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OFR Financial Stress Index

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OFR Financial Stress Index

What it is

OFR Financial Stress Index — registry key ofr_fsi.

OFR (US Treasury) Financial Stress Index composite (free financialresearch.gov fsi.csv). Daily market-based composite of US + global financial stress; >0 = above-average stress. A second financial-stress read alongside the FRED STLFSI4/KCFSI legs. Drawdown-risk / state-description research carrier; ingested + persisted, not yet scored / banded / aligned.

Data-pyramid tier

T0 — Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: ofr
Data source: back_fillable

Fetched directly from app/sources/ofr.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Fetched directly from the ofr source; see app/sources/ofr.py for the upstream API call.

Where it surfaces

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

OFR Financial Stress Index daily CSV (financialresearch.gov); daily T-2, latest-row read.

See also