▓ Signal BenchMacro signals from public data
API docs
Sign inGet API access
Back to signals

Credit Stress

Composite view of financial stress indices, credit spreads, bank credit, household delinquencies, and equity volatility.

CreditWeekly
Product ready

Current reading

How scores work
0.12
Direction
Improving
Strength
Weak
Data date
September 24, 2026

This weak positive reading indicates that the credit signal is improving as of September 24, 2026.

Signal history

See how the normalized reading changed over time.

240 points

Strongest drivers

CBOE Volatility IndexSupporting0.80
St. Louis Fed Financial Stress IndexSupporting0.64
ICE BofA High Yield Option-Adjusted SpreadDragging-0.53
Credit Card Delinquency RateSupporting0.44
ICE BofA Investment Grade Option-Adjusted SpreadDragging-0.26

Evidence preview

Full Evidence
WTI Crude 1M Forward67 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 54% hit rate
Early evidence
10Y Yield 1M Forward67 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 42% hit rate
Early evidence
2Y Yield 1M Forward66 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 47% hit rate
Early evidence

Sources

St. Louis Fed Financial Stress IndexFederal Reserve Bank of St. Louis via FRED
Chicago Fed National Financial Conditions IndexFederal Reserve Bank of Chicago via FRED
Adjusted National Financial Conditions IndexFederal Reserve Bank of Chicago via FRED
Commercial and Industrial LoansFederal Reserve Board via FRED
Loans and Leases in Bank CreditFederal Reserve Board via FRED
Credit Card Delinquency RateFederal Reserve Board via FRED
ICE BofA High Yield Option-Adjusted SpreadICE Data Indices via Federal Reserve Board via FRED
ICE BofA Investment Grade Option-Adjusted SpreadICE Data Indices via Federal Reserve Board via FRED
CBOE Volatility IndexChicago Board Options Exchange via FRED

Continue your research