Fed Funds spread signals crash

[FRED]

The FRED graph isn't updating, it's still 9/11

Yes, we noticed. They are not updating the chart.

Ok, fine. If the Fed doesn't want to show the data on its web site then I guess we'll have to take the data and chart it ourselves.

[bart]

My own internal & proprietary "crash alert" signal fired earlier today, for what its worth.

[WDCRob]

Reflecting what's already happening, or predicting the next big move? If the latter, what sort of timeframe is it set up for?

[krakknisse]

The Ted spread is up to 3%. The Bloomberg chart doesn't even show it on its intraday chart. I had to hand draw it in the chart below (in red). It is way above anything it has been previously (Bloomberg's chart doesn't go further back than shown).

[bart]

Reflecting what's already happening, or predicting the next big move? If the latter, what sort of timeframe is it set up for?

Both.
No specific timeframe, but its not designed to respond or fire for minor events or drops.

Some of the dates it fired - week of 10/12/87, week ending 9/10/2001, week of 1/4/1988, over 4 times in late July and early August 1998, week ending 4/10/2000... well, you get the idea (and it blows it about 20% of the time too)...

[bart]

Both.
No specific timeframe, but its not designed to respond or fire for minor events or drops.

Some of the dates it fired - week of 10/12/87, week ending 9/10/2001, week of 1/4/1988, over 4 times in late July and early August 1998, week ending 4/10/2000... well, you get the idea (and it blows it about 20% of the time too)...

False alarm - I got a bad data feed on one of the elements in the crash alert algorithm, and just discovered it. It did not fire.