Trust layer
Methodology
This MVP uses local SQLite rows first, with generated sample data only where a live prototype feed is not connected yet.
Data sources to connect next
- FRED: Treasury yields, yield curve spreads, VIX, high-yield spreads, unemployment, Sahm Rule, M2 and Fed balance sheet.
- FRED economy series: Payrolls, jobless claims, CPI, core CPI, retail sales, consumer sentiment, GDP, ISM-style activity proxies and Fed funds.
- Robert Shiller and Multpl: US CAPE and long-term valuation data.
- Yahoo chart data: ETF adjusted closes and ES3.SI distribution events for Singapore valuation yield.
Scoring principles
Scores are rule-based and deliberately simple. They are meant to describe market climate, not to predict markets or issue trading advice.
Key formulas
- 12-month moving average = average of the last 12 monthly adjusted closes
- Drawdown = current price / previous all-time high - 1
- Rolling 1-year return = current price / price 12 months ago - 1
- Rolling 3-year annualized return = (current price / price 36 months ago) ^ (1/3) - 1
- RSP/SPY = RSP adjusted close / SPY adjusted close
- M2 YoY growth = current M2 / M2 12 months ago - 1
- US Valuation Attractiveness = 100 - CAPE percentile
- SG Valuation Attractiveness = ES3.SI trailing distribution-yield percentile
- Recession Cushion = 100 - underlying recession-risk score
- Economy Health = average of Jobs Health, Price Stability, Consumer Health, Growth Health and Policy Support
Score logic
- Trend Strength uses SPY versus its 12-month average, 6-month momentum and drawdown.
- US Valuation Attractiveness uses inverse CAPE percentile. SG Valuation Attractiveness uses ES3.SI trailing distribution-yield percentile.
- Market Breadth uses RSP/SPY relative strength versus its 6-month average and 3-month change.
- Market Stability uses VIX and high-yield credit spread percentile.
- Recession Cushion inverts an underlying risk calculation using the yield curve, Sahm Rule, unemployment trend, credit spreads and VIX.
- Economy Health uses Jobs Health, Price Stability, Consumer Health, Growth Health and Policy Support.
Recession Cushion and Economy Health are different measures. Recession Cushion is a focused warning score where higher means fewer active recession signals. Economy Health is a broader assessment of jobs, prices, consumers, growth and policy conditions.
Disclaimer
This dashboard is for educational and informational purposes only. It does not provide financial advice, investment recommendations, or buy/sell signals.