Research & Data Access
The American Distress Index is a free, open dataset tracking U.S. household financial distress across 105 live economic indicators. The public catalog contains 107 tracked series, including 0 placeholder entries and 2 historical series. This page provides everything researchers need to access, reproduce, and cite the index data. No API keys, no registration, no restrictions on academic use.
Dataset Overview
The composite is a 0–100 score built from 5 domains, each capturing a distinct dimension of household financial distress. Every member series is converted to a Hazen percentile within its own full quarterly history. Each domain score is the mean of its members' percentiles. The composite is the mean of the 5 domain scores.
| Domain | Weight | Member series | Measures |
|---|---|---|---|
| Delinquency | 20% | Delinquency Rate on Single-Family Residential Mortgages, All Commercial Banks; Delinquency Rate on Credit Card Loans; Delinquency Rate on Consumer Loans (ex credit card); Auto Loans 90+ Days Past Due | Share of borrowers behind on mortgage, credit card, consumer, and auto loans. |
| Default & Legal | 20% | Charge-Off Rate on Credit Card Loans; Charge-Off Rate on Single-Family Residential Mortgages | Charge-offs and the foreclosure-stage outcomes that follow late payments. |
| Debt Burden | 20% | Household Debt Service Ratio | Required debt payments as a share of household income. |
| Labor | 20% | Unemployment Rate; Initial Unemployment Claims (SA) | Unemployment and new jobless claims. |
| Safety Net & Buffer | 20% | Personal Saving Rate | The savings cushion households hold against a bad quarter. |
Each domain carries the same weight: 20% of the composite. The composite is a mean of percentiles, rather than a percentile of quarters. Its own rank among published quarters is published separately as rank_in_history; that rank is the reading quoted below. The methodology page explains how to read the composite value itself.
Current reading: 47.0 Band 3 of 5 · Typical for 2026-Q2. The composite itself sits higher than 44% of all published quarters since 2005. Full methodology at /methodology/.
Data Access
All data is served as static JSON from Cloudflare's edge network. No authentication, no rate limits, no usage restrictions for academic purposes.
JSON API Endpoints
Latest quarter with the composite, band, band label, the literal reading, and the composite's own rank in history, plus the full quarterly series with five domain scores and member percentiles (86 observations, 2005–2026).
curl https://americandefault.org/api/adi.json All 107 tracked series with current or explicitly last-verified values, data status, trend, units, source, and metadata.
curl https://americandefault.org/api/indicators.json Full time series for a single indicator. Replace {slug} with any indicator slug from the index endpoint.
curl https://americandefault.org/api/indicators/the-buffer.json CSV Downloads
- Current indicators — latest values (one row per current indicator; historical series excluded)
- State debt & delinquency (51 rows, 5 metrics per state)
- Individual indicator time series:
/api/downloads/{slug}.csv(available from every indicator page)
Embeddable Charts
Every indicator has a self-contained iframe-embeddable chart. Pattern: /embed/{slug}/. See the embed documentation for examples.
Code Examples
Python (requests + pandas)
import requests
import pandas as pd
# Fetch all indicators
resp = requests.get("https://americandefault.org/api/indicators.json")
indicators = resp.json()["indicators"]
# Load into DataFrame
df = pd.DataFrame([{
"name": i["display_name"],
"value": i["last_verified_value"] if i["data_status"] == "historical" else i["latest_value"],
"data_status": i["data_status"],
# A suppressed series publishes no movement word.
"trend": None if i.get("trend_suppressed") else i["trend"],
"yoy_change": i.get("yoy_change"),
"source": i["source"]
} for i in indicators])
# Fetch ADI composite with full history
adi = requests.get("https://americandefault.org/api/adi.json").json()
adi_df = pd.DataFrame(adi["history"]) R (httr2 + jsonlite)
library(httr2)
library(jsonlite)
# Fetch ADI composite
adi <- request("https://americandefault.org/api/adi.json") |>
req_perform() |>
resp_body_json()
# Convert history to data frame
history <- do.call(rbind, lapply(adi$history, as.data.frame))
history$date <- as.Date(history$date)
# Fetch single indicator time series
savings <- request("https://americandefault.org/api/indicators/the-buffer.json") |>
req_perform() |>
resp_body_json()
ts_data <- do.call(rbind, lapply(savings$data, as.data.frame)) The API returns standard JSON. Any language with HTTP client and JSON parsing support can access the data. No authentication headers or API keys needed.
Variable Definitions
105 live indicators organized into 10 categories. Each indicator includes full time series data, source attribution, and trend analysis.
For detailed metadata on each variable (units, source agency, series ID, update frequency), fetch the individual indicator JSON endpoint: /api/indicators/{slug}.json.
Reproducibility
The index is designed for full reproducibility. Every input, transformation, and output is documented and accessible.
last_updated timestamps.Historical Series
The full quarterly history is available via the index API endpoint. Each observation includes the quarter, composite, band, band label, all five domain scores, and the member percentiles behind them. This data can be used to reproduce the published series end to end, decompose any quarter by domain, or extend the analysis.
Leading Indicator Research
Beyond tracking current conditions, our research pipeline systematically tests all pairwise indicator combinations for statistically validated leading relationships. A five-filter pipeline identifies cases where one indicator consistently precedes another by multiple quarters across multiple economic crises.
Validated Leading Relationships
Scanner has not yet been run. See the Structural Outlook page for current status.
The family-v1 artifact contains indicator-level results only. It does not establish a domain-to-domain lead from Safety Net & Buffer to Delinquency; publishing that claim would require a separate committed model artifact.
API Access
All validated leading relationships with correlation coefficients, lag periods, Granger causality statistics, and out-of-sample validation metrics.
curl https://americandefault.org/api/research/leading-indicators.json Python Example
import requests
# Fetch leading indicator research
resp = requests.get("https://americandefault.org/api/research/leading-indicators.json")
data = resp.json()
# List validated pairs
for pair in data["validated_pairs"]:
leader = pair["leader"]["name"]
follower = pair["follower"]["name"]
lag = pair["lag_quarters"]
r = pair["correlation"]
print(f"{leader} → {follower} ({lag}q lag, r={r:.2f})") Active structural projections based on these relationships are tracked on the Structural Outlook page. The structural projections methodology covers the full cross-correlation approach.
Cite This Data
Suggested Citations
APA (American Distress Index):
American Default Research. (2026). American Distress Index [Data set]. https://americandefault.org/adi/
APA (individual indicator):
American Default Research. (2026). [Indicator name] [Data set]. https://americandefault.org/indicators/[slug]/
BibTeX:
@misc{adi2026, title={American Distress Index}, author={{American Default Research}}, year={2026}, url={https://americandefault.org/adi/}, note={Composite household financial distress index}}
Citation Tools
- Per-indicator citations: Every indicator page has a "Cite" button generating APA, MLA, Chicago, and BibTeX formats
- Bulk citation widget: The press page has a dropdown selector for all 105 indicators with formatted citations
- BibTeX files:
/citations/{slug}.bibfor any indicator — import directly into Zotero, Mendeley, or EndNote - RIS files:
/citations/{slug}.ris— compatible with all major reference managers - Printable summary: The one-page index summary provides a print-friendly reference with the current score and citation block
Attribution for Underlying Data
The American Distress Index composite score, component analysis, and editorial content are original work by American Default Research. When citing specific government statistics (e.g., the personal savings rate), also cite the original agency:
U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved via FRED, a service of the Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, March 2026.
Research Contact
Available for research collaboration, custom data requests, methodology questions, and speaking engagements.