Economic Indicators

As of: 2026-04-10  | Technical lookback: 7 months (from 2025-09-22)  | Macro lookback: 7 years (from 2019-04-12)

Sources: Financial Modeling Prep API + FRED (St. Louis Fed). Charts rendered as interactive Plotly.js figures.

Macro Snapshot

Current readings for the key inputs to the regime-conditioned GBM simulation. VIX and NFCI condition market volatility (σ_m); HY OAS conditions the market risk premium (λ_MRP) and correlation stress factor (ρ_ij); 2s10s anchors the risk-free rate (r_f) regime.

Macroeconomic Indicators

Treasury Rates & Yield Curve

Market Indicators

Volatility

Equity Indices

Cross-Asset

Derived Ratios

Energy Indicators

Energy Price Levels

Energy Derived Ratios

Sector Performance

Lookback Returns

Methodology & Sources

Data sourced from Financial Modeling Prep (FMP) API and FRED (St. Louis Fed).

Macro Snapshot

Reads pre-fetched regime indicator parquet files from S3 (populated by update_data.py regime). Indicators are mapped to GBM parameters:

• VIX and NFCI — market volatility (σ_m = w6·VIX_norm + w7·σ_realized + w8·ΔNFCI)
• HY OAS — market risk premium λ_MRP and correlation stress factor ρ_ij
• Fed Funds / 2s10s / 3m10y — risk-free rate r_f regime and term structure
• Recession Probability — regime classification context
• 5Y Breakeven Inflation — inflation expectation anchor

Stat card colors: green = low stress / normal, amber = moderate, orange = elevated, red = stress.

Macro Economic Indicators

Fetched via /stable/economic-indicators with a 7-year lookback. Includes GDP, unemployment, CPI, Federal Funds Rate, retail sales, housing starts, trade balance, consumer sentiment, and US recession probabilities.

Treasury Rates & Yield Curve

Fetched via /stable/treasury-rates. Yield curve snapshot shows all maturities at the most recent available date. Spread indicators:

• 2s10s: 10-year minus 2-year Treasury yield — classic recession signal when negative.
• 3m10y: 10-year minus 3-month Treasury yield — Fed-watched spread.

Market Indicators

Equity indices, gold, and bitcoin fetched via FMP /stable/historical-price-eod/light. CBOE volatility indices (VIX3M, VVIX, SKEW) sourced from the CBOE public CDN (free, no authentication required). US Dollar Index (DTWEXBGS — Nominal Broad U.S. Dollar Index), WTI Crude Oil (DCOILWTICO), and Copper (PCOPPUSDM, monthly, converted to USD/lb) sourced from FRED.

Derived Ratios

• Copper/Gold: Industrial demand vs. safe-haven demand — rises in risk-on regimes.
• Small/Large: Russell 2000 / S&P 500 — small-cap outperformance signals domestic cyclical strength.
• Growth/Value: VUG / VTV — growth vs. value factor rotation.
• VIX Slope: VIX3M − VIX — positive = normal contango; negative = stress/backwardation.

Energy Indicators

Energy data sourced from FRED and the U.S. Energy Information Administration (EIA) API, pre-computed by update_data.py regime and stored in S3 (data/regime/energy/).

• WTI Real Price: FRED WTISPLC (monthly splice, 1946+) deflated by CPIAUCSL and rebased to 2015 dollars.
• Henry Hub Natural Gas: FRED MHHNGSP (monthly, 1997+). Available for the Central Bank Era only.
• US Retail Electricity Price: EIA ELEC.PRICE.US-ALL.A (annual, 1960+), forward-filled monthly.
• Energy Consumption YoY: EIA TETCBUS total US consumption (monthly, 1973+) expressed as 12-month percentage change.
• Oil/Gold Ratio: Nominal WTI / London AM gold fix — rises in risk-on, commodity-driven regimes.
• Oil/Gas Ratio: Real WTI / Henry Hub — measures oil premium over natural gas; available for the Central Bank Era only.

Sector Performance

Fetched via /stable/historical-sector-performance for 11 GICS sectors. Cumulative returns computed from the start of the lookback window (Base = 100).