Recession Probability Model
Composite recession risk score built from yield curve inversion, Sahm Rule, LEI, and credit spreads — all live from FRED.
Composite Recession Risk Score
/100
Low Risk
Model scores 4 indicators
0 — No Risk100 — Extreme Risk
Yield Curve (10Y-2Y)
Spread: undefined%
/30
Sahm Rule
Sahm Index: —
/30
Leading Economic Index
LEI: undefined
/20
Credit Spreads (HY)
HY Spread: undefinedbps
/20
Yield Curve — 10Y vs 2Y & 10Y vs 3M Spreads
Negative = inversion. Recessions often follow within 6–18 months.
10Y-2Y Spread
10Y-3M Spread
Sahm Rule Indicator
Recession triggered when 3-month avg unemployment rises ≥0.5pp above 12-month low. Current: —
Model Methodology
Yield Curve (30pts): 10Y-2Y spread. <-0.5% = 30pts, <0% = 20pts, <0.5% = 10pts.
Sahm Rule (30pts): ≥0.5 = 30pts (recession), ≥0.3 = 20pts, ≥0.15 = 10pts.
LEI (20pts): <-1 = 20pts, <0 = 15pts, <1 = 5pts.
Credit (20pts): HY spread >500bps = 20pts, >350 = 12pts, >250 = 6pts.
Source: FRED API — T10Y2Y, T10Y3M, UNRATE, USSLIND, BAMLH0A0HYM2 • Sahm Rule calculated in real-time from UNRATE • Educational model only, not a professional forecast