Transparent signals
Methodology
A concise overview of how Signal Bench computes and packages macro signals.
Coverage
Signal Bench currently tracks 148 public macro time series across 11 categories, computing 148 momentum signals (one per series, kept as diagnostic explainers) and 18 product-ready composites that fan in 4 to 10 inputs each.
| What | Count |
|---|---|
| Source series | 148 |
| Daily-frequency series | 47 |
| Composites (product_ready) | 18 |
| Momentum signals (diagnostic) | 148 |
| Research categories | 11 |
Every series traces back to FRED with the original provider attribution preserved. The catalog grows as new public sources are added — these numbers update automatically.
Normalization
Signal values are normalized into a bounded -1 to 1 score. Polarity determines whether higher, lower, or stable values are positive for interpretation.
Drivers
Composite explanations identify available inputs, coverage, direction, confidence, and the strongest drivers by absolute component score.
Relationships
Relationship analytics compare source series using monthly percent-change Pearson correlations, then surface positive, negative, and broken relationships for review.
Guardrails
Signal Bench is an analytics and research product. It does not provide personalized financial advice or trade recommendations.