The data engine behind our economic intelligence
The Power Curve Index brings the house frameworks into one place. Select a scenario to see how the cycle model responds, change a map lens to compare currencies and state-level insurance pressure, and use the Macro Wall to track the indicators that shape the research.
Index preview Status. The model readings on this page are illustrative: simulated figures that demonstrate how the frameworks organize and interpret the evidence. Market prices are supplied by external feeds and may be delayed. Each section is labeled by the kind of information it contains, and a model reading is labeled Live production output only when it is generated by a documented production pipeline. Illustrative readings are demonstrations of method; treat them as such.
How to read this page
The Index contains three kinds of information.
- Market data:
- current or delayed prices and yields from external feeds.
- Descriptive data:
- observed economic, financial, and policy measures presented for comparison.
- Illustrative model outputs:
- simulated readings that show how The Power Curve's models would organize the evidence.
The snapshot tracks the S&P 500, Nasdaq, Dow Jones Industrial Average, the 10-year U.S. Treasury yield, DXY, EUR/USD, Brent crude, WTI crude, gold, bitcoin, and the VIX. On this preview the strip runs on an illustrative feed; the timestamp shows the most recent successful refresh.
The Composite organizes fourteen leading and coincident indicators across labor, credit, rates, and activity into a single cycle reading, indexed to 100 at January 2019. It answers two questions on every data release: where the economy sits in the cycle, and which way the balance of evidence is leaning.
The composite blends fourteen leading and coincident series across labor, credit, and rates into a single cycle reading. Read the methodology →
Scenario controls set the forward paths. Bear, Base, and Bull: the base path carries current momentum forward; the bull path assumes improving credit conditions and stronger real-income growth; the bear path assumes tighter credit and weaker demand. The scenario band widens with the forecast horizon and with disagreement among the fourteen inputs, so a conflicted signal reads as a wider band. The regime readout maps to one of four regimes, recovery, expansion, late cycle, or contraction, and reflects whichever scenario is selected on the chart.
Signal agreement measures how consistently the fourteen inputs point in the same direction. It is a breadth measure; it does not state the probability that the model is correct. The twelve-month recession reading shows how the recession estimate will be presented alongside the Composite. It becomes a live calibrated probability when the estimation method, sample, data-vintage policy, and out-of-sample results are published in the methodology.
The Uninsurable Map is the public visualization of the Repricing Index. It compares three related and distinct dimensions of state-level pressure: premium growth, coverage pressure, and physical risk weighted by property exposure.
measures the rate at which homeowner insurance premiums are changing, compared against shelter inflation benchmarked to the CPI owners' equivalent rent series. A state reads as repricing when insurance costs outrun housing costs at large.
tracks evidence that private insurance capacity is thinning: insurer withdrawals, nonrenewals, underinsurance, FAIR plan growth, and migration into other residual markets.
combines physical hazard with the property value exposed to it. The score separates hazard alone from financially consequential exposure; a moderate hazard over dense, high-value property can outrank a severe hazard over empty land.
Rankings name the measure being ranked: fastest premium growth, largest increase in coverage pressure, highest hazard-by-exposure score, and fastest growth in residual-market exposure.
The Long Dollar pairs the Dollar Model's reading with observed market and policy data for each major economy. The model weighs four drivers: interest-rate differentials, market positioning, terms of trade, and valuation. The dollar signal summarizes the direction and degree of agreement across the four drivers on a 0 to 10 conviction scale. A high score means the drivers are broadly aligned; the score carries no information about the expected size of a move or the probability that the call is right.
The map's other lenses display observed measures for context: each economy's currency performance against the U.S. dollar, local-currency equity performance, and central-bank policy rates. These are descriptive data and sit alongside the model signal. The broad-dollar reading is the Federal Reserve's nominal broad dollar index from the H.10 release, the trade-weighted measure across twenty-six partner currencies. It is distinct from the six-currency DXY shown in the Market Snapshot.
The Macro Wall is a descriptive monitoring dashboard. Each tile shows the latest observation, the prior reading, the release date, the source, the revision status, and the historical range, and connects the series to the broader analytical framework. The Wall makes the flow of evidence visible before it enters essays, reports, and future model readings; it generates no forecasts, probabilities, or trading signals.
The Index can organize the displayed data around a set of prewritten analytical questions. Every response is labeled by kind: observed data, model-derived interpretation, illustrative simulation, or editorial judgment. Generated analysis carries its sources and calculations so the answer can be checked.
The methodology page documents what each model measures, which inputs it uses, how those inputs are transformed, how outputs should be read, the research traditions behind the design, and where each framework can fail. Production specifications, validation results, and methodology revisions will be published as the models advance.
Status and limitations
The Power Curve Index is a preview of the analytical system under development. Market prices may be current or delayed, descriptive data may come from public or licensed sources, and model readings are illustrative unless explicitly labeled Live production output. Illustrative outputs are demonstrations of method; they should never be treated as economic forecasts, investment recommendations, insurance guidance, or statistical estimates.