Markets/DFII5

Macro

DFII5

$2.18Closed

US 5-Year TIPS Real Yield

Session

Open
$2.18
High
$2.18
Low
$2.18
Close
$2.18

Change

Chg
$0.11
% Chg
+5.31%

Prior

Prev close
$2.07

52-week

Low
$1.11
High
$2.22
Range
$1.11 - $2.22

Regime historical context

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

15m1h4h

Regime (1d)

Thin Ice

Market stress: 11.6%(low)

In this regime now (1d): 7 1d bars (7 days)

Times entered this regime (1d): 72

US 5-Year TIPS Real Yield has entered Thin Ice 72 times in historical data. At 180 bars, it went on to fall a median of 32.3% (mean +23.2%) — positive 38% of the time.

Confidence: ModerateBased on 71 historical occurrences at the 180-bar horizon.

At 180 bars: median -32.3% · more often negative than positive · worst case -1885.7%

Watch for: historically, US 5-Year TIPS Real Yield exited Thin Ice within 10 bars in 66% of cases — most commonly transitioning toward Thin Ice.

5 bars56%positiven=72
10 bars49%positiven=71
21 bars45%positiven=71
30 bars49%positiven=71
90 bars49%positiven=71
180 bars38%positiven=71