Live Market Data v6.0 · Master Prompt v4.8
Recession Risk Tracker
Institutional-grade composite recession probability · recomputed daily from FRED, CBOE, Yahoo Finance, Polymarket, AAA and 30+ primary sources
· Live Data
Recession Base Case — 40% — Validated ✓ · Sum 100%
Live Market Data v6.0
Recession
Risk Tracker
Institutional macro intelligence · auto-refresh 6AM PT
40%
Composite Active Recession Risk
Base Case Apr 6
Loading cached data… · Next refresh: calculating… · · Vintage: —
40% · Active Recession Risk · Apr 6
Composite
40%
Range: 33–52%
Active Recession Risk
—
Scenario distribution
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Market indicators T1 / T2
Analyst estimates T3
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Tap any scenario to expand its evidence base. Probabilities are computed from live data on every refresh — not hardcoded. All are model-estimated or analyst-derived assessments.

Two-layer system: (1) Live market data is fetched from public sources and run through a deterministic mechanical model; (2) An AI layer assesses the qualitative premiums — geopolitical, private credit, NFCI buffer — and produces the final composite. Recomputed on every refresh.
Final composite
T3 avg ~35% · deviation 5 pts ✓ 40%
Tier legend — data quality system
T1
Direct source pull
FRED, CBOE, Yahoo Finance, AAA, Polymarket
T2
Model estimate
VIX→probability lookup, Michez Rule, HSBC
T3
Analyst synthesis
Goldman Sachs, Polymarket, EY-Parthenon
T4
Reasoned approximation
Geo premium, private credit magnitude — always labeled, AI-assessed
Layer actions and decay triggers update automatically with each AI refresh.
Decay triggers — all 3 required simultaneously
April 2026
Sun
Mon
Tue
Wed
Thu
Fri
Sat
critical
high
medium
tap a date to expand
seed data — refresh for live AI view
Style × Cap-Size positioning at 40% composite · S&P below 200MA · 10Y at 4.39% · Zero 2026 rate cuts priced