US national activity signals (CFNAI business-cycle gauges, recession flags)
Monthly signals derived from the Chicago Fed National Activity Index (redistributed by FRED, 1967-03 ->): 30-month change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, the Chicago Fed's 3-month moving-average business-cycle gauge, recession and expansion flags at the Chicago Fed's +/-0.70 thresholds, and a 5-year activity-regime z-score. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: Federal Reserve Bank of Chicago.
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; underlying data: Federal Reserve Bank of Chicago; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID (CFNAI — Chicago Fed National Activity Index); the ID resolves to the series page at https://fred.stlouisfed.org/series/CFNAI. |
| series_label | string | Official FRED series title as published for the series (Federal Reserve Bank of Chicago National Activity Index). |
| value | float | Chicago Fed National Activity Index value, monthly, not seasonally adjusted; a zero value indicates the national economy is expanding at its historical trend rate, negative values below-trend growth and positive values above-trend growth. |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| cfnai_ma3 | float | |
| recession_flag | integer | |
| expansion_flag | integer | |
| cfnai_z_5y | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | cfnai_ma3 | recession_flag | expansion_flag | cfnai_z_5y |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1967-03-01 | United States | USA | CFNAI | Chicago Fed National Activity Index | -0.35 | — | — | 0 | — | — | 0 | 0 | — |
| 1967-04-01 | United States | USA | CFNAI | Chicago Fed National Activity Index | 0 | — | — | 0 | — | — | 0 | 0 | — |
| 1967-05-01 | United States | USA | CFNAI | Chicago Fed National Activity Index | -0.56 | — | — | 0 | — | -0.30333333333333334 | 0 | 0 | — |
| 1967-06-01 | United States | USA | CFNAI | Chicago Fed National Activity Index | 0.03 | — | 0.38 | 0 | — | -0.17666666666666667 | 0 | 0 | — |
| 1967-07-01 | United States | USA | CFNAI | Chicago Fed National Activity Index | -0.32 | — | -0.32 | 0 | — | -0.2833333333333334 | 0 | 0 | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/cfnai_signals/us_national_activity_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/cfnai_signals/us_national_activity_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/cfnai_signals/us_national_activity_signals
Tip: fetch /llms.txt for the full machine-readable catalog.