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US labor market signals (Sahm-rule recession indicator, claims anomalies, momentum, forecasts)

Daily-row labor-market signals derived from FRED's US labor series: the Sahm-rule recession indicator on the unemployment rate (trigger flag + consecutive-month streak), 30-period annualized volatility of changes, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the 4-week moving average on weekly jobless claims. Covers UNRATE (monthly unemployment rate), PAYEMS (monthly nonfarm payrolls), ICSA (weekly initial claims, seasonally adjusted) and CCSA (weekly continued claims, seasonally adjusted). 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).

Source: Labor Market Signals (derived)8,224 rowsUpdated: 9/22/2026
laborunemploymentjobless-claimssahm-rulerecessionvolatilitymomentumanomaly-detectionforecastingsignalsfred

Quality

97.3

Attribution

Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)

Schema

ColumnTypeDescription
datestringObservation date (FRED API field date; YYYY-MM-DD).
countrystring
country_codestring
series_idstringFRED series ID, e.g. UNRATE, PAYEMS, ICSA, CCSA; resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_labelstringOfficial FRED series title as published for the series.
valuefloatObservation value as published by FRED for this series (unemployment rate in percent; nonfarm payrolls in thousands of persons; jobless claims in persons); see the series notes for methodology and revisions.
volatility_30dfloat
momentum_3mfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
sahm_rulefloat
sahm_triggerinteger
sahm_streakinteger
ma_4wfloat

Sample rows

datecountrycountry_codeseries_idseries_labelvaluevolatility_30dmomentum_3manomaly_flagforecast_1mranksahm_rulesahm_triggersahm_streakma_4w
1939-01-01United StatesUSAPAYEMSAll Employees, Total Nonfarm29923000
1939-02-01United StatesUSAPAYEMSAll Employees, Total Nonfarm30100000
1939-03-01United StatesUSAPAYEMSAll Employees, Total Nonfarm30280000
1939-04-01United StatesUSAPAYEMSAll Employees, Total Nonfarm30094171000
1939-05-01United StatesUSAPAYEMSAll Employees, Total Nonfarm30299199000

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/labor_signals/us_labor_market_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/labor_signals/us_labor_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/labor_signals/us_labor_market_signals

Tip: fetch /llms.txt for the full machine-readable catalog.