090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
158 datasets
US Trade-Price Signals (derived)
Monthly US trade-price signals derived from FRED: BLS import and export price indices for all commodities plus the China-origin import price index, with 1-month and year-on-year percent changes, 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the terms of trade (export/import prices) and the China-vs-world import price trend spread. 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 survey: U.S. Bureau of Labor Statistics, International Price Program.
US Treasury Yield-Curve Signals (derived)
Daily US Treasury constant-maturity yield-curve signals from the Fed H.15 release (FRED DGS series, 11 tenors from 1-month to 30-year): per-tenor 3-month momentum, year-on-year change, 30-day volatility, 3-sigma anomaly flags, naive-drift forecasts, and 5-year level z-scores, plus cross-tenor curve gauges — 10Y-3M, 10Y-2Y, 2Y-3M, 5Y-2Y, 30Y-5Y spreads, 10Y-3M and 10Y-2Y inversion flags, and 3-month curve steepening. The term-structure-shape lens on US rates — complementing bond-signals (credit spreads and breakeven inflation) with the recession-warning curve dynamics. All rows normalized to country_code USA. Raw series: U.S. Department of the Treasury via FRED.
US Treasury Fiscal-Pulse Signals (derived)
High-frequency US federal fiscal signals from the Treasury Bureau of the Fiscal Service: daily debt velocity (debt-to-the-penny since 1993), the trailing-12-month deficit from Monthly Treasury Statements (nets out the fiscal-year sawtooth), the debt-held-by-public share, and the average interest rate on all interest-bearing debt with its 1-year repricing change. 30-period change volatility, 3-sigma shock flags, drift forecasts and a 12-period baseline. The daily/monthly companion to the quarterly FRED fiscal set. Public-domain US federal data.
Trimmed-Mean Inflation Signals (derived)
Monthly underlying-inflation signals from the Dallas Fed trimmed-mean PCE rate (redistributed by FRED, 1977-01 ->): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-series ranks, the trimmed-mean-vs-headline and trimmed-mean-vs-core PCE spreads, and above-target (>2%) / high-underlying (>3%) regime flags. 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 Dallas, U.S. Bureau of Economic Analysis.
UK Mortgage & Pass-Through Signals (derived)
Signals derived from the Bank of England's Statistical Interactive Database: 30-period annualized volatility of monthly rate changes, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the bank-rate-to-mortgage pass-through spread (quoted 2-year fixed 75% LTV mortgage minus Bank Rate). Covers IUMBV34 (quoted 2-yr fixed mortgage rate), IUDBEDR (official Bank Rate) and IUDSOIA (SONIA overnight average; daily series aggregated to monthly averages). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
UK Price Heat Signals (derived)
Monthly ML-enriched UK inflation signals derived from ONS CPIH by-category indices (12 COICOP divisions, 1988 -> present): per-category year-over-year inflation with 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags versus a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-category volatility rank, plus a UK-wide inflation-breadth gauge (share of divisions running above 3% YoY). Raw data: Office for National Statistics (Open Government Licence v3.0). Every row is country_code GBR and joins cleanly with UK macro datasets.
US Equity Valuation Signals (derived)
Monthly U.S. equity valuation signals from Robert Shiller's long-run stock-market dataset (1871 ->, keyless): the CAPE ratio and excess CAPE yield with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a 20-year CAPE z-score valuation-regime gauge, over/undervalued flags, a >30 high-valuation flag, and an excess-yield-vs-bonds z-score. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw data: Robert J. Shiller
US Fuel-Price Signals (derived)
Monthly retail fuel-price signals derived from EIA data via FRED (regular gasoline and on-highway diesel, $/gal): month-on-month and year-on-year changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, drift forecasts, per-month cross-series volatility ranks, the gasoline-diesel spread with a 3-year z-score, and pump-shock (>+15% in 3 months) and expensive (>$4/gal) flags. The US-side companion to the Canada fuel signals and the retail-price complement to wholesale crude. Country codes normalized to ISO alpha-3 (USA). Raw data: US Energy Information Administration via FRED.
US Funding-Stress Signals (derived)
Daily US money-market funding-stress signals: TED spread (TEDRATE), the Secured Overnight Financing Rate (SOFR), and the Interest Rate on Reserve Balances (IORB), 2018 ->, with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 21-day naive-drift forecasts, SOFR-above-IORB funding-pressure flags, 5-year spread z-scores, and elevated / severe stress-regime flags. The overnight-funding lens on financial stress — the policy-transmission mechanics behind the composite indices. Companion to us-financial-stress-index-signals (STLFSI4/NFCI composites). All rows normalized to country_code USA. Raw series: Federal Reserve / Federal Reserve Bank of New York via FRED.
US Natural-Gas Market Signals (derived)
Daily US natural-gas market signals from the EIA Henry Hub spot price (FRED DHHNGSP, 1997 ->, $/MMBtu): 90-day momentum, year-on-year change, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, price-spike day flags, an elevated-price ($5+) flag, a 5-year z-score, and a heating-season flag. The natural-gas companion to us-fuel-price-signals (pump prices) — gas moves on weather, storage, and LNG exports, with some of the sharpest spikes of any commodity. All rows normalized to country_code USA. Raw series: U.S. Energy Information Administration via FRED.
US Coastal Sea-Level Signals (derived)
Monthly coastal sea-level signals from eight long-record NOAA CO-OPS tide gauges (The Battery, Atlantic City, Charleston, Mayport, Key West, San Francisco, Port Orford, Juneau): monthly mean sea level with 3-month and 12-month changes, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, trailing-10-year rise trends (mm/year), rise-acceleration flags, record-high flags, and fast-rise flags. The observed coastal sea-level lens on climate change — the ocean-surface consequence to co2-growth (driver) and city-climate-stress (heat). All rows normalized to country_code USA. Raw data: NOAA CO-OPS (keyless, public domain).
US Dollar Strength Signals (derived)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. 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 from the Board of Governors of the Federal Reserve System.
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