Federal Reserve Economic Data indicators that calibrate all Noosphere Scores. The Macro Stress Factor is added to every entity's raw SIGMA computation, grounding scores in actual current economic conditions.
Global Macro Stress Factor
Moderate macro pressure: watch yield curve and VIX
+9.1
additive SIGMA boost
Yield Curve
+3.72
Volatility
+4.26
Employment
+0.96
Inflation
+0.17
T10Y2Y
10Y − 2Y Yield Spread
0.40pp
+3.72 σ-boost
Treasury yield curve slope. Negative = inverted = recession leading indicator.
Flat — caution warranted
VIXCLS
CBOE VIX
18.9
+4.26 σ-boost
30-day implied volatility of S&P 500 options. "Fear gauge" of equity markets.
Moderate uncertainty
UNRATE
Unemployment Rate
4.3%
+0.96 σ-boost
US civilian unemployment. Above 4.5% triggers SIGMA stress adjustment.
Near NAIRU — neutral
T10YIE
10Y Breakeven Inflation
2.3%
+0.17 σ-boost
Market-implied 10-year inflation expectations. Target: 2.0%.
Near target — stable
BAA10Y
BAA−10Y Credit Spread
1.52pp
Moody's BAA corporate bond spread over 10Y Treasury. Proxy for credit risk appetite.
Normal range
How This Calibrates Noosphere Scores
The Formula
MS = (0.40·φ_yc + 0.30·φ_vix
+ 0.20·φ_emp + 0.10·φ_cpi) × 30
ΣFINAL = f(rawSIGMA + calendar + MS)Sigmoid Transforms
φ_yc = σ(−T10Y2Y / 0.5) inverted → 1
φ_vix = VIX / 40 max stress at VIX=40
φ_emp = (UNRATE − 3.5) / 5 above NAIRU
φ_cpi = |breakeven − 2| / 6 deviation from target
Data source: Federal Reserve Economic Data (FRED) · Wed, 10 Jun 2026 11:25:51 GMT