trending upward
- Inflation stable or falling
Interpretation: Early‑cycle expansion; strongest forward returns.
2. Peak Growth Phase
Characteristics:
- NFP still strong but slowing
- IPI growth flattening
- Housing momentum topping
- Inflation rising
- Policy tightening begins
- Equity markets show divergence (breadth weakens)
Interpretation: Late‑cycle overheating; risk of reversal increases.
3. Deceleration Phase
Characteristics:
- NFP slowing sharply
- Unemployment bottoming then rising
- IPI contracting
- Housing and mortgage approvals falling
- Money supply growth weakening
- Equity markets rolling over
- Inflation peaking
Interpretation: Cycle downturn; recession risk elevated.
4. Trough / Early Recovery Phase
Characteristics:
- NFP stabilising at low levels
- IPI bottoming
- Housing stabilising
- Policy easing begins
- Money supply growth turning up
- Equity markets bottoming and beginning to lead
Interpretation: Transition to recovery; best forward returns