U.S. Recession Risk Monitor
Last updated: 2026-09-01
Current Risk Assessment: 3-month recession probability stands at 23.9% and 6-month probability stands at 15.5%.
Objective
- This model monitors the probability of a US recession over a 3 and 6-month horizon
Input
- 9 Macro-Financial signals, including Unemployment dynamics, Yield Curve spreads, Interest Rate cycles, and Equity Market momentum
Output
- The model generates two probability curves (3-month and 6-month outlooks). Historical data (purple shaded areas) validate the model's accuracy in anticipating both recessionary entry points and the early stages of economic recovery.
This information is for informational purposes only and does not constitute investment advice, a recommendation, or a solicitation to buy or sell any security. Past performance is not indicative of future results. Always consult a licensed financial advisor before making any investment decisions.