Markets/SOFR

Macro

SOFR

$3.89Closed

Secured Overnight Financing Rate

Session

Open
$3.89
High
$3.89
Low
$3.89
Close
$3.89

Change

Chg
$0.00
% Chg
+0.00%

Prior

Prev close
$3.89

52-week

Low
$3.50
High
$4.31
Range
$3.50 - $4.31

Regime historical context

Historically, what happened when this symbol entered its current regime,

15m1h4h

Regime (1d)

Tailwind

Market stress: 45.6%(moderate)

In this regime now (1d): 1 1d bars (1 day)

Times entered this regime (1d): 33

Secured Overnight Financing Rate has entered Tailwind 33 times in historical data. At 90 bars, it went on to fall a median of 0.2% (mean +161.1%) — positive 43% of the time.

Confidence: Moderate — Based on 30 historical occurrences at the 90-bar horizon.

At 90 bars: median -0.2% · split evenly — positive and negative in equal measure · worst case -87.5%

Watch for: historically, Secured Overnight Financing Rate exited Tailwind within 10 bars in 62% of cases — most commonly transitioning toward Tailwind.

5 bars41%positiven=32
10 bars53%positiven=32
21 bars50%positiven=32
30 bars52%positiven=31
90 bars43%positiven=30
180 bars43%positiven=28