Recession Probability API
A single REST endpoint that returns the live probability of a U.S. recession within the forward 12-month window, with a confirmation layer that exposes market regime, Fed stance, and cycle-position signals in the same response.
What the endpoint returns
GET /api/v1/model/probability returns a composite recession probability, a trend indicator, and a model confidence rating. A nested confirmation block adds a UI-friendly risk color, a plain-English recommendation, high-risk indicator flags, the detected Fed policy stance, market regime, and cycle-position signals so you can render a decision-ready dashboard from a single call.
Snapshot history for backtesting
We retain probability snapshots on a schedule, so GET /api/v1/model/probability/history?range=1y returns a time series of the model itself — useful for backtesting, walk-forward analysis, or plotting a probability chart alongside SPY or GDP.
Range parameter accepts 1m, 3m, 6m, 1y on the free tier. Paid tiers extend the window.
Common integrations
- Dashboard widgets: render the probability and risk color in a fintech dashboard, wealth-management app, or macro newsletter.
- Alert automation: configure a webhook via
/api/v1/alerts/configureto fire when the probability crosses a threshold. - AI agents: the
recession_probabilityMCP tool lets Claude or ChatGPT query the live probability during a conversation. - Trading systems: use the probability and confirmation signals as regime inputs to a rules-based allocation model or risk-parity portfolio.
Related resources
- Glossary: Recession Probability — background on recession probability models
- Glossary: Yield Curve — the single most-cited recession signal
- Glossary: Sahm Rule — real-time labor-market recession indicator
- API Documentation — full REST reference