090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
14 datasets
Bond Market Signals (derived)
Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted 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).
National Activity Signals (derived)
Monthly signals derived from the Chicago Fed National Activity Index (redistributed by FRED, 1967-03 ->): 30-month change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, the Chicago Fed's 3-month moving-average business-cycle gauge, recession and expansion flags at the Chicago Fed's +/-0.70 thresholds, and a 5-year activity-regime z-score. 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 Chicago.
Business & Consumer Confidence Signals (derived)
Monthly economic-sentiment signals derived from the OECD's standardised business and consumer confidence indicators (amplitude adjusted, long-term average = 100; 56 countries and aggregates): 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 business-minus-consumer confidence gap (the demand-mismatch gauge), consecutive-months-below-100 pessimism streaks and 24-month sentiment z-scores. All rows carry canonical country_code so they join cleanly with other macro datasets. Derived keyless from the local raw oecd_cli catalog snapshots; underlying data: OECD (commercial re-use requires prior permission).
Federal Reserve Bank of Dallas
Weekly US macro pulse from the Dallas Fed's Weekly Economic Index (keyless official workbook, 2008 to present): the WEI — the common component of ten daily/weekly consumer, labor and production series, scaled to four-quarter GDP growth — with trailing 4- and 13-week moving averages, week-over-week / 4-week / 13-week momentum, a trailing-52-week z-score, documented growth-regime labels (contraction / below-trend / trend / above-trend on the GDP-growth scale), contraction, above-trend and rapid-heating/cooling flags, and a contraction-episode streak counter. An online shop joins orders to week_ending for demand-regime features, a subscription business joins churn/dunning cohorts, and a sales team joins pipeline timing. Caveats: the WEI is a model-based nowcast, not observed GDP — weekly prints are noisy, so the 13-week moving average is the signal the Dallas Fed itself headlines; history is revised by the publisher. Dallas Fed research data: commercial reuse allowed with attribution to Lewis, Mertens & Stock / Federal Reserve Bank of Dallas.
US Business-Cycle & Core-Inflation Intelligence (FRED, keyless)
Monthly US business-cycle reference panel, 1854-12 onward: the NBER-based recession indicator (FRED USREC), a 0/1 dummy marking the period from the month following each NBER business-cycle peak through the trough month. Carries recession_start and recession_end flags, a per-episode episode_id, months_into_recession and months_since_last_recession for regime-duration features. Upstream: National Bureau of Economic Research business-cycle reference dates, redistributed keyless via FRED fredgraph.csv (restores the reference series purged from the API-key FRED connector on 2026-09-29). Method caveats: the NBER declares peaks and troughs with a long lag, so recent months can be revised from 0 to 1; the opening 1854-12 episode starts in-recession with no observed start. One row per month x USA; the series is binary by construction and any non-0/1 value fails loudly. Who joins this: all three personas join on year_month + country_code to condition demand, churn and pipeline models on the official recession regime.
US GDP & Output-Gap Signals (derived)
Quarterly US national-accounts signals derived from FRED: real GDP growth (QoQ annualized and YoY), the CBO output gap (actual vs potential GDP) with its 10-year z-score, investment and consumption shares of GDP, the GDP-deflator inflation gauge, plus 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts and a per-quarter cross-series volatility rank. 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: U.S. Bureau of Economic Analysis and the Congressional Budget Office.
IMF Global Real-GDP-Growth Signals (derived)
Annual global real-GDP-growth signals from the IMF DataMapper (NGDP_RPCH, ~190 economies, 1980 -> latest WEO vintage, projections kept as published): growth acceleration, 5-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, 10-year growth z-scores, per-year growth ranks, recession (negative growth) and high-growth (>=6%) flags. The growth-cycle lens on the world economy — the ML-enriched companion to the raw imf real-gdp-growth series. Country codes validated via the shared normalization layer. Raw indicator: International Monetary Fund DataMapper.
Labor Market Signals (derived)
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).
OECD Business-Cycle Signals (derived)
Signals derived from the OECD Composite Leading Indicator (amplitude adjusted, monthly): CLI distance from long-term trend (cli_gap vs 100), 3/6-month momentum, turning-point detection (peaks/troughs of the smoothed CLI), expansion/contraction phase flags, below-trend streaks, 30-month annualized volatility of CLI changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. Covers 18 countries (AUS, BRA, CAN, CHN, DEU, ESP, FRA, GBR, IDN, IND, ITA, JPN, KOR, MEX, TUR, USA, ZAF plus aggregates G20, G7, NAFTA, A5M, G4E), monthly 1955 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: OECD Data Explorer (Main Economic Indicators).
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).
Recession-Probability Signals (derived)
Monthly US recession-probability signals from the New York Fed's Smoothed U.S. Recession Probabilities (Chauvet-Piger dynamic-factor Markov-switching model, redistributed by FRED, 1967 ->): the forward-looking probability that the economy is in recession, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year probability z-score, elevated (>=30) and recession-call (>=50) flags, a surging-risk flag, and a high-probability streak counter. The forward-looking companion to the NBER-based realized recession flag in us-output-business-cycle-signals. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of New York via FRED.
Sahm-Rule Labor Signals (derived)
Monthly US Sahm-rule recession signals from the BLS unemployment rate (FRED UNRATE, 1948 ->): the 3-month average unemployment rate minus its 12-month low (pp), with the 0.50pp recession trigger flag, a 0.30pp warning flag, a fast-rise flag, 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year z-score, and the 12-month unemployment-rate change. The rule-based, transparent companion to us-recession-probability-signals (model probability) and the deterioration lens on us-labor-market-signals (raw levels). All rows normalized to country_code USA. Raw series: U.S. Bureau of Labor Statistics via FRED.
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