FRED-powered macro scanner with recession indicators, commodities, and seasonal analysis
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The Composite Recession Score (0–100) is a proprietary multi-factor model that aggregates signals from key Federal Reserve economic indicators. Each indicator is scored on how far it has deviated from "healthy" thresholds into "warning" territory, then combined using a proprietary weighting system that emphasizes the most historically reliable predictors.
The model draws from multiple weighted indicators across yield curve spreads, labor markets, industrial output, consumer data, housing, and credit spreads. Weights reflect each indicator's historical reliability in predicting recessions — some signals carry more influence than others. Data is sourced live from FRED (Federal Reserve Economic Data).
Tracks the spread between long-term and short-term Treasury yields. An inverted yield curve (negative spread) is the most reliable historical recession predictor, typically signaling a downturn 12-24 months ahead.
Red zone below 0 = yield curve inversion (recession warning). Data from FRED.
Live commodity prices across energy, metals, agriculture, and currencies. Commodity movements can signal inflation pressure, geopolitical risk, and shifts in economic demand.
Certain sectors perform better during specific times of the year. This scanner tracks seasonal patterns with live price data. Active seasons are highlighted in blue.