Anomaly Radar

Which series made the most unusual move at their latest reading, measured against their own recent history. A ranking of statistics, not a risk score; nothing here says why it moved.

42 series · Daily marketsMacro prints · Rank by latest movelevel extreme · Data ↓

Method

• Move: latest reading against the one before: % for prices, bp for rates, units otherwise.
• z: the move divided by the standard deviation of the previous 252 one-reading moves (daily series) or 36 print-to-print changes (macro prints). 2σ is a move seen roughly once in 20 readings if moves were normally distributed; markets have fatter tails, so read it as a ranking.
• z 5 readings: the change over the last 5 readings against earlier 5-reading changes that do not overlap the latest.
• 1Y percentile: where the latest level sits among the last 252 levels (0 lowest, 100 highest). "Level extreme" ranks by distance from 50.
• Included: daily series with at least 60 moves from readings at most 5 days apart (older weekly history is not used), and macro series with at least 8 earlier changes. Left out now: 276 with too little history, 168 daily series more than 10 days behind the newest market date (2026-10-16).