090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
FRED (St. Louis Fed)
Output & Business-Cycle Signals (derived)
Signals derived from FRED's US output and business-cycle series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the NBER recession-month streak counter. Covers INDPRO (industrial production index), TCU (capacity utilization), DGORDER (manufacturers' durable goods orders) and USREC (NBER recession indicator). 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).
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