CONVEX
Indicators Guide

How to Read Economic Indicators

Economic indicators are statistical measures that reveal the direction and health of an economy. Professional traders, portfolio managers, and central bankers use them to anticipate market regime shifts before they show up in asset prices. This guide explains what economic indicators are, how the major categories interact, and how to use the Convex Indicators Dashboard to monitor 668+ live metrics across 21 thematic categories.

What are economic indicators?

An economic indicator is any data series that measures a dimension of economic activity. Some are released by government agencies (the Bureau of Labor Statistics publishes nonfarm payrolls, the BEA publishes GDP), some by the Federal Reserve (the Treasury yield curve, federal funds rate), and some by private institutions (ISM PMI, Conference Board LEI).

Indicators are classified into three types based on their timing relative to the business cycle:

  • Leading indicators change direction before the economy turns. They give advance warning of expansions and contractions. Examples: yield curve slope, initial jobless claims, building permits, ISM new orders.
  • Coincident indicators move in real time with the economy. They confirm what is happening right now. Examples: GDP, industrial production, real personal income.
  • Lagging indicators confirm trends after they have already begun. They are useful for verification but poor for prediction. Examples: unemployment rate, CPI (trailing), corporate profits.

The distinction matters because trading on lagging indicators means you are reacting to what already happened. Professional macro analysts focus on leading indicators to position ahead of regime shifts, then use coincident and lagging indicators to confirm the thesis is playing out.

The five categories that matter most

Of the 21 indicator categories tracked on the Convex dashboard, five form the backbone of macro analysis. Every other category is downstream of these.

1. Interest Rates

The cost of money. The federal funds rate sets the floor for all borrowing costs. The 10-Year Treasury yield is the benchmark for mortgages, corporate bonds, and equity valuations. When the curve between them inverts (short rates above long rates), it signals that the bond market expects economic weakness ahead.

2. Inflation

The rate at which purchasing power erodes. CPI measures what consumers pay. PCE (the Fed's preferred gauge) strips out volatile components. Breakeven inflation rates show what the bond market expects. Rising inflation forces the Fed to tighten, which raises rates, tightens financial conditions, and eventually slows growth.

3. Labor Market

Employment is the economy's vital sign. The unemployment rate is lagging, but initial jobless claims are leading. Nonfarm payrolls show the pace of job creation. The labor force participation rate reveals structural shifts. The Sahm Rule uses unemployment acceleration to identify recession starts in real time.

4. Credit Conditions

Credit is the transmission mechanism between monetary policy and the real economy. High-yield credit spreads widen when markets price in default risk. Investment-grade spreads track corporate borrowing stress. The NFCI captures the overall tightness of financial conditions. When credit conditions tighten sharply, recessions tend to follow.

5. Liquidity

The amount of money available in the financial system. The Fed's balance sheet, Treasury General Account (TGA), and reverse repo facility (RRP) determine net liquidity. When net liquidity rises, asset prices tend to follow. When the Fed drains liquidity through quantitative tightening, it creates a headwind for risk assets.

How indicators work together

No single indicator tells the full story. The real signal comes from watching how indicators across categories confirm or contradict each other. If the yield curve inverts, credit spreads widen, and initial claims rise simultaneously, that is a coherent recession signal. If only one of those three is flashing, it might be noise.

This is exactly why the Convex Indicators Dashboard lets you chart up to 10 indicators on one plot. Overlay the 10Y-2Y spread with HY spreads and initial claims to see whether recession signals are converging or diverging.

The four Convex Intelligence Indices were built to automate this cross-category synthesis:

  • CRPI (Recession Probability Index) combines five recession signals: yield curve, Sahm Rule, claims momentum, credit spreads, and LEI.
  • CNLI (Net Liquidity Index) aggregates the Fed balance sheet, TGA, and RRP into one liquidity measure.
  • CRAI (Risk Appetite Index) blends equity momentum, volatility, and credit spread changes to gauge market risk appetite.
  • NVI (Net Vulnerability Index) synthesizes financial conditions, equity drawdowns, and credit stress into a systemic vulnerability reading.

Each composite distills multiple raw indicators into a single number, saving you from tracking dozens of individual series while still capturing the underlying dynamics.

Common mistakes when reading indicators

Reacting to a single data point. One hot CPI print does not mean inflation is reaccelerating. One bad payrolls number does not mean recession. Look at 3-month trends, not individual releases.
Ignoring lead times.The yield curve can invert 12-24 months before a recession. Just because the economy looks fine today does not invalidate the signal. The question is not "are we in recession now?" but "are recession transmission mechanisms activating?"
Confusing correlation with causation. Two indicators moving together does not mean one causes the other. Both might be responding to a third factor. Use the dashboard's percent-change mode to compare normalized movements, but always think about the causal chain.
Comparing raw values across different scales. The VIX at 20 and the 10-Year yield at 4.5% cannot be compared on the same axis. Use percent-change normalization when overlaying indicators with different units and scales.

Using the Convex Indicators Dashboard

The Indicators Dashboard gives you access to 668+ live economic and market metrics in one interface. Here is how to get the most from it:

  • Search for any indicator by name, ticker, or FRED series ID using the search bar at the top. Click a result to view it, or press the + button to add it to the chart alongside existing indicators.
  • Browse by category using the sidebar on the left. The 21 categories (from Rates to Emerging Markets) let you explore indicators thematically.
  • Chart up to 10 indicators on a single plot. Use percent-change mode to normalize different scales, or raw mode when comparing like-scaled indicators (e.g., two interest rates).
  • Start with the Convex indices. The four composite indices (CRPI, CNLI, CRAI, NVI) give a quick macro snapshot before you dive into individual metrics.
  • Share your view by copying the URL. The dashboard encodes your active indicators, time range, and normalization mode in the URL, so any chart configuration can be bookmarked or shared.

For deeper analysis of any individual metric, click the "page" link in search results or visit the full data directory to explore all categories.

Frequently asked questions

How many economic indicators should I track?
Most professional macro analysts focus on 8-12 core indicators across rates, inflation, labor, and credit. Tracking too many creates noise. The Convex Indicators Dashboard lets you chart up to 10 indicators simultaneously, which covers the key variables for most macro regimes.
What is the difference between leading and lagging indicators?
Leading indicators change direction before the broader economy does, giving advance warning of turning points. Examples include yield curve inversions, initial jobless claims, and building permits. Lagging indicators confirm trends after they have already begun, such as the unemployment rate and corporate profits. Coincident indicators move in real time with the economy, like GDP and industrial production.
Can economic indicators predict the stock market?
No single indicator reliably predicts short-term stock movements. However, clusters of deteriorating leading indicators have historically preceded bear markets by 6-18 months. The combination of yield curve inversion, rising credit spreads, and declining leading economic indicators has preceded every US recession since 1970, and recessions typically coincide with equity drawdowns of 20% or more.

Start exploring indicators

Open the Indicators Dashboard to chart any combination of 668+ live metrics. Compare Treasury yields with credit spreads, overlay inflation data with Fed policy rates, or track all four Convex Intelligence Indices on one plot.

Open Dashboard