Free API Key — 100 calls/day

Market Intelligence API

BullrunData is a REST API and MCP server that provides real-time recession probability, institutional-grade multifamily + real-estate cycle analysis, S&P sector rotation signals, CFTC positioning intelligence, and a full library of macro indicators in a single platform. Built for institutional investors, fintech developers, AI agents, and quantitative traders who need programmatic access to macro + real-estate intelligence.

100 free calls/day. No credit card required.

# Get current recession probability

curl -H "X-API-Key: your-key" https://api.bullrundata.com/api/v1/dashboard/summary

# Response

{ "probability": 34.2, "risk_level": "MODERATE", "market_regime": "mid_cycle", "fed_stance": "neutral" }

What is BullrunData?

BullrunData is a market intelligence API. We ship 10 proprietary composite algo models — recession probability, housing cycle, multifamily cycle, refi window timing, CRE stress, cap rate direction, DSCR sensitivity, rent-to-price divergence, institutional positioning overlay, and capital rotation — plus live S&P sector rotation signals, CFTC institutional positioning intelligence, and one-call dashboard summaries that surface recession probability, market regime, and Fed stance in a single request. All of it accessible via REST or through our MCP server for AI agents (34 tools registered).

According to research from Princeton and Georgia Tech (KDD 2024), content with specific statistics receives 40% more visibility from AI platforms. We designed our API responses to include named data points, such as unemployment rate, VIX levels, yield curve spreads, and consumer sentiment scores, so developers can surface authoritative data in their applications.

In our experience building financial tools since 2025, we found that most economic data APIs either lack recession-specific analysis or charge enterprise-level pricing for basic macro coverage. We tested over a dozen providers before building BullrunData to solve this gap. As of June 2026, our API serves recession probability, sector rotation signals, and institutional positioning data that would otherwise require subscriptions to three or four separate services.

Proprietary IntelligencePro tier

10 Composite Algo Models

Every model outputs a composite score 0-100, a regime or signal label, per-component sub-scores with plain-English interpretations, and a confidence rating. Purpose-built for institutional-grade decisions on recession timing, multifamily investment, CRE distress, refi windows, cap rate direction, and per-deal DSCR sensitivity. Unlocked at Pro ($29/mo).

Composite Models

34 MCP tools · 25 REST endpoints

Macro

Recession Probability — 15-component leading-indicator model with dynamic Fed stance and regime adjustments

Real Estate

Housing Cycle — 5-component regime classifier for owner-occupied single-family housing

Real Estate

Multifamily Cycle — Institutional MF regime classifier — accumulate / trim / hold / distress entry / distress deepening

Real Estate

Refi Window Timing — Debt-timing signal with Fed rate scenarios projecting the 30Y mortgage impact

Real Estate

CRE Stress Composite — Early-warning distress composite — higher score = MORE stress

Real Estate

Rent-to-Price Divergence — Leading indicator for multifamily NOI trends (rent vs price growth delta)

Real Estate

Cap Rate Direction — Models cap rate direction (compression vs expansion) without paid CoStar/RCA feeds

Real Estate

Debt Coverage Sensitivity — Per-deal DSCR under Fed +/- 25/50/75/100 bps scenarios with breakeven + risk flags

Positioning

Institutional Positioning Overlay — Contrarian setup detector combining CFTC positioning with rate + cap rate mechanics

Positioning

Capital Rotation Score — Risk-on / risk-off composite from cross-asset macro instruments

What endpoints does BullrunData offer?

25 REST endpoints covering recession intelligence, US housing + multifamily cycle analysis, refi timing, CRE stress, cap rate direction, DSCR sensitivity, sector analysis, institutional positioning, and economic indicators — plus 34 MCP tools for AI agents.

Recession Intelligence

Proprietary

recession_probabilityPro

Proprietary weighted model with dynamic Fed stance and regime adjustments

fed_stance

Detect tightening, easing, crisis, or neutral Fed policy

market_regime

Classify early/mid/late cycle or recession

confirmation_status

4 coincident indicators confirming or denying recession

sahm_rule

Real-time Sahm Rule calculation from unemployment data

Real Estate Intelligence

Proprietary

housing_cyclePro

US owner-occupied housing regime classifier (supply, demand, price, affordability, cost of capital)

multifamily_cyclePro

Institutional MF regime: accumulate / trim / hold / distress-entry / distress-deepening

refi_windowPro

Debt-timing signal — refi_now / refi_soon / wait_3mo / wait_6mo / unattractive, with Fed rate scenarios

cre_stressPro

CRE distress composite — calm / building / elevated / severe / crisis (higher = MORE stress)

rent_price_divergencePro

Leading MF NOI signal — expansion / widening / balanced / narrowing / compression

cap_rate_directionPro

Cap rate direction — compressing_strong / compressing / stable / expanding / expanding_strong

debt_coverage_sensitivityPro

Per-deal DSCR under Fed +/- 25/50/75/100 bps scenarios with breakeven + risk flags

institutional_positioning_overlayPro

Contrarian setup detector combining CFTC 10Y positioning + rate momentum + retail consensus

brrrr_analysis

Full BRRRR deal scoring (0-100) with 70% rule, cash-on-cash, DSCR

investment_property

Cap rate, NOI, cash flow, 1% rule, break-even rent analysis

Capital Rotation

Proprietary

capital_rotation_score

Risk-on/risk-off composite from 9 macro instruments (-100 to +100)

divergence_alerts

Correlation breakdowns between gold, dollar, copper, VIX, bitcoin

regime_matching

Pattern match against 2008, 2020, 2022 crisis signatures

Economic Data

Live Data

interest_rates

Fed funds rate, treasury yields, mortgage rates

inflation_data

CPI, PCE, breakeven inflation, consumer expectations

employment_data

Unemployment, payrolls, jobless claims, JOLTS, participation

housing_data

Mortgage rates, housing starts, permits, home prices

yield_curve

Yield spreads, inversion detection, recession correlation

market_sentiment

VIX, financial conditions, stress indicators, consumer sentiment

Simple Pricing

Start free. Scale when you need to.

Free

100/day

✓ Macro indicators + sector rotation
✓ CFTC & TIC positioning
✓ 10 webhook alerts

Pro

$29/mo

10,000/day

✓ 10 proprietary composite models (recession, housing, multifamily, CRE stress, refi timing, cap rate, DSCR sensitivity, positioning)
✓ Institutional-grade multifamily + real estate intelligence
✓ Market regime + Fed stance
✓ 5-year history, 50 webhook alerts

Enterprise

$99/mo

100,000/day

✓ Everything in Pro
✓ 20-year history, 200 webhook alerts
✓ Priority support

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Frequently Asked Questions

How does BullrunData calculate recession probability?

Our proprietary model combines yield curve dynamics, labor-market signals (Sahm Rule), initial jobless claims, high-yield credit spreads, and financial conditions, with dynamic weight adjustments based on current Fed policy stance (tightening, easing, neutral, or crisis) and market regime (early cycle, mid cycle, late cycle, or recession). The yield curve component alone has preceded every U.S. recession since 1955 with a 6-to-24 month lead time.

What can I get from the BullrunData API?

Live recession probability, market regime and Fed stance detection, sector rotation signals, institutional positioning intelligence, one-call market summaries, threshold-based webhook alerts, and a full library of macro indicators — all behind one API key, one base URL. Full endpoint reference at bullrundata.com/docs.

What real-estate and multifamily models does BullrunData offer?

Eight proprietary real-estate models: housing_cycle (owner-occupied SFR regime), multifamily_cycle (institutional MF regime — accumulate/trim/hold/distress-entry/distress-deepening), refi_window (debt-timing signal with Fed rate scenarios), cre_stress (CRE distress composite), rent_price_divergence (leading MF NOI signal), cap_rate_direction (cap rate direction without paid feeds), debt_coverage_sensitivity (per-deal DSCR under Fed rate scenarios), and institutional_positioning_overlay (contrarian entries combining CFTC positioning with rate mechanics). Built for institutional multifamily investors, underwriting desks, and RE-focused AI agents.

Can I use BullrunData with AI agents and MCP?

Yes. Our MCP server plugs directly into Claude, ChatGPT, and custom LLM applications. Install locally with npx @bullrundata/market-intelligence-mcp or connect to the hosted endpoint at market.bullrundata.com/mcp. According to the MCP specification, MCP is the standard protocol for exposing structured tool interfaces to LLMs — we shipped ours so you don't have to write the adapter.

How often is the data updated?

Fast enough for macro decisions. Recession probability and economic indicators refresh every 6 hours and we retain the snapshot history so you can backtest the model itself. Institutional positioning follows the standard weekly release cadence. Sector rotation is computed live on every request.