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Secured Overnight Financing Rate

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Secured Overnight Financing Rate

What it is

Secured Overnight Financing Rate — registry key sofr.

Secured Overnight Financing Rate (FRED SOFR) — the benchmark secured overnight funding rate (LIBOR successor). A spike vs EFFR is a money-market-funding-stress tell. 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: fred_macro
Data source: back_fillable

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

How it’s computed

Fetched directly from the fred_macro source; see app/sources/fred_macro.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

NY Fed reference rate via FRED; published ~08:00 ET for the prior business day.

See also