OECD Leading Indicator

A composite index designed to predict economic turning points.

The OECD Composite Leading Indicator uses 100 as neutral. Values above 100 suggest expansion ahead; below 100 suggests contraction.

Formula

Score = (CLI - 100) / 3 × 100 (normalized to -100/+100 range)

Methodology

The OECD Composite Leading Indicator (CLI) is designed to anticipate turning points in economic activity 6-9 months ahead.

The CLI aggregates several leading indicators: - Building permits - Stock prices - Money supply - Interest rate spread - Manufacturing orders - Consumer expectations

Index interpretation: - CLI = 100: Economy at long-term trend - CLI > 100: Expected expansion - CLI < 100: Expected contraction - CLI turning down from >100: Peak ahead - CLI turning up from <100: Trough ahead

The OECD designs the CLI to have roughly balanced leads across different business cycles. It's particularly useful for identifying the direction of change rather than the level of activity.

Historical performance: The CLI has successfully signaled major turning points including the 2008 recession and 2020 pandemic shock.

How to Interpret

RangeLabelMeaning
≥ 102Strong ExpansionWell above trend - robust growth expected
100 to 102ExpansionAbove trend - continued growth expected
98 to 100SlowingBelow trend - growth moderating
< 98Contraction RiskWell below trend - economic weakness expected

Data Source

OECD Economic Outlook database via FRED (USALOLITONOSTSAM).

Reference

OECD (2024). OECD Composite Leading Indicators. OECD Economic Outlook

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For Educational Purposes Only

This analysis is not investment advice. Results are based on simplified models using historical data. Past performance does not guarantee future results. All investments carry risk of loss. Consult a qualified financial advisor before making investment decisions.