Layer 1

2x2 Capital Regime

May 2003 – Jun 2026

The Capital Regime Matrix is a legibility instrument, not a forecasting model. It compresses the complex monetary and financial conditions observed in Layer 0 into two economically distinct state variables—Required Return (Rm) and Capital Availability—to identify the prevailing conditions under which capital allocation decisions are made. The matrix does not predict those decisions; they belong to the Layer 2, The Innovation Economy.

X-axis · horizontalLOW −  →  + HIGH
Required Market Return (Rm)
DGS10 + ERP  ·  expected total return on the broad public market (e.g. S&P 500)

The absolute floor of the asset-pricing hierarchy that drives Layer 2 capital-allocation decisions. Rm dictates the discount rate and what the exit multiple has to look like in the public markets—the IPO window—down the road.

Required Market Return (Rm) = risk-free base + equity risk premium
E[Rm] vs DGS10 · gap = ERP · monthly · trailing E/P + expected inflation (not CAPE)
E[Rm] — the Rm axis (expected market return) DGS10 — risk-free base gap = ERP
Reads off the chart: Rm is the risk-free base (DGS10) plus the equity risk premium — the shaded gap. The two move together most of the time and pull apart when the premium widens or compresses.
Today: a low hurdle built on a thin cushion — the premium is compressed to 1.76% (well under its ~3.3% 2000–26 average) even as the base sits near 4.4%.
Basis: trailing earnings, not CAPE — so this E[Rm] equals the matrix's X-coordinate exactly (the CAPE-based ERP is the separate Q4 gauge).
Y-axis · verticalLOW −  →  + HIGH
Capital Availability (CA)
system liquidity impulse  +  bank credit-transmission gate

The marginal capacity of the financial system to fund new risk-bearing commitments—the quantity of financing available after monetary liquidity passes through intermediary balance sheets and bank credit-supply conditions. Unlike Rm, which sets the required return and the price of capital, Capital Availability determines whether capital can actually be supplied at that price.

Capital Availability (CA) = liquidity impulse + credit gate
Scaled composite · monthly · CA = 0 is the abundant / scarce boundary · shocks shown in place
CA composite (the Y-axis) liquidity contribution credit-gate contribution
Reads off the chart: CA crosses zero when financing capacity flips between abundant and scarce. The 2020 pandemic flood is the extreme + spike; the 2008–09 and 2022 drains are the deep troughs.
Why the swings grow after 2020: the credit gate (grey) is a slow floor; the liquidity impulse (blue) does almost all the moving — so post-2020 CA is liquidity-led. That is the A1 finding, visible.
As-of: plotted through 2026-06 to match the matrix (its X-axis is gated by trailing earnings). CA is computable a few months beyond; we stop here so the timeline and the matrix share one as-of.
Layer 1 → Layer 2 firewall

The axes are constructed exclusively from upstream capital conditions. Downstream Layer 2 data are withheld from construction and used as an external validity test: not to determine what the matrix should say, but to test whether the conditions it identifies have economically coherent consequences.

Regime-Era
Y Scale
YOU ARE HERE
Capacity-Constrained
2026-06 · Fiscal Dominance
REQUIRED RETURN  Rm
6.20%
below the 7.15% pre-2020 median → low hurdle
CAPITAL AVAILABILITY  CA
−0.42
below neutral → scarce side of the gate
RECENT PATH  6 MO
Permissive → Capacity squeeze
Capital Availability has been volatile around neutral since January (three crossings), ending below neutral in June — Capacity-Constrained.
Regime-Era · monthly history 2003–2026
Read the bright dot first — where capital-formation conditions sit now — then the faint cloud, which is how they have moved since 2003.
Boundaries: Rm 7.15% is the pre-2020 median; CA 0 is the abundant / scarce line. Quadrant names describe the restrictiveness of capital formation, not the attractiveness or safety of investing — a permissive reading is not a buy signal.
Scale: the core-range view pins ~17 shock months (chiefly the 2020 flood) to the ±4 edge — clipped, not transformed; toggle Full range to see them in place.
Coverage: Capital Availability begins 2003 (its liquidity source starts then), so the trajectory can’t open at the dot-com bust.
Layer 1 · 2x2 Capital Regime End of Layer 1