Market Correction Risk Scorecard

Economic Fundamentals 41.0 · YELLOW

Level 4 · weight 10%

Metrics

MetricValueZStatusSource
Continuing Claims
Continuing unemployment claims.
1774000.00 thousands -1.35 GREEN FRED:CCSA
Initial Claims (4wk avg)
Weekly initial unemployment claims, 4-week moving average.
206000.00 thousands -1.12 GREEN FRED:ICSA
Bank Consumer Health Score
Aggregate GPT score of consumer financial health (spending growth, deposit levels, credit card delinquency trends) from major bank earnings calls. Higher = healthier consumer.
0.67 score 0.92 YELLOW transcripts + GPT
Retail Sales YoY
Retail sales ex-food-services, year-over-year percent change.
5.01 % -0.84 GREEN FRED:RSXFS
ISM Manufacturing PMI
ISM Manufacturing PMI composite index. Below 50 = contraction; historically leads recessions by 6-12 months.
STALE FRED:NAPM
Conference Board LEI YoY
Conference Board Leading Economic Index, year-over-year percent change. Designed to lead economic turning points. Falling = more risk.
1.72 percent STALE FRED:USSLIND
Credit Card Delinquency Rate
Delinquency rate on credit card loans, all commercial banks. Rises before consumer-driven corrections.
2.85 percent STALE FRED:DRCCLACBS