Bullrundata Market Intelligence

One-call macro snapshot with a curated block of key economic indicators. Best starting point for any macro question. Free tier sees indicators + counts; recession probability, market regime, and Fed stance blocks return a Pro-upgrade placeholder — upgrade at https://bullrundata.com/pricing for the full composite.

Requires Pro tier. Current US recession probability (0-100%) from a proprietary weighted model. Returns probability, trend (early/mid/late_cycle/recession), confidence, confirmation layer, Fed stance, and recommendation. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).

Latest values for the curated key metrics block from the dashboard summary — with labels and units.

Requires Pro tier. Current Federal Reserve monetary policy stance (TIGHTENING, EASING, NEUTRAL, CRISIS) with the live Fed funds rate. Sourced from the recession-model composite endpoint. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).

Requires Pro tier. Current market cycle phase (early_cycle, mid_cycle, late_cycle, recession) inferred from the recession model trend. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).

Requires Pro tier. Coincident-indicator confirmation slice from the recession model. Tells you whether leading-indicator recession signals are being confirmed by current activity. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).

Requires Pro tier. US housing market cycle classifier — expansion / topping / mid_cycle / bottoming / contraction — from a proprietary weighted model over 5 component groups (supply, demand, price, affordability, cost of capital). Returns composite score 0-100, per-component sub-scores with interpretations, 3-month trend, and confidence. Best used for real estate timing decisions and macro housing analysis. Free tier receives a 403 with upgrade link (https://bullrundata.com/pricing).

Time series for any tracked economic indicator by series ID (e.g., VIXCLS, UNRATE, CPIAUCSL, T10Y2Y, MORTGAGE30US, BAMLH0A0HYM2). Returns daily date+value pairs over the requested range.

List all tracked indicators with current values, optionally filtered by category. Categories: Consumer, Debt, Economic Activity, Fed Policy, Financial Conditions, Housing, Inflation, Interest Rates, Labor Market, Manufacturing, Markets.

Current interest rates: Fed funds rate and all tracked Treasury / mortgage rate indicators.

Current inflation indicators (CPI, Core CPI, PCE, etc — all entries in the Inflation category).

Current labor market indicators (unemployment rate, nonfarm payrolls, initial claims, JOLTS, participation, average hourly earnings).

Current housing market indicators (mortgage rates, housing starts, building permits, sales prices, Case-Shiller).

Yield curve snapshot: 10Y-2Y and 10Y-3M Treasury spreads with inversion check.

Market sentiment indicators (VIX, Financial Conditions Index, Consumer Sentiment, financial-stress measures).

Sector rotation signal — risk-on vs risk-off based on cyclical vs defensive S&P sector performance. Returns the rotation spread, current signal (RISK_ON / RISK_OFF / NEUTRAL), top leaders and laggards, and momentum data across 1w / 1m / 3m windows.

Per-sector accumulation and distribution signals — classifies each S&P sector ETF as ACCUMULATION, DISTRIBUTION, or NEUTRAL based on a proprietary composite of price and volume analysis. Surfaces sectors with sustained buying pressure, early distribution, or capitulation lows.

Aggregate institutional futures positioning across major contracts. Returns long/short/net positions, directional bias, and an aggregate signal (RISK_ON / RISK_OFF / NEUTRAL) reflecting where institutional money is leaning.

List available futures contracts for use with cftc_positioning_detail. Each entry indicates report_type — pass the contract name to cftc_positioning_detail for the full breakdown.

Detailed positioning for a single contract or matching set, with smart-money breakdown and week-over-week change in long/short.

Treasury International Capital (TIC) flows — net foreign purchases of US Treasuries and other long-term securities. Useful for tracking dollar demand and reserve manager behavior.

Analyze a rental investment property. Returns cap rate, cash-on-cash ROI, monthly cash flow, NOI, DSCR, 1% rule check, and full expense breakdown. Pure local calculation — no API call.

Analyze a BRRRR (Buy, Rehab, Rent, Refinance, Repeat) real estate deal. Returns all-in cost, ARV margin, refinance cash-out, monthly cash flow, BRRRR Score (0-100), 70% rule check, and full breakdown. Pure local calculation — no API call.

List all available macro catalyst scenarios in the Cascade Engine. Returns catalyst IDs, names, categories, and severity levels. Use a catalyst ID with cascade_analysis for the full chain reaction.

Get the full chain reaction cascade for a macro catalyst scenario. Maps cause-effect chains across markets, regions, and asset classes with confidence levels and historical precedents. Live market-data enrichment (include_live_data=true) reads from the recession-model endpoint which requires Pro tier — free tier callers get the cascade tree without enrichment. Use cascade_list to see available catalysts.

Search catalyst scenarios by keyword. Matches against catalyst names, descriptions, categories, and trigger conditions. Use this when you're not sure which catalyst applies to a given situation.

Get all catalyst scenarios in a specific category. Categories: geopolitical, monetary, credit, commodity, currency, contagion, structural.