Markets/SPREAD_TIPS_BE_COMPUTED

Macro

SPREAD_TIPS_BE_COMPUTED

$0.28Closed

US 10Y TIPS Real minus Breakeven

Session

Open
$0.28
High
$0.28
Low
$0.28
Close
$0.28

Change

Chg
-$0.07
% Chg
-20.00%

Prior

Prev close
$0.35

52-week

Low
-$0.70
High
$0.35
Range
-$0.70 - $0.35

Regime historical context

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

15m1h4h

Regime (1d)

Storm Warning

Market stress: 65.0%(moderate)

In this regime now (1d): 18 1d bars (18 days)

Times entered this regime (1d): 52

US 10Y TIPS Real minus Breakeven has entered Storm Warning 52 times in historical data. At 180 bars, it went on to rise a median of 2.4% (mean +23.1%) — positive 54% of the time.

Confidence: ModerateBased on 50 historical occurrences at the 180-bar horizon.

At 180 bars: median +2.4% · negative 46% of the time · worst case -519.0%

Watch for: historically, US 10Y TIPS Real minus Breakeven exited Storm Warning within 21 bars in 65% of cases — most commonly transitioning toward Storm Warning.

5 bars60%positiven=52
10 bars52%positiven=52
21 bars47%positiven=51
30 bars53%positiven=51
90 bars47%positiven=51
180 bars54%positiven=50