SIGNAL_BENCH DOCS

█▓▒░ daily macro, interpreted

Welcome to Signal Bench

Signal Bench replaces the 30-60 minutes a day an analyst would spend pulling FRED, computing composites, and writing a macro view. Composites, narrative, and validation evidence ship through a clean REST API.

What It Does

Signal Bench reads the daily macro and market regime for you. It pulls public time series, computes versioned composite signals, writes a narrative explaining what changed, and ships everything through a stable JSON API.

  • Composite regime signals across growth, labor, inflation, rates, liquidity, credit, housing, consumer, equity, and USD/FX/commodities — each with the formula version it was computed under.
  • Daily narrative that explains the regime in plain English, not just the score.
  • Validation evidence: hit rates and sample sizes per (signal, target) pair so you can see what each composite is statistically worth.
  • Diagnostic per-series momentum signals that explain what moved a composite and by how much.
  • Agent-friendly JSON, manifest endpoint for discovery, and rate-limit tiers.

Who It Is For

Analysts, quants, agent builders, and small funds who need a daily macro read but don't want to maintain their own ingestion, scoring, and validation pipeline. The buyer is replacing analyst time, not a data subscription.

Current stage

Signal Bench is in private beta. Coverage is focused on the macro and market regime layer; we intentionally do not compete on real-time prices or ticker coverage breadth — that's a commodity layer best served by Stooq, Yahoo, or Polygon.

Recommended First Path

  1. Read the Concepts section to understand signals and composites.
  2. Generate an API key from the authenticated settings page.
  3. Call the manifest endpoint to discover available routes.
  4. Use product pages like Brief, Radar, Workbench, and Console to inspect the same data visually.