Based on current macro regime conditions and ny fed global supply chain pressure's historical behaviour in similar regimes, the model projects 1.29 by 2026-12-31 ( +3.0% from 1.25 today). The 68% confidence range is -228.03 to 230.6; the wider 95% range is -448.17 to 450.75. Methodology below the headline.
NY Fed Global Supply Chain Pressure Forecast 2026
Quantitative analysis from 299 observations of NY Fed Global Supply Chain Pressure history, joined to four universal macro regime classifications. Numbers are computed, not narrated.
Performance by Window[02]
| WINDOW | N | ANN RET | ANN VOL | RET/VOL | HIT % | TOTAL |
|---|---|---|---|---|---|---|
| 1Y | 13 | 1203.10% | 831.23% | 1.45 | 41.7% | 1200.82% |
| 3Y | 36 | 51.47% | 3115.52% | 0.02 | 51.4% | 235.94% |
| 5Y | 61 | -14.72% | 2382.29% | -0.01 | 51.7% | -54.90% |
Forecast Approach
regime implied: The current macro regime classification (Goldilocks, Reflation, Stagflation, or Deflation) dictates the expected direction and magnitude of movement, calibrated against historical regime performance.
Key Drivers & Risks
- •Macro regime
- •Monetary policy
- •Risk appetite
Historical Volatility
Moderate
Frequently Asked Questions
What factors could push NY Fed Global Supply Chain Pressure higher?▾
The primary drivers that tend to lift NY Fed Global Supply Chain Pressure depend on the current macro regime. Global trade flows carry early signals about inflation and growth that show up in U.S. prints with a lag. The NY Fed Global Supply Chain Pressure Index condenses shipping rates, delivery times, and backlogs into a single number, while Treasury TIC data reveals which foreign creditors are accumulating or shedding U.S. debt. Together they map how real goods and dollar balances circulate through the global system. Convex tracks these drivers live across the Supply Chain category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.
What factors could push NY Fed Global Supply Chain Pressure lower?▾
The same transmission channels that drive NY Fed Global Supply Chain Pressure higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.
Where does consensus see NY Fed Global Supply Chain Pressure heading?▾
Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.
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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.