Data Sources
53 feeds, each with a live health light. 0 manual.
44 Live 0 Delayed 9 Proxy 0 Stale 0 Off
rates
2Y UST yieldFRED · DGS2
10Y UST yieldFRED · DGS10
30Y UST yieldFRED · DGS30
10Y real (TIPS)FRED · DFII10
Curve 10Y-2YFRED · T10Y2Y
Curve 10Y-3MFRED · T10Y3M
Rate restrictiveness · Restrictiveness proxy, not r*Proxy · restrictiveness
Term premium · Term premium proxy, not ACMProxy · term_premium
credit
HY OASFRED · BAMLH0A0HYM2
IG OASFRED · BAMLC0A0CM
HY−IG OASDerived · hy_minus_ig
EM corp OASFRED · BAMLEMCBPIOAS
liquidity
Fed balance sheetFRED · WALCL
Bank reservesFRED · WRESBAL
Reverse repo (RRP)FRED · RRPONTSYD
fx
DXY (synthetic) · Rebuilt from 6 FRED FX legsSynthetic · FRED FX basket
Broad USD indexFRED · DTWEXBGS
USDJPYFRED · DEXJPUS
volatility
VIXFRED · VIXCLS
VXN (Nasdaq vol)FRED · VXNCLS
OVX (oil vol)FRED · OVXCLS
Rates vol · Rates Vol Proxy, not MOVEProxy · rates_vol
commodity
WTI crudeFRED · DCOILWTICO
Commodity pressure · Commodity Pressure Basket, not CRBProxy · commodity_basket
Copper/Gold · Auto ratio; copper-only if gold unavailableProxy · copper_gold
growth
Growth pulse · Growth Pulse Proxy, not ISMProxy · growth_pulse
Jobless claimsFRED · ICSA
GDP nowcastFRED · GDPNOW
UnemploymentFRED · UNRATE
Real retail salesFRED · RRSFS
inflation
CPI YoYDerived · cpi_yoy
Core PCE YoYDerived · pce_yoy
5y5y inflation expFRED · T5YIFR
10y breakevenFRED · T10YIE
equity
S&P 500FRED · SP500
Nasdaq CompositeFRED · NASDAQCOM
Trend regime vote · TSM majority vote, 12 lookbacks (21-252d)Proxy · trend_vote
leading
Financial conditions (NFCI)FRED · NFCI
Financial stress (St. Louis Fed)FRED · STLFSI4
Sahm recession signalFRED · SAHMREALTIME
valuation
Shiller CAPEmultpl.com
S&P earnings yieldDerived · earnings_yield
ERP gap (10Y−EY)Derived · erp_gap
vulnerability
Public debt / GDPFRED · GFDEGDQ188S
Household debt / GDPFRED · HDTGPDUSQ163N
Debt service ratioFRED · TDSP
30Y mortgage rateFRED · MORTGAGE30US
Mortgage delinquencyFRED · DRSFRMACBS
Building permitsFRED · PERMIT
Months' supplyFRED · MSACSR
Housing affordabilityFRED · FIXHAI
breadth
Breadth proxy · RSP/SPY, IWM/SPY, HYG/IEF ratiosETF ratio · RSP/SPY
sentiment
Market-implied sentiment · Cboe put/call + VIX percentileProxy · sentiment
Light legend
Live: real-time feed Delayed: slightly old Proxy: free stand-in, labeled Stale: last good value Off: dark today, weighted to zero