Back to dashboard

Data Sources

Every input to the 4xForecaster framework is drawn from public, machine-retrievable data. No proprietary feeds. No licensed data. The sources below are the complete list.

US Treasury Yields Federal Reserve Economic Data (FRED)

Daily constant-maturity Treasury yields published by the Federal Reserve Bank of St. Louis. Three maturities are tracked: the 3-Month front end, the 2-Year policy-sensitive point, and the 10-Year long-end anchor.

DGS3MO DGS2 DGS10 api.stlouisfed.org
Equity Volatility (VIX) Federal Reserve Economic Data (FRED)

The CBOE Volatility Index daily close, sourced via FRED. Used to classify the equity volatility state as Calm, Elevated, or Stressed — one of two inputs into the Volatility Regime layer.

VIXCLS api.stlouisfed.org
US Dollar Index OANDA fxTrade API

A synthetic DXY computed from ICE component weights using OANDA spot pricing for the six constituent pairs. The composite replicates the ICE benchmark without requiring a proprietary data subscription.

EUR_USD USD_JPY GBP_USD USD_CAD USD_SEK USD_CHF ICE component weights
FX Pair Prices OANDA fxTrade API

Spot mid prices and 1-hour candles for nine currency pairs — six G10 and three emerging-market. Used to compute 1-hour and 24-hour momentum for per-pair bias generation.

EUR/USD GBP/USD USD/JPY USD/CHF AUD/USD NZD/USD USD/CAD USD/MXN USD/ZAR Spot mid · H1 candles
All inputs are public, machine-retrievable data sources. No proprietary feeds. Data refreshes every 5 minutes during market hours.