US equity market signals (index momentum, volatility, drawdowns, VIX regime)
Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. 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).
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; 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, e.g. SP500, DJIA, NASDAQCOM, VIXCLS; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value as published by FRED for this series (index levels for SP500, DJIA and NASDAQCOM; index points for VIXCLS); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| drawdown_1y | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| vix_z_1y | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | drawdown_1y | anomaly_flag | forecast_1m | rank | vix_z_1y |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1971-02-05 | United States | USA | NASDAQCOM | NASDAQ Composite | 100 | — | — | 0 | 0 | — | — | — |
| 1971-02-08 | United States | USA | NASDAQCOM | NASDAQ Composite | 100.84 | — | — | 0 | 0 | — | — | — |
| 1971-02-09 | United States | USA | NASDAQCOM | NASDAQ Composite | 100.76 | — | — | -0.07933359777865245 | 0 | — | — | — |
| 1971-02-10 | United States | USA | NASDAQCOM | NASDAQ Composite | 100.69 | — | — | -0.14875049583499278 | 0 | — | — | — |
| 1971-02-11 | United States | USA | NASDAQCOM | NASDAQ Composite | 101.45 | — | — | 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/equity_signals/us_equity_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/equity_signals/us_equity_market_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/equity_signals/us_equity_market_signals
Tip: fetch /llms.txt for the full machine-readable catalog.