Market Correction Risk Scorecard

Economic Fundamentals 42.2 · YELLOW

Level 4 · weight 10%

Metrics

MetricValueZStatusSource
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 1.41 YELLOW transcripts + GPT
Initial Claims (4wk avg)
Weekly initial unemployment claims, 4-week moving average.
203000.00 thousands -1.38 GREEN FRED:ICSA
Continuing Claims
Continuing unemployment claims.
1778000.00 thousands -1.28 GREEN FRED:CCSA
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