US equity market signals (index momentum, volatility, drawdowns, VIX regime)

Name: US equity market signals (index momentum, volatility, drawdowns, VIX regime)
Creator: US Equity Market Signals (derived)
License: https://fred.stlouisfed.org/legal
Keywords: equities, sp500, dow-jones, nasdaq, vix, volatility, momentum, drawdown, anomaly-detection, forecasting, signals, fred

Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. 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: US Equity Market Signals (derived)28,324 lignesMis à jour: 22/09/2026

equitiessp500dow-jonesnasdaqvixvolatilitymomentumdrawdownanomaly-detectionforecastingsignalsfred

Qualité

97.6

Attribution

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

Schéma

Colonne	Type	Description
date	string	Observation date (FRED API field date; YYYY-MM-DD).
country	string
country_code	string
series_id	string	FRED series ID, e.g. SP500, DJIA, NASDAQCOM, VIXCLS; resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_label	string	Official FRED series title as published for the series.
value	float	Observation value as published by FRED for this series (index levels for SP500, DJIA and NASDAQCOM; index points for VIXCLS); see the series notes for methodology and revisions.
volatility_30d	float
momentum_3m	float
drawdown_1y	float
anomaly_flag	integer
forecast_1m	float
rank	integer
vix_z_1y	float

Exemple de lignes

date	country	country_code	series_id	series_label	value	volatility_30d	momentum_3m	drawdown_1y	forecast_1m	rank	vix_z_1y
1971-02-05	United States	USA	NASDAQCOM	NASDAQ Composite	100	—	—	0	—	—	—
1971-02-08	United States	USA	NASDAQCOM	NASDAQ Composite	100.84	—	—	0	—	—	—
1971-02-09	United States	USA	NASDAQCOM	NASDAQ Composite	100.76	—	—	-0.07933359777865245	—	—	—
1971-02-10	United States	USA	NASDAQCOM	NASDAQ Composite	100.69	—	—	-0.14875049583499278	—	—	—
1971-02-11	United States	USA	NASDAQCOM	NASDAQ Composite	101.45	—	—	0	—	—	—

Télécharger un échantillon

Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).

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Utiliser avec un LLM

Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).

cURL

curl "https://datazimuts.com/v1/datasets/equity_signals/us_equity_market_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/equity_signals/us_equity_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)

Point d’accès API: https://datazimuts.com/v1/datasets/equity_signals/us_equity_market_signals

Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.