{"total":8,"signals":[{"listing_id":"8a37f5e4-5b66-417a-80dc-cd56ca87c0b0","signal_key":"FIN_CONDITIONS_COMPOSITE","title":"Financial Conditions Composite (NFCI + STLFSI)","description":"Average of Chicago Fed NFCI and St. Louis Fed Financial Stress Index, normalized to a common scale. Positive = tighter/more stressed than average, negative = looser/less stressed. Combines two complementary stress measures into a single composite signal. Pre-computed weekly.","signal_type":"composite","price_per_call_usd":0.008,"use_cases":["cross-signal","composite"],"tags":["fin_conditions_composite","composite","cross-signal"],"sample":{"json":{"meta":{"label":"Financial Conditions Composite (NFCI + STLFSI)","date_to":"(sample)","date_from":"(sample)","listing_id":"8a37f5e4-5b66-417a-80dc-cd56ca87c0b0","signal_key":"FIN_CONDITIONS_COMPOSITE","description":"Average of Chicago Fed NFCI and St. Louis Fed Financial Stress Index. Both are z-score based; their average captures a broad stress signal. Positive values = tighter than average conditions.","signal_type":"composite"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-07-17","value":-2.31863},{"date":"2026-07-24","value":-12.123463},{"date":"2026-07-31","value":16.352563},{"date":"2026-08-07","value":-2.528958},{"date":"2026-08-14","value":-4.944319}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=8a37f5e4-5b66-417a-80dc-cd56ca87c0b0|signal_key=FIN_CONDITIONS_COMPOSITE|label=Financial Conditions Composite (NFCI + STLFSI)|signal_type=composite|description=Average of Chicago Fed NFCI and St. Louis Fed Financial Stress Index. Both are z-score based; their average captures a broad stress signal. Positive values = tighter than average conditions.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-07-17|-2.31863;2026-07-24|-12.123463;2026-07-31|16.352563;2026-08-07|-2.528958;2026-08-14|-4.944319"},"query_endpoint":"https://stationfx.com/query/8a37f5e4-5b66-417a-80dc-cd56ca87c0b0"},{"listing_id":"72f12874-7648-4514-ad8f-820acf0a9aec","signal_key":"REAL_10Y_YIELD","title":"Real 10-Year Treasury Yield","description":"10-year Treasury yield minus 10-year breakeven inflation rate. Represents the real return demanded for long-dated government bonds. Negative real yields historically correlate with risk-asset outperformance. Critical input for equity valuation models and cross-asset allocation. Pre-computed daily.","signal_type":"composite","price_per_call_usd":0.008,"use_cases":["cross-signal","composite"],"tags":["real_10y_yield","composite","cross-signal"],"sample":{"json":{"meta":{"label":"Real 10-Year Treasury Yield","date_to":"(sample)","date_from":"(sample)","listing_id":"72f12874-7648-4514-ad8f-820acf0a9aec","signal_key":"REAL_10Y_YIELD","description":"10-Year Treasury yield minus 10-Year Breakeven Inflation Rate. Represents the real return demanded by the market for long-dated government bonds.","signal_type":"composite"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-08-14","value":2.41},{"date":"2026-08-17","value":2.44},{"date":"2026-08-18","value":2.41},{"date":"2026-08-19","value":2.35},{"date":"2026-08-20","value":2.35}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=72f12874-7648-4514-ad8f-820acf0a9aec|signal_key=REAL_10Y_YIELD|label=Real 10-Year Treasury Yield|signal_type=composite|description=10-Year Treasury yield minus 10-Year Breakeven Inflation Rate. Represents the real return demanded by the market for long-dated government bonds.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-08-14|2.41;2026-08-17|2.44;2026-08-18|2.41;2026-08-19|2.35;2026-08-20|2.35"},"query_endpoint":"https://stationfx.com/query/72f12874-7648-4514-ad8f-820acf0a9aec"},{"listing_id":"6105152c-5876-4922-a74a-41b70ee3318a","signal_key":"REAL_FEDFUNDS","title":"Real Federal Funds Rate","description":"Federal funds effective rate minus CPI YoY inflation. Measures whether monetary policy is restrictive or accommodative in real terms. Negative real rates = loose policy (historically supports risk assets). Positive real rates = restrictive policy (historically pressures valuations). Pre-computed daily.","signal_type":"composite","price_per_call_usd":0.008,"use_cases":["cross-signal","composite"],"tags":["real_fedfunds","composite","cross-signal"],"sample":{"json":{"meta":{"label":"Real Federal Funds Rate","date_to":"(sample)","date_from":"(sample)","listing_id":"6105152c-5876-4922-a74a-41b70ee3318a","signal_key":"REAL_FEDFUNDS","description":"Federal Funds Rate minus CPI YoY inflation. Negative real rates historically correlate with risk-asset outperformance.","signal_type":"composite"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-03-01","value":0.319794},{"date":"2026-04-01","value":-0.307027},{"date":"2026-05-01","value":-0.640033},{"date":"2026-06-01","value":-0.09653},{"date":"2026-07-01","value":0.090249}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=6105152c-5876-4922-a74a-41b70ee3318a|signal_key=REAL_FEDFUNDS|label=Real Federal Funds Rate|signal_type=composite|description=Federal Funds Rate minus CPI YoY inflation. Negative real rates historically correlate with risk-asset outperformance.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-03-01|0.319794;2026-04-01|-0.307027;2026-05-01|-0.640033;2026-06-01|-0.09653;2026-07-01|0.090249"},"query_endpoint":"https://stationfx.com/query/6105152c-5876-4922-a74a-41b70ee3318a"},{"listing_id":"9747e1dd-4f61-46e1-8342-5096042fc394","signal_key":"JOLTS_UNEMPLOYED_RATIO","title":"Job Openings to Unemployed Ratio","description":"JOLTS job openings divided by BLS unemployed persons count. Above 1.0 means more open jobs than unemployed workers — historically tight labor market. Below 1.0 signals loosening. Peaked above 2.0 in 2022. Pre-computed monthly, directly comparable across cycles.","signal_type":"ratio","price_per_call_usd":0.008,"use_cases":["cross-signal","ratio"],"tags":["jolts_unemployed_ratio","ratio","cross-signal"],"sample":{"json":{"meta":{"label":"Job Openings to Unemployed Ratio","date_to":"(sample)","date_from":"(sample)","listing_id":"9747e1dd-4f61-46e1-8342-5096042fc394","signal_key":"JOLTS_UNEMPLOYED_RATIO","description":"Job openings (JOLTS) divided by the number of unemployed persons (derived from UNRATE * PAYEMS / 100). Ratio above 1.0 = more openings than unemployed.","signal_type":"ratio"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-02-01","value":1573.181818},{"date":"2026-03-01","value":1601.627907},{"date":"2026-04-01","value":1763.953488},{"date":"2026-05-01","value":1752.790698},{"date":"2026-06-01","value":1752.142857}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=9747e1dd-4f61-46e1-8342-5096042fc394|signal_key=JOLTS_UNEMPLOYED_RATIO|label=Job Openings to Unemployed Ratio|signal_type=ratio|description=Job openings (JOLTS) divided by the number of unemployed persons (derived from UNRATE * PAYEMS / 100). Ratio above 1.0 = more openings than unemployed.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-02-01|1573.181818;2026-03-01|1601.627907;2026-04-01|1763.953488;2026-05-01|1752.790698;2026-06-01|1752.142857"},"query_endpoint":"https://stationfx.com/query/9747e1dd-4f61-46e1-8342-5096042fc394"},{"listing_id":"971b687b-0a22-4645-97d6-9cf2ece73c7c","signal_key":"YIELD_CURVE_10Y2Y","title":"10Y-2Y Treasury Spread (Yield Curve)","description":"Spread between 10-year and 2-year Treasury yields. The most widely watched yield curve indicator — inversion has preceded every U.S. recession since 1955 with a 6-18 month lead. Positive = normal curve, negative = inverted (recession warning). Pre-computed daily from DGS10 and DGS2.","signal_type":"spread","price_per_call_usd":0.008,"use_cases":["cross-signal","spread"],"tags":["yield_curve_10y2y","spread","cross-signal"],"sample":{"json":{"meta":{"label":"10Y-2Y Treasury Spread (Yield Curve)","date_to":"(sample)","date_from":"(sample)","listing_id":"971b687b-0a22-4645-97d6-9cf2ece73c7c","signal_key":"YIELD_CURVE_10Y2Y","description":"10-Year minus 2-Year Treasury yield spread. Inversion (negative values) has preceded every U.S. recession since 1955. Primary input for recession probability models and rate cycle analysis.","signal_type":"spread"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-08-14","value":0.51},{"date":"2026-08-17","value":0.53},{"date":"2026-08-18","value":0.52},{"date":"2026-08-19","value":0.46},{"date":"2026-08-20","value":0.5}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=971b687b-0a22-4645-97d6-9cf2ece73c7c|signal_key=YIELD_CURVE_10Y2Y|label=10Y-2Y Treasury Spread (Yield Curve)|signal_type=spread|description=10-Year minus 2-Year Treasury yield spread. Inversion (negative values) has preceded every U.S. recession since 1955. Primary input for recession probability models and rate cycle analysis.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-08-14|0.51;2026-08-17|0.53;2026-08-18|0.52;2026-08-19|0.46;2026-08-20|0.5"},"query_endpoint":"https://stationfx.com/query/971b687b-0a22-4645-97d6-9cf2ece73c7c"},{"listing_id":"a58be41f-202e-4156-93d4-6e550bd3e0af","signal_key":"YIELD_CURVE_10Y3M","title":"10Y-3M Treasury Spread","description":"Spread between 10-year and 3-month Treasury yields. Input to the NY Fed's recession probability model, which has historically outperformed the 10Y-2Y spread in formal studies. Deeper inversion = higher recession probability. Pre-computed daily, ready to feed directly into probability models.","signal_type":"spread","price_per_call_usd":0.008,"use_cases":["cross-signal","spread"],"tags":["yield_curve_10y3m","spread","cross-signal"],"sample":{"json":{"meta":{"label":"10Y-3M Treasury Spread","date_to":"(sample)","date_from":"(sample)","listing_id":"a58be41f-202e-4156-93d4-6e550bd3e0af","signal_key":"YIELD_CURVE_10Y3M","description":"10-Year Treasury minus 3-Month T-Bill spread. The NY Fed's recession model uses this spread as its primary input.","signal_type":"spread"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2025-12-01","value":0.5},{"date":"2026-04-01","value":0.72},{"date":"2026-05-01","value":0.79},{"date":"2026-06-01","value":0.81},{"date":"2026-07-01","value":0.75}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=a58be41f-202e-4156-93d4-6e550bd3e0af|signal_key=YIELD_CURVE_10Y3M|label=10Y-3M Treasury Spread|signal_type=spread|description=10-Year Treasury minus 3-Month T-Bill spread. The NY Fed's recession model uses this spread as its primary input.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2025-12-01|0.5;2026-04-01|0.72;2026-05-01|0.79;2026-06-01|0.81;2026-07-01|0.75"},"query_endpoint":"https://stationfx.com/query/a58be41f-202e-4156-93d4-6e550bd3e0af"},{"listing_id":"89546a70-ccf0-45fa-8a5b-98e478e37b0d","signal_key":"CREDIT_STRESS","title":"Credit Stress Composite (HY - IG Spread)","description":"High-yield OAS minus investment-grade OAS — isolates the incremental risk premium for lower-quality credit. Widens when credit stress is concentrated in weaker issuers. Use for credit differentiation analysis and stress regime detection. Pre-computed daily from BofA index data.","signal_type":"spread","price_per_call_usd":0.008,"use_cases":["cross-signal","spread"],"tags":["credit_stress","spread","cross-signal"],"sample":{"json":{"meta":{"label":"Credit Stress Composite (HY - IG Spread)","date_to":"(sample)","date_from":"(sample)","listing_id":"89546a70-ccf0-45fa-8a5b-98e478e37b0d","signal_key":"CREDIT_STRESS","description":"High-yield OAS minus investment-grade OAS. Widening indicates increased perceived credit risk in lower-quality issuers.","signal_type":"spread"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-08-14","value":1.87},{"date":"2026-08-17","value":1.89},{"date":"2026-08-18","value":1.93},{"date":"2026-08-19","value":1.92},{"date":"2026-08-20","value":1.93}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=89546a70-ccf0-45fa-8a5b-98e478e37b0d|signal_key=CREDIT_STRESS|label=Credit Stress Composite (HY - IG Spread)|signal_type=spread|description=High-yield OAS minus investment-grade OAS. Widening indicates increased perceived credit risk in lower-quality issuers.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-08-14|1.87;2026-08-17|1.89;2026-08-18|1.93;2026-08-19|1.92;2026-08-20|1.93"},"query_endpoint":"https://stationfx.com/query/89546a70-ccf0-45fa-8a5b-98e478e37b0d"},{"listing_id":"82acc7d3-c472-41e0-9cbc-9d49bbbaa5d7","signal_key":"MORTGAGE_AFFORDABILITY","title":"Mortgage Rate vs 10Y Treasury Spread","description":"30-year fixed mortgage rate minus 10-year Treasury yield. Measures the premium mortgage lenders charge above the risk-free benchmark. Normal range 150-200bps; elevated spread signals lender risk aversion or MBS prepayment concerns. Pre-computed weekly from MORTGAGE30US and DGS10.","signal_type":"spread","price_per_call_usd":0.008,"use_cases":["cross-signal","spread"],"tags":["mortgage_affordability","spread","cross-signal"],"sample":{"json":{"meta":{"label":"Mortgage Rate vs 10Y Treasury Spread","date_to":"(sample)","date_from":"(sample)","listing_id":"82acc7d3-c472-41e0-9cbc-9d49bbbaa5d7","signal_key":"MORTGAGE_AFFORDABILITY","description":"30-Year fixed mortgage rate minus 10-Year Treasury yield. Elevated spread indicates heightened lender risk premium or MBS prepayment risk.","signal_type":"spread"},"@type":"CrossSeriesSignal","count":5,"signals":[{"date":"2026-07-23","value":1.87},{"date":"2026-07-30","value":1.98},{"date":"2026-08-06","value":2.0},{"date":"2026-08-13","value":2.04},{"date":"2026-08-20","value":1.96}],"@context":"https://stationfx.com/schema/v1"},"toon":"~META\nlisting_id=82acc7d3-c472-41e0-9cbc-9d49bbbaa5d7|signal_key=MORTGAGE_AFFORDABILITY|label=Mortgage Rate vs 10Y Treasury Spread|signal_type=spread|description=30-Year fixed mortgage rate minus 10-Year Treasury yield. Elevated spread indicates heightened lender risk premium or MBS prepayment risk.|date_from=(sample)|date_to=(sample)\ncount=5\n~SIGNALS\ndate|value\n2026-07-23|1.87;2026-07-30|1.98;2026-08-06|2.0;2026-08-13|2.04;2026-08-20|1.96"},"query_endpoint":"https://stationfx.com/query/82acc7d3-c472-41e0-9cbc-9d49bbbaa5d7"}]}