build: macro regime us.json
Browse files- 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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}
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