What it measures
Cross-asset dollar pressure
The score combines market inputs into one weekly regime reading rather than treating DXY as a complete measure of dollar conditions.
How to use it
Context, not a signal
Read the score together with rates, liquidity, commodities, FX and risk conditions. It is descriptive, not a forecast, recommendation or trading instruction.
Methodology
Formula published
The production variables, signed weights, normalization, data treatment, regime bands, source provenance and validation limitations are publicly documented.
USD Impact evidence chain
Learn → Daily → Score → Weekly
Each layer answers a different question. Use the links to move from concepts to current evidence, measurement, and synthesis.
- Learn
Define the dollar, the three macro dials, and the transmission logic before interpreting a market move.
- Daily
Read the verified facts, current catalysts, and market context without forcing them into a forecast.
- Score
Add the systematic weekly cross-asset regime measurement and audit its published methodology.
- Weekly
Synthesize the week from the published Daily editions plus the archived Weekly Score input.
These learning lenses help interpret the evidence chain; they are not a substitute for the Score's published eight-variable formula or source methodology.
Independent review
Do not take the score on faith.
USD Impact Score v2 uses eight fixed-weight weekly market levels standardized against the expanding full sample since January 2015. The methodology page states exactly how a number such as −0.72 is produced, including missing-data rules, ±3.5 clipping, the lack of explicit correlation adjustment, and why the existing historical checks are descriptive rather than true out-of-sample validation. The separate vintage audit shows how valid as-published readings compare with the same weeks in the current recalculated history.
Live dashboard
Latest USD Impact Score
News + score
Read the Weekly USD Impact Brief
Scheduled items, not market outcomes: October 20 brings a Fed closed Board discussion and BLS state employment data; October 21 brings BLS quarterly weekly earnings. The FOMC communications blackout is in effect before its October 27–28 meeting. No dollar, real-yield or asset-price reaction has been verified. The October 19 H.10 release supplies October 16 currency observations, while CP and H.15 show dated funding-rate levels. October 19 two- and ten-year Treasury par yields rose by 3 and 6 basis points versus October 16. These observations do not establish a complete current cross-asset regime. The October 21 BLS earnings release reports $1,232 in median usual weekly earnings for full-time wage and salary workers in Q3 2026, up 1.5% year over year compared with a 3.5% increase in the CPI-U. The October 20 state employment release shows the national September jobless rate at 4.2%. EIA announced daily third-party petroleum spot-price publication from October 21 with changes to the weekly report tables. None of these releases alone verifies a current dollar or real-yield trend. This October 22 context briefing reviews the October 21 earnings release and the October 14 Beige Book, then sets out the confirmed October 27-28 FOMC timetable. These earlier releases are not presented as new October 22 data. Their evidence supports a discussion of purchasing power and regional price pressure, not an asserted live move in the dollar, real yields or funding stress. This October 23 briefing uses EIA's October 22 refinery analysis, BLS's October 21 earnings release, and official Federal Reserve and BLS calendars for next week's FOMC and Employment Cost Index events. It does not assert a live move in the dollar, real yields, energy prices or funding stress. The completed-Friday USD Impact Score was −0.50, remaining in a soft dollar regime.
Weekly archive
Previous weeks
Review the score, regime, and deterministic commentary exactly as they were published for each completed week.