Financial stress (STLFSI)

OK · -0.52 · Financial · weight 1 · STLFSI4

St. Louis Fed stress index; positive = above-average stress.

The St. Louis Fed stress index aggregates 18 series across yields, spreads, and volatility into one stress gauge. It is more volatile than NFCI but reacts faster — useful as an early financial-panic detector, especially around events like March 2020.

Rule

{"type":"levels","levels":[{"state":"critical","op":">","threshold":1},{"state":"warning","op":">","threshold":0.5},{"state":"watch","op":">","threshold":0}],"exit_below":-0.1}

Source series on FRED →

Glossary: The NFCI →

All signals · ← back