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US St Louis Fed Financial Stress Index climbed to -0.81 in August 2026, up 0.02 from July's -0.83 reading.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
St Louis Fed Financial Stress Index (United States) was reported at -0.81 (index) in August 2026. The reading rose from the previous value of -0.83 (index). Over the past 12 months, the indicator has averaged -0.58 (index), ranging from -0.96 (index) to -0.13 (index) across 52 releases. This is classified as a high-impact indicator released on a weekly basis.
The trailing three releases averaged -0.80 (index), down from the prior three at -0.68 (index). Volatility over the past year (σ 0.19 (index)) is lower than the prior year (σ 0.27 (index)). In August readings over the past 3 years, St Louis Fed Financial Stress Index has averaged -0.65 (index).
Same-country events in the next 14 days include Jackson Hole Symposium (Aug 28) and Chicago PMI (Aug 28).
Auto-generated from current model state · Refreshes on each release · Last update August 2026.
The US St Louis Fed Financial Stress Index for August registered at -0.810700, slightly higher than July’s -0.828200, indicating a modest increase in financial stress. August’s reading remains in negative territory, signaling continued low stress but a slight uptick from July’s level. Market participants will watch upcoming data for further clarity on financial conditions amid steady central bank policies. Updated 8/27/26
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. Surprises against consensus typically move rates and currencies on release. Released weekly.
Latest reading (Aug 2026): actual -0.811 Index. Prior reading (Aug 2026): -0.828 Index. Before that (Aug 2026): -0.771 Index.
Sigmacast's 1-month forecast points to a lower reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bearish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary headwind in the current projection.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| Wednesday, August 26, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Non Defense Goods Orders Ex Air | 0.2 | 1.7 | 0.9 | 0.35 | Low | |
| 12:30 | Durable Goods Orders MoM | 1.1 | 0.5 | 0.5 | 1.75 | High | |
| 12:30 | Durable Goods Orders Ex Transp MoM | 0.4 | 1.1 | 0.6 | 0.70 | High | |
| 12:30 | PCE Price Index MoM | 0.2 | -0.1 | 0.1 | 0.10 | Medium | |
| 12:30 | Durable Goods Orders Ex Defense MoM | 1.3 | 0.3 | 0.1 | 1.88 | High | |
| 12:30 | Corporate Profits QoQ | 8.2 | 0.5 | 0.7 | 1.05 | Medium | |
| 12:30 | Core PCE Price Index YoY | 3.3 | 3.3 | 3.3 | 3.30 | High | |
| 12:30 | Core PCE Price Index MoM | 0.2 | 0.1 | 0.2 | 0.18 | High | |
| 12:30 | PCE Price Index YoY | 3.7 | 3.7 | 3.6 | 3.63 | Medium | |
| 12:30 | Personal Income MoM | 0.4 | 0.2 | 0.2 | 0.15 | High | |
| 12:30 | Personal Spending MoM | 0.2 | 0.4 | 0.2 | 0.18 | Low | |
| 12:30 | Real Consumer Spending QoQ | 3.4 | 0.5 | 3.2 | 3.20 | Low | |
| 12:30 | GDP Growth Rate QoQ | 1.5 | 2.1 | 1.5 | 1.40 | High | |
| 12:30 | GDP Price Index QoQ | 6.4 | 3.6 | 6.3 | 6.08 | Medium | |
| 12:30 | GDP Sales QoQ | 2.2 | 1.9 | 2.2 | 2.18 | Low | |
| 12:30 | Gross Domestic Product QoQ | 1.5 | 2.1 | 1.5 | 1.40 | High | |
| 12:30 | PCE Prices QoQ | 5.3 | 4.6 | 5.1 | 5.15 | Low | |
| 12:30 | Core PCE Prices QoQ | 3.6 | 4.4 | 3.4 | 3.48 | Low | |
| 14:10 | Atlanta Fed GDPNow | 4.6 | 4 | 4 | 4.03 | Medium | |
| 14:30 | EIA Distillate Stocks Change | -2.228 | -1.53 | -1.6 | -2.03 | Low | |
| 14:30 | EIA Gasoline Stocks Change | -2.536 | 0.688 | -0.7 | -1.20 | Medium | |
| 14:30 | EIA Crude Oil Stocks Change | 0.095 | 4.405 | 0.6 | 0.67 | Medium | |
| Thursday, August 27, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Jobless Claims 4-Week Average | 205.5 | 204.25 | 203 | 203.13 | High | |
| 12:30 | Initial Jobless Claims | 203 | 207 | 208 | 207.75 | High | |
| 12:30 | Retail Inventories Ex Autos MoM | 0.7 | -0.5 | 0 | 0.35 | Medium | |
| 12:30 | Goods Trade Balance Adv | -118.8 | -101.41 | -99 | -108.90 | Medium | |
| 12:30 | Wholesale Inventories MoM | 1.3 | 0.3 | 0.1 | 0.70 | Medium | |
| 12:30 | Continuing Jobless Claims | 1778 | 1796 | 1790 | 1788.50 | High | |
| 12:30 | Goods Trade Balance | -118.8 | -101.41 | -99 | -108.90 | High | |
| 14:30 | EIA Natural Gas Stocks Change | 15 | 16 | 20 | 17.75 | Low | |
| 15:00 | Kansas Fed Manufacturing Index | 17 | 17 | 14 | 15.50 | Low | |
| 15:00 | Kansas Fed Composite Index | 10 | 9 | 8 | 9.00 | Low | |