OECD CLI Diffusion Index × Global Equity Indices

Signal Explorer · Monthly, 1955–2026 · DI shifted +14 days

OECD CLI Diffusion Index visualizer is a simple tool showing strategy results for different thresholds for the OECD CLI Diffusion Index (DI) cutoff value used in the Global Growth Cycle model.
Use slider below next to the lower chart to experiment with other values. Use the market selector at the top to switch between S&P 500, DAX, CAC 40, All Ordinaries, Nikkei 225, WIG and HSI.
The default value is 0.5 (step is 0.05). Grey line is buy & hold. Green is long only when DI above threshold. Red line is long otherwise.

S&P 500 (USA) — Equity Curves (log scale)
CAGR
OECD CLI Diffusion Index
0.50
Strategy Metrics
● Buy & Hold
● Long when DI > 0.50
● Long when DI ≤ 0.50
DI = fraction of OECD CLI countries with rising momentum.
Signal delayed 14 days to avoid look-ahead bias.
Resampled to monthly after daily DI alignment.
Equity curves: fully invested or cash (0%) each month.
Created:
Made with Claude Opus 4.6 model