Whether

Market Climate Station

Signals refreshed Feb 23, 2026, 2:08 AM

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Cross-functionalProduct leadEng leadFinance partner

Whether report

Signal evidence

See the sources and scoring behind the regime call.Review evidence scan

Data status · Live (high confidence)Toggle data status details. Expanded when content is visible; collapsed when hidden.

Signals stamped: Feb 19, 2026

Confidence: Verified live feed

Review live feed

Confidence cueLive signals verified for this cycle.

Why this confidence level

Treasury API responding normally; live signals verified.

Signals are live; use them to confirm thresholds and trigger alerts.

Expanded when confidence detail is visible; collapsed when hidden.

Explain why

Expansion regime is supported by current macro readings.

Signals are live; use them to confirm thresholds and trigger alerts.

  • Regime: Expansion
  • Trust: Verified live feed
Review evidence trail →

Evidence scan

  1. Now

    Review regime timeline

    Start with sequence changes to frame context.

  2. Next

    Check scoring thresholds

    Confirm guardrails still match current tolerance.

  3. Later

    Inspect live sensor feed

    Validate source readings behind the call.

Decision

Where to start

Use this 3-step quick check.

  1. 1. Regime timeline

    Why this matters: Understand sequence shifts first.

    Open step

  2. 2. Key thresholds

    Why this matters: Confirm guardrails still match risk tolerance.

    Open step

  3. 3. Live sensor feed

    Why this matters: Validate live readings before decisions.

    Open step

View options

Choose a focus area, then open extra controls if you want more detail.

AllInflationGrowthLaborFinancial conditions

Quick summary

See the key drivers before diving into the full feed.

Jump to macro sources →

Regime read

Regime = cash tightness + market risk appetite from Treasury signals.

Expansion

Capital is cheap and risk appetite is healthy. Move quickly to capture share.

Why this matters: this sets the risk posture for near-term operating bets.

Score drivers

0–100 gauges: higher tightness = harder funding, higher risk appetite = more risk-on.

Tightness0/100
Risk appetite64/100

Confirm the base rate and curve slope before you brief leadership.

Why this matters: these two scores drive whether teams should preserve cash or accelerate.

Constraint focus

Operating guardrails the leadership team should enforce this cycle.

  • Prioritize speed and distribution over polish.
  • Accept controlled waste to win market share.
  • Invest ahead of demand where signals are strong.

Why this matters: clear constraints reduce rework during weekly planning.

What to review first

Check these drivers before finalizing your call.

Review scoring rules

Capital is cheap and risk appetite is healthy. Move quickly to capture share.

Validate live sensor data

Check the latest feeds driving the tightness and risk scores.

Review live feed

Cross-check macro sources

Verify the Treasury, CPI, and labor inputs behind the signal stack.

Review macro sources

Confirm scoring thresholds

Ensure the regime thresholds still map to your risk tolerance.

Review thresholds

Live Sensor Array

Data provenanceSource: Federal Reserve Economic Data (FRED)Record date: Feb 19, 2026Timestamp: Feb 23, 2026, 2:08 AMData age: 0h.Confidence cycle: Full moon (100%)

Primary market pulse

Signal spotlight

Tracking 2 signals across 4 active groups.

3M window4 time horizonsFilters applied

Select signal groups to highlight the biggest movement.

Filters

Rates

Policy stance, curve health, and funding rates.

2 sensors

Base rate (1M)

3.72%

Δ 3M —

Live (high confidence)

12-month trend (cache)

Base rate uses the 1-month Treasury yield (fallback to 3-month if missing).

Formula: Method notes

Data freshness

Live source
Source
US Treasury Fiscal Data API
Record date
Fetched

Curve slope (10Y - 2Y)

0.61%

Δ 3M —

Live (high confidence)

12-month trend (cache)

Curve slope is the 10-year yield minus the 2-year yield, a proxy for risk appetite.

Formula: Method notes

Data freshness

Live source
Source
US Treasury Fiscal Data API
Record date
Fetched

Labor

Employment resilience, wage pressure, and hiring breadth.

0 sensors

No sensors in this category yet.

Inflation

Price stability, demand pressure, and purchasing power.

0 sensors

No sensors in this category yet.

Credit

Funding spreads, liquidity stress, and risk appetite.

0 sensors

No sensors in this category yet.

Macro signals

Expanded signal pack

Supplement Treasury yields with inflation, labor health, and credit stress indicators.

Live (high confidence)
Data provenanceSource: FRED & US TreasuryRecord date: Jan 1, 2026Timestamp: Feb 23, 2026, 2:08 AMData age: 0h.Confidence cycle: Full moon (100%)

Executive summary

Use this expanded pack to validate the Treasury-led climate call against inflation, labor, and credit stress signals.

Cards are ranked by action impact × recency so the first scan surfaces the most urgent checks.

Extra tools

Adjust thresholds and explore the historical timeline.

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Action playbook

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Methodology

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Next recommended move

Convert evidence into an execution posture.

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Not financial, legal, or investment advice.

Current posture · Verified live feed

Expansion regime is supported by current macro readings.

Review live feed