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.
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.
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).
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.
Simple Pricing
Start free. Scale when you need to.
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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.