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, wage growth, retail sales, real consumption by goods type, consumer sentiment, GDP, activity proxies, household debt service, loan delinquencies and Fed funds.
- Robert Shiller and Multpl: US CAPE and long-term valuation data.
- Yahoo chart data: ETF adjusted closes for US instruments, SG benchmark symbols such as ES3.SI / G3B.SI, STI constituent price-history prototypes, plus 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. The five-dimension map displays a rolling average of the current and prior two completed monthly readings so a small threshold crossing does not look like a sudden regime shift.
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
- US RSP/SPY = RSP adjusted close / SPY adjusted close
- SG Market Breadth = percentage of tracked STI constituents above 6- and 12-month moving averages, plus equal-weight constituent momentum
- SG benchmark trend = ES3.SI adjusted close versus its own 12-month average, momentum and drawdown
- M2 YoY growth = current M2 / M2 12 months ago - 1
- US Valuation Attractiveness = 100 - CAPE percentile
- SG Valuation Attractiveness = STI/ES3 weighted-average distribution-yield proxy percentile; PE, PB, earnings yield and price/cash-flow are contextual factsheet metrics
- SG Sector Rotation = equal-weighted stored constituent returns, official ES3 factsheet weights when available (otherwise constituent-count proxies), 3-month member breadth and percentage above each member's 6-month moving average
- Recession Cushion = 100 - underlying recession-risk score
- Economy Health = average of Jobs Health, Price Stability, Consumer Health, Growth Health and Policy Support; US Household Finance is added when live debt-service data are available.
Score logic
- US Trend Strength uses SPY versus its 12-month average, 6-month momentum and drawdown. Its contributions scale gradually rather than switching at a single boundary. SG Trend Strength uses ES3.SI with the same trend framework.
- US Valuation Attractiveness uses inverse CAPE percentile. SG Valuation Attractiveness uses a monthly STI/ES3 ETF distribution-yield proxy percentile; PE, PB, earnings yield and price/cash-flow are contextual metrics.
- US Market Breadth uses RSP/SPY relative strength versus its 6-month average and 3-month change, with gradual contributions. SG Market Breadth uses stored STI constituent Yahoo price history when enough series are available; otherwise it remains Not Rated.
- US Market Stability combines gradually scaled VIX and high-yield credit-spread percentile. SG Market Stability currently uses ES3.SI drawdown, inflation and unemployment.
- US Recession Cushion inverts an underlying risk calculation using the yield curve, Sahm Rule, unemployment trend, credit spreads and VIX. Recent curve uninversion is a small caution input, not a standalone recession call. SG Recession Cushion uses Singapore slowdown-risk proxies.
- Economy Health uses Jobs Health, Price Stability, Consumer Health, Growth Health and Policy Support. The US view also uses Household Finance when debt-service and delinquency data are loaded.
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.
Frequently asked questions
Is this investment advice?
No. It is an educational market-climate dashboard. It does not provide financial advice, investment recommendations, or buy/sell signals.
How should I interpret a high score?
A high score means the measured conditions are healthier relative to the dashboard's reference ranges. It does not mean an asset is guaranteed to rise or that risks have disappeared.
How current is the data?
Each page reports source status and freshness where available. Some series are monthly, some are administrator imports, and some may use a documented fallback while a live source is unavailable.
How is “What changed and why” produced?
The optional AI explanation receives only the stored indicators and score changes shown in this dashboard. It has no web search access, so it explains the connection between the readings and the map without claiming an unseen news event caused the change.
Does it cover Singapore?
Yes. Use the market selector for Singapore-specific benchmark, breadth, valuation, yield-curve, and economic rows when those sources have been loaded.
Disclaimer
This dashboard is for educational and informational purposes only. It does not provide financial advice, investment recommendations, or buy/sell signals.