About
Michael Davis — Wilmington, NC
Markets and economics researcher. I build live indicator systems, test them against history, and publish what the data rejects.
TASLOS — The Aggregate Stress & Liquidity Observation System.
Taslos is my research system: a suite of valuation, recession-timing, financial-stress, and concentration indicators, a tripwire board, and a private-credit cascade watch. It runs every market day, keeps a timestamped transitions log, and separates fragility (how much damage a trigger could do) from timing (whether a turn is starting), because blending the two destroys the information in each.
Background: 15+ years in operations management and entrepreneurship, now building research and software systems full-time. The through-line is the same discipline in both careers: measure what matters, state the limits, verify before claiming.
Target roles
Investment research product · Macro / market research · Fintech data product · Research analyst
Selected work
The Seven — the indicator suite: three fragility gauges, three timing gauges, and the CDG cross-default gauge, each published with its backtest, false positives, and claim ceiling.
Tripwire board — monitored wires across recession timing, credit, market breadth, leverage, and household stress, with a public transitions log.
Private-credit cascade watch — daily signposts for private-credit stress: Fitch and KBRA default monitors, BDC drawdowns, and cascade stages.
The Taslos Brief — a free Friday email interpreting the week’s readings in plain English, with a daily paid edition now live. The readings themselves stay free.
Contact via LinkedIn/GitHub.
Research, not investment advice.