090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
128 datasets
US State Personal-Income Signals (derived)
Quarterly US state personal-income signals from BEA total personal income (FRED <USPS>OTOT series, 49 states + DC — North Carolina excluded, FRED's NCOTOT is corrupted — 1948-Q1 ->): year-on-year growth, quarter-on-quarter change, 4-quarter volatility, 3-sigma anomaly flags, naive-drift forecasts, 5-year growth z-scores, per-quarter growth ranks, each state's share of US personal income, outperform-vs-US and contraction flags. The income lens on US regions — what households actually receive — complementing state-gdp-signals (output), state-labor-signals (unemployment), and state-cycle-signals (coincident index). The US benchmark is the sum of the 50 included state series each quarter (North Carolina excluded — FRED's NCOTOT is corrupted). All rows normalized to country_code USA. Raw series: U.S. Bureau of Economic Analysis via FRED.
US State Unemployment Signals (derived)
Value-added regional labor signals derived from FRED's free BLS state unemployment-rate series: all 50 states plus the District of Columbia, monthly seasonally adjusted. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y rate z-score, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-state volatility rank, and the cross-state unemployment dispersion gauge (regional labor-market divergence). All computation is local pandas/numpy; no paid models or APIs.
US State Wage-Growth Signals (derived)
US state-level average hourly earnings signals (BLS via FRED, 50 states + DC, monthly 2007 ->): 12-month wage growth, 3-month momentum, 30-period change volatility, 3-sigma shock flags, drift forecasts, 5-year pay-pressure z-scores, the state-vs-US growth gap and cross-state growth ranks. The regional pay-pressure lens: where wages run hot or cold across the country. BLS data via FRED (free, keyless-by-reuse of the existing FRED key).
Sticky vs Flexible Inflation Signals (derived)
Monthly signals derived from the Atlanta Fed's sticky-price and flexible-price CPI series (redistributed by FRED, 1968 ->; both series are published as 12-month percent changes): 30-month annualized point-change volatility, 3-month point-change momentum, the 12-month percent change itself, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the sticky-minus-flexible spread (pp — the underlying-inflation gauge) and a 10-year sticky-inflation z-score (the persistence-regime gauge). 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 Atlanta.
Global Terms-of-Trade Signals (derived)
Annual terms-of-trade signals derived from the IMF DataMapper (terms-of-trade index, 2010 = 100, 47 Sub-Saharan African economies, 2004 ->): 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-year forecasts, per-year cross-country volatility ranks, 10-year index z-scores, 5-year percent shifts, and sustained improvement / deterioration / shock-year flags. The global price-competitiveness companion to the trade-flow signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Treasury Foreign-Holdings Signals (derived)
Monthly signals derived from the US Treasury's TIC portfolio-holdings data (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-holder volatility rank, the 12-month buying/selling flow gauge (millions of dollars) and each holder's share of total foreign holdings (the concentration gauge). Covers all-foreign holdings plus Japan, China and Canada. Rows are normalized by holder country_code (WLD/JPN/CHN/CAN) so they join cleanly with cross-country data. Underlying data: U.S. Department of the Treasury, Treasury International Capital.
Trade Balance Signals (derived)
Signals derived from FRED's US international-trade series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change (balance series cross zero, so YoY is a level change, not a percent), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a monthly trade-deficit tracker (positive = deficit) mapped onto every row's month. Covers BOPGSTB (monthly trade balance, goods & services), EXPGS/IMPGS (quarterly real exports/imports of goods & services) and NETEXP (quarterly real net exports). 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 U.S. Census Bureau and the Bureau of Economic Analysis.
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 Debt Milestone Intelligence (derived)
Trillion-milestone intelligence for U.S. federal debt from the official keyless Treasury FiscalData API (daily debt-to-the-penny, 1993-04-01 to present). For every $1T milestone of Total Public Debt Outstanding fully observed in the series ($5T..$40T): the exact first-crossing date, debt level and public vs intragovernmental split at the crossing, fiscal year, trailing-365-day YoY growth, and trillion-velocity — days_to_next_milestone (how long that trillion took to accumulate) with gap_change_vs_prior_pct (negative = debt accelerating). The latest crossed milestone carries an open gap measured to the latest observation. The pending $41T row adds a documented trailing-90-day run-rate projection (est_days_remaining, projected_crossing_date). Units: USD for amounts, percent for shares/rates, days for gaps. Caveats: nominal dollars (not inflation-adjusted); crossing levels can overshoot round trillions on discrete issuance days; $1T..$4T excluded (predate the series); projection is a linear extrapolation, not a forecast. Primary key: milestone_usd_t. Cadence: weekly.
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.
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