Data Sources

Federal Reserve Economic Data (FRED)

The majority of indicators are sourced from FRED, maintained by the Federal Reserve Bank of St. Louis. FRED provides free, public access to over 800,000 economic time series from dozens of national and international sources. Crash Gauge uses the FRED API to retrieve daily, monthly, and quarterly series including the yield curve, credit spreads, unemployment rate, CPI, housing starts, VIX, M2 money supply, and central bank policy rates.

This product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.

OECD (Organisation for Economic Co-operation and Development)

The OECD provides the Composite Leading Indicator (CLI) dataset used by the Global Risk Map. The CLI is designed to anticipate turning points in economic activity relative to trend, covering 50+ countries worldwide. Consumer confidence and business confidence indices for international dashboards are also sourced from the OECD via FRED.

OECD data is used under the Creative Commons Attribution 4.0 licence.

Robert Shiller, Yale University

The Cyclically Adjusted Price-to-Earnings ratio (CAPE, also known as the Shiller P/E) is derived from data originally compiled by Professor Robert Shiller at Yale University. The CAPE ratio divides the S&P 500 price by the 10-year average of real (inflation-adjusted) earnings, providing a long-term valuation benchmark.

Data Processing

Raw time series are fetched via a Cloudflare Worker proxy that caches responses for one hour in production. Where necessary, series are transformed (year-over-year percentage change, ratios, quarterly-to-monthly interpolation) before percentile ranking. All transformations are deterministic and documented in our methodology.

Update Frequency

• Daily: VIX, yield-curve spread, credit spreads
• Monthly: unemployment rate, CPI, PMI, consumer confidence, housing starts, M2, LEI
• Quarterly: Buffett Indicator, debt-to-GDP
• OECD CLI: monthly, typically published with a one-month lag