Observed arrival · 2026-09-12
VALTIVRA Scores Recession Risk Without Hindsight
A monthly U.S. recession-risk score built from economic indicators using only the data available at the time.
Field notes
The model publishes one fixed monthly reading and an explanation of the inputs that moved it, with regime thresholds set at the 60th and 85th percentiles. Its backtest uses walk-forward scoring against archived data vintages, including exact historical releases for unemployment, payrolls, industrial production, and housing starts. The published record reports 332 out-of-sample months and three recessions, but also records extended false alarms and acknowledges that 2020 was not anticipated.
Observed signals
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Editorial observations of this landing page, not a rating.
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