Markets/TERM_10Y3M_COMPUTED

Macro

TERM_10Y3M_COMPUTED

$0.83Closed

US Curve Slope (10Y-3M)

Session

Open
$0.83
High
$0.83
Low
$0.83
Close
$0.83

Change

Chg
$0.00
% Chg
+0.00%

Prior

Prev close
$0.83

52-week

Low
-$0.07
High
$1.00
Range
-$0.07 - $1.00

Regime historical context

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

15m1h4h

Regime (1d)

Storm Warning

Market stress: 60.6%(moderate)

In this regime now (1d): 64 1d bars (64 days)

Times entered this regime (1d): 45

US Curve Slope (10Y-3M) has entered Storm Warning 45 times in historical data. At 180 bars, it went on to fall a median of 9.1% (mean -29.3%) — positive 41% of the time.

Confidence: ModerateBased on 44 historical occurrences at the 180-bar horizon.

At 180 bars: median -9.1% · more often negative than positive · worst case -606.7%

Watch for: historically, US Curve Slope (10Y-3M) exited Storm Warning within 21 bars in 56% of cases — most commonly transitioning toward Storm Warning.

5 bars49%positiven=45
10 bars42%positiven=45
21 bars29%positiven=45
30 bars38%positiven=45
90 bars41%positiven=44
180 bars41%positiven=44