CFNAI Signal Suite
Indicator Study | Low recession signal | As of 2026-09-30
CFNAI composite signals are currently 'low recession signal'. Latest MA3=0.03, current recession probability=4.16%, 12-month forward probability=5.23%.
2026-09-30
As Of
Metrics
| Metric | Value |
|---|---|
| CFNAI MA3 | 0.03 |
| Recession Threshold (MA3) | -0.70 |
| MA3 Below Threshold? | No |
| Current Recession Probability | 0.04 |
| Lagged Recession Probability | 0.03 |
| 12-Month Recession Probability | 0.05 |
| Signal Vote Count | 0 |
Charts
CFNAI MA3 vs recession threshold
Shaded regions indicate NBER recession periods (USREC=1).
Current recession probability
Lagged-trend recession probability
12-month recession probability
Notes
- Data source: FRED (USREC + CFNAI and CFNAI component series).
- Models: logistic regression baselines fit on full available history.
- This study emits multiple sub-signals for use by composite studies.
Commentary
CFNAI composite signals are currently 'low recession signal'. Latest MA3=0.03, current recession probability=4.16%, 12-month forward probability=5.23%.
Deterministic fallback commentary (AI unavailable): - ma3_value: 0.03 - ma3_threshold: -0.7 - ma3_below_threshold: False - current_prob_recession: 0.0416 Caveat: This summary is template-based and may miss contextual drivers outside these indicators.