RecessionRadar

Recession Probability

8-Indicator Composite

34.0%

Moderate Risk

Yield Curve

10Y-2Y Spread

-0.45%

-0.12%mo/mo

Invertedconf 94%

Industrial Production

INDPRO Index

102.5

-0.80mo/mo

Expandingconf 89%

Unemployment Rate

U-3 Rate

3.7%

+0.10%mo/mo

Stableconf 91%

Credit Spreads

HY OAS (bps)

445 bps

+15 bpsmo/mo

Normalconf 91%

Yield Curve Analysis

Current Treasury yields vs 60-period historical average

Risk Factor Contributions

Each bar shows actual contribution to recession probability (score x weight)

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Recession Probability Timeline

12-month history derived from yield curve spread observations

<20% Low

20-50% Moderate

>50% High

Shaded area = confidence band

Stress-Test Simulator

Model hypothetical economic shocks and see their estimated effect on recession probability

Simplified stress-test. Adjust sliders to see how hypothetical shocks affect the model's probability estimate. Results are illustrative, not predictive.

GDP Growth

Quarterly change

Each -1% = +6% risk

-5%0+3%

Unemployment Rate

Change from current

Each +1pp = +10% risk

0pp

-1pp0+4pp

Oil Price

WTI crude change

Each +10% = +1.5% risk

-30%0+50%

Fed Funds Rate

Basis point change

Each +100 bps = +5% risk

0 bps

-200 bps0+300 bps

Simulated Probability

Move a slider to simulate a shock

34.0%