build: macro regime us.json
Browse files- macro/regime/us.json +23 -8
macro/regime/us.json
CHANGED
|
@@ -1,18 +1,18 @@
|
|
| 1 |
{
|
| 2 |
"market": "US",
|
| 3 |
-
"computedAt": "2026-07-
|
| 4 |
"forecast": {
|
| 5 |
"models": {
|
| 6 |
"probit": {
|
| 7 |
-
"probability": 0.
|
| 8 |
"probabilityRounded": 0.15,
|
| 9 |
"zone": "moderate",
|
| 10 |
"zoneLabel": "보통",
|
| 11 |
-
"spread": 0.
|
| 12 |
"horizon": "12M",
|
| 13 |
"timeKind": "leading",
|
| 14 |
"precisionNote": "Estrella-Mishkin 고정계수·표준오차 미산출(점추정)",
|
| 15 |
-
"asOf": "2026-07-
|
| 16 |
"seriesId": "T10Y3M",
|
| 17 |
"staleAfterDays": 7
|
| 18 |
},
|
|
@@ -28,7 +28,7 @@
|
|
| 28 |
"staleAfterDays": 45
|
| 29 |
},
|
| 30 |
"lei": {
|
| 31 |
-
"level":
|
| 32 |
"mom6m": null,
|
| 33 |
"signal": "expansion",
|
| 34 |
"signalLabel": "확장",
|
|
@@ -57,18 +57,33 @@
|
|
| 57 |
"missing": []
|
| 58 |
},
|
| 59 |
"rates": {
|
| 60 |
-
"spread10y3m": 0.
|
| 61 |
"sign": "+",
|
| 62 |
"curveShape": "steep_normal",
|
| 63 |
"curveShapeLabel": "가파른정상",
|
| 64 |
"curveSource": "NelsonSiegel.interpretation",
|
| 65 |
-
"asOf": "2026-07-
|
| 66 |
"seriesId": "T10Y3M",
|
| 67 |
"staleAfterDays": 7,
|
| 68 |
"missing": []
|
| 69 |
},
|
| 70 |
"gar": {
|
| 71 |
-
"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 72 |
},
|
| 73 |
"regimeBand": {
|
| 74 |
"status": "레짐 분리 약함",
|
|
|
|
| 1 |
{
|
| 2 |
"market": "US",
|
| 3 |
+
"computedAt": "2026-07-28T23:14:27.153494+00:00",
|
| 4 |
"forecast": {
|
| 5 |
"models": {
|
| 6 |
"probit": {
|
| 7 |
+
"probability": 0.1629,
|
| 8 |
"probabilityRounded": 0.15,
|
| 9 |
"zone": "moderate",
|
| 10 |
"zoneLabel": "보통",
|
| 11 |
+
"spread": 0.71,
|
| 12 |
"horizon": "12M",
|
| 13 |
"timeKind": "leading",
|
| 14 |
"precisionNote": "Estrella-Mishkin 고정계수·표준오차 미산출(점추정)",
|
| 15 |
+
"asOf": "2026-07-28",
|
| 16 |
"seriesId": "T10Y3M",
|
| 17 |
"staleAfterDays": 7
|
| 18 |
},
|
|
|
|
| 28 |
"staleAfterDays": 45
|
| 29 |
},
|
| 30 |
"lei": {
|
| 31 |
+
"level": 6231498.22,
|
| 32 |
"mom6m": null,
|
| 33 |
"signal": "expansion",
|
| 34 |
"signalLabel": "확장",
|
|
|
|
| 57 |
"missing": []
|
| 58 |
},
|
| 59 |
"rates": {
|
| 60 |
+
"spread10y3m": 0.71,
|
| 61 |
"sign": "+",
|
| 62 |
"curveShape": "steep_normal",
|
| 63 |
"curveShapeLabel": "가파른정상",
|
| 64 |
"curveSource": "NelsonSiegel.interpretation",
|
| 65 |
+
"asOf": "2026-07-28",
|
| 66 |
"seriesId": "T10Y3M",
|
| 67 |
"staleAfterDays": 7,
|
| 68 |
"missing": []
|
| 69 |
},
|
| 70 |
"gar": {
|
| 71 |
+
"gar5": -0.46,
|
| 72 |
+
"gar25": 1.31,
|
| 73 |
+
"median": 2.08,
|
| 74 |
+
"gar75": 2.84,
|
| 75 |
+
"gar95": 4.67,
|
| 76 |
+
"skewness": 0.05,
|
| 77 |
+
"tailRisk": "moderate",
|
| 78 |
+
"tailRiskLabel": "보통",
|
| 79 |
+
"currentFCI": -0.277,
|
| 80 |
+
"observations": 98,
|
| 81 |
+
"horizon": 4,
|
| 82 |
+
"timeKind": "forward",
|
| 83 |
+
"seriesNote": "FCI(NFCI 대용) 조건부 GDP 성장률 분위(점추정 아닌 조건부 분포)",
|
| 84 |
+
"asOf": "2026-04-01",
|
| 85 |
+
"staleAfterDays": 120,
|
| 86 |
+
"revisionLabel": "분기 GDP·수정 대상"
|
| 87 |
},
|
| 88 |
"regimeBand": {
|
| 89 |
"status": "레짐 분리 약함",
|