Bond WatchtowerFixture fallback onlySource-grounded alerts
Bond-market early warnings without pretending to predict the future.
Monitor long-end yields, SOFR pressure, Treasury auctions, credit spreads, and private-credit accounting signals. Official observations and educational fixtures remain visibly separate, and every alert is tied to evidence.
Checking official sourcesSnapshot Jun 15, 12:00 PM UTC
The server is validating New York Fed and U.S. Treasury responses. The visible fixture snapshot remains in place until that check completes.
0 official observations / 68 fixture observations / no official source loaded
Official right now
No official adapter loaded yet
Fixture-only panels
Unsupported global, credit-spread, and private-credit views stay labeled fixtures until their own adapters are validated.
Never automatic
No trades, portfolio advice, scheduled polling, or alert delivery runs from this page.
• Official sources have not been requested yet. All visible values are educational fixtures.
Global risk score
59
Highest severity is Severe.
Active alerts
10
10 visible after current filters.
Assessment confidence
57%
0% of cataloged operational sources are available or degraded.
Stale series
0
Stale data lowers confidence instead of being silently imputed.
Where stress is building
Risk score by category
Severity blends magnitude, speed, breadth, persistence, and evidence confidence. Stale points cannot create present-tense stress alerts, and fixture-only evidence is capped.
Global long end
Sovereign yield pressure map
Market
Latest
1D move
Source
Freshness
US 30Y
5.04%
17.0 bps
mock-local-scenario
demo
UK 30Y
5.31%
11.0 bps
mock-local-scenario
demo
Germany 30Y
3.12%
12.0 bps
mock-local-scenario
demo
Japan 30Y
2.95%
9.0 bps
mock-local-scenario
demo
SOFR pressure
Funding monitor
Latest SOFR
4.52%
Floating-rate lens
Floating-rate scenario
Estimated annual cash interest
$2,442,500
Increment from shock
$250,000
Scenario math is a simple rate-sensitivity calculation. It is not a financing recommendation.
Private credit
BDC stress board
Filing-derived fixture model
PIK income
12.80%
mock-local-scenario / demo
Non-accruals
6.40%
mock-local-scenario / demo
Level 3 assets
31.20%
mock-local-scenario / demo
2026-2029 maturity wall
42.40%
mock-local-scenario / demo
Historical fixture only: a licensed current credit-spread feed is not part of phase one.
Latest supported observations
Alert inbox
SevereTreasury supply-demand stress65% confidence
Treasury auction demand signal weakened
United States / 30Y Treasury auction
Score
73
What changed
The auction stress rule combines a low bid-to-cover percentile with same-window tail pressure.
Why it matters
Weak long-end auction demand can reinforce yield pressure when Treasury supply is heavy.
Informational market monitoring only. This alert does not provide investment, tax, legal, trading, or portfolio advice.
Source health
Local demo scenario
Demo observations loaded locally. They are not live market data.
healthy
Last fetch: Jun 15, 12:00 PM UTCFailures: 0Delayed/stale series: 0Credentials: not-required
Request policy: not applicable
FRED / St. Louis Fed
Live FRED ingestion is cataloged but disabled until FRED_API_KEY is configured.
missing-credentials
Last fetch: Not fetchedFailures: 0Delayed/stale series: 0Credentials: missing
Request policy: not queried in demo mode
New York Fed Markets Data
SOFR live ingestion is intentionally disabled in this static feature build.
disabled
Last fetch: Not fetchedFailures: 0Delayed/stale series: 0Credentials: disabled
Request policy: not queried in demo mode
U.S. Treasury official data
Treasury curve and auction adapters run through the server-side snapshot endpoint.
disabled
Last fetch: Not fetchedFailures: 0Delayed/stale series: 0Credentials: not-required
Request policy: not queried in static fixture mode
SEC EDGAR APIs
BDC filing extraction is modeled in the domain layer and ready for a server-side adapter.
disabled
Last fetch: Not fetchedFailures: 0Delayed/stale series: 0Credentials: not-required
Request policy: not queried in demo mode
Plain-English concepts
Long-end yields
Long maturities can act like a confidence signal for inflation, fiscal supply, and demand for duration.
SOFR pressure
SOFR is an overnight secured funding rate. When it rises quickly, floating-rate borrowers can feel higher debt-service costs.
PIK interest
Payment-in-kind interest can increase reported income without bringing in cash, so it needs extra context.
Level 3 assets
Level 3 valuations rely on less observable inputs, which can make private-credit marks harder to verify quickly.
Adapter coverage
Official source catalog
New York Fed SOFR and U.S. Treasury curve/auction adapters are active. Cataloged sources remain future coverage until their own validated server adapters and licensing review are complete.
How Bond Watchtower became a bounded, testable product.
Status
Working research beta
My role
Data adapters, risk methodology, provenance model, and dashboard UX
Current release
Official-data surveillance snapshot
The problem
Macro dashboards can look authoritative while mixing stale observations, modeled scenarios, and current data without saying which is which. That makes the interface easy to read and hard to trust, especially when a missing source is mistaken for a low-risk signal.
Product response
Bond Watchtower evaluates a normalized evidence snapshot with cadence-aware freshness and deterministic alert rules. Current New York Fed and U.S. Treasury observations remain visibly separate from unsupported educational fixtures, while source coverage and assessment confidence are reported independently from risk.
Architecture at a glance
Fetch New York Fed SOFR, Treasury yield-curve, and FiscalData auction feeds through independent server adapters.
Validate provider payloads, normalize provenance and freshness, and retain source-specific failures.
Evaluate evidence-aware alert rules without allowing stale or missing data to create present-tense stress claims.
Render the risk score, confidence, source ledger, alert inbox, and rate-sensitivity scenario together.
Proof, not claims
Each observation retains its provider, effective date, fetch time, cadence, citation, and fixture status.
Adapters have timeouts, response-size limits, provider validation, and isolated fallback behavior.
Unit, component, API, and browser tests cover indicators, alerts, source modes, filtering, and scenario math.
Honest boundaries
This is research software, not investment advice, a broker connection, or an intraday trading terminal.
Unsupported global, spread, and private-credit panels stay explicitly fixture-only.
No scheduled polling, alert delivery, trade execution, or portfolio instruction happens automatically.
Next release
Store revision-aware history where provider terms permit and add vintage-aware backtesting.
Add defined SEC filing metrics for selected BDC issuers and filing-period comparisons.
Evaluate licensed spread or evaluated-price data before making any intraday credit claim.