Each figure Macrovision publishes carries a method-version string. When a method changes, the version changes and the change is logged below, most recent first. Corrections that move a published number are stated plainly, including the direction and rough size of the move.

2 July 2026 · Treasury forecast day-count and yield conventions corrected

treasury-bill-value-v3

The rolling-bill ladder previously accrued interest on a trading-day count against a calendar-day tenor, and priced bills through a bank-discount identity fed with bond-equivalent yields. Both conventions were corrected. Projected six-month returns published before this date were understated by roughly 0.6 percentage points. The forecast now also publishes the honest calendar-day span alongside the trading-day horizon, and the published yield path is selected by a walk-forward tournament against a market-implied forward baseline.

2 July 2026 · Money-growth annualisation, scorecard contributions, and freshness fixes

lens-formula-pack-v0.4

Money-supply growth was being annualised with weekly compounding on a monthly series, overstating the annualised figure roughly fivefold; it now compounds monthly. Indicator scorecards now publish their real per-input contributions and chosen threshold boundaries rather than a placeholder. Data-freshness is computed per series against its release cadence instead of a fixed constant.

2 July 2026 · Risk composite: double-counting removed, coverage made honest, weights disclosed

macrovision-risk-overview-v3

Several risk metrics that re-scored the same underlying series across domains were excluded from their composites, and derived roll-up rows are no longer counted as independent metrics. As a result funding-stress and the headline composite moved to their honest values, and each composite now discloses its weighting scheme and true coverage. Missing data is reported as an explicit state, never as a benign zero.

2 July 2026 · Scenario shock arithmetic corrected

factor-exposure-method-v2 / scenario engine

Scenario contributions were multiplying a raw-unit regression coefficient by a shock expressed in standard deviations, and the coefficients were estimated on undifferenced trending levels. Coefficients are now estimated on period-over-period changes and combined with shocks in their native units, so scenario deltas are dimensionally consistent.

3 July 2026 · Funding-stress yield metrics wired from ingested series

macrovision-funding-stress (yield metrics wired)

The yield-curve-slope and yield-volatility funding-stress metrics, previously reserved, are now computed from Treasury series already ingested, increasing genuine coverage of the funding-stress domain. Sovereign-spread remains reserved pending per-country sovereign yields.

Data sources: FRED (St Louis Fed), World Bank Open Data (CC BY 4.0), ECB Data Portal, OECD. Source organisations do not endorse this product.