Markets/SPREAD_TIPS_BE_COMPUTED

Macro

SPREAD_TIPS_BE_COMPUTED

$0.35Closed

US 10Y TIPS Real minus Breakeven

Session

Open
$0.35
High
$0.35
Low
$0.35
Close
$0.35

Change

Chg
$0.00
% Chg
+0.00%

Prior

Prev close
$0.35

52-week

Low
-$0.57
High
$0.59
Range
-$0.57 - $0.59

Regime historical context

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

15m1h4h

Regime (1d)

Full Storm

Market stress: 97.4%(elevated)

In this regime now (1d): 8 1d bars (8 days)

Times entered this regime (1d): 37

US 10Y TIPS Real minus Breakeven has entered Full Storm 37 times in historical data. At 180 bars, it went on to fall a median of 9.1% (mean -118.0%) — positive 47% of the time.

Confidence: Moderate — Based on 36 historical occurrences at the 180-bar horizon.

At 180 bars: median -9.1% · more often negative than positive · worst case -1700.0%

Watch for: historically, US 10Y TIPS Real minus Breakeven exited Full Storm within 30 bars in 61% of cases — most commonly transitioning toward Full Storm.

5 bars51%positiven=37
10 bars58%positiven=36
21 bars47%positiven=36
30 bars50%positiven=36
90 bars39%positiven=36
180 bars47%positiven=36