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build: macro regime us.json

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  1. macro/regime/us.json +78 -0
macro/regime/us.json ADDED
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+ {
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+ "market": "US",
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+ "computedAt": "2026-06-20T23:10:54.319736+00:00",
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+ "forecast": {
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+ "models": {
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+ "probit": {
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+ "probability": 0.1756,
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+ "probabilityRounded": 0.2,
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+ "zone": "moderate",
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+ "zoneLabel": "보통",
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+ "spread": 0.63,
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+ "horizon": "12M",
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+ "timeKind": "leading",
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+ "precisionNote": "Estrella-Mishkin 고정계수·표준오차 미산출(점추정)",
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+ "asOf": "2026-06-18",
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+ "seriesId": "T10Y3M",
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+ "staleAfterDays": 7
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+ },
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+ "sahm": {
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+ "value": 0.1,
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+ "triggered": false,
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+ "zone": "normal",
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+ "zoneLabel": "정상",
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+ "horizon": "realtime",
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+ "timeKind": "trigger(동행)",
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+ "asOf": "2026-05-01",
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+ "seriesId": "UNRATE",
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+ "staleAfterDays": 45
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+ },
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+ "lei": {
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+ "level": 6282202.46,
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+ "mom6m": null,
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+ "signal": "expansion",
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+ "signalLabel": "확장",
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+ "availableComponents": 10,
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+ "totalComponents": 10,
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+ "overlapNote": "term-spread·initial-claims 내포(probit/Sahm 부분 상관)",
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+ "horizon": "6-9M",
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+ "timeKind": "leading",
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+ "asOf": "2026-05-01",
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+ "staleAfterDays": 75
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+ },
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+ "hamilton": {
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+ "timeKind": "retrospective",
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+ "horizon": "동행",
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+ "staleAfterDays": 120,
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+ "revisionLabel": "분기 GDP·수정 대상",
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+ "asOf": "2026-01-01",
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+ "seriesId": "A191RL1Q225SBEA",
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+ "seriesSource": "FRED",
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+ "separation": 0.086,
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+ "contractionProb": null,
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+ "converged": true,
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+ "status": "레짐 분리 약함"
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+ }
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+ },
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+ "missing": []
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+ },
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+ "rates": {
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+ "spread10y3m": 0.63,
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+ "sign": "+",
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+ "curveShape": "steep_normal",
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+ "curveShapeLabel": "가파른정상",
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+ "curveSource": "NelsonSiegel.interpretation",
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+ "asOf": "2026-06-18",
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+ "seriesId": "T10Y3M",
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+ "staleAfterDays": 7,
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+ "missing": []
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+ },
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+ "gar": {
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+ "status": "표본 부족·표시 보류"
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+ },
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+ "regimeBand": {
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+ "status": "레짐 분리 약함",
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+ "converged": true,
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+ "separation": 0.086
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+ }
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+ }