Macro
US Curve Slope (10Y-3M)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
TailwindMarket stress: 75.6%(elevated)
In this regime now (1d): 25 1d bars (25 days)
Times entered this regime (1d): 82
US Curve Slope (10Y-3M) has entered Tailwind 82 times in historical data. At 180 bars, it went on to fall a median of 11.8% (mean -13.1%) — positive 40% of the time.
Confidence: Moderate — Based on 77 historical occurrences at the 180-bar horizon.
At 180 bars: median -11.8% · more often negative than positive · worst case -1300.0%
Watch for: historically, US Curve Slope (10Y-3M) exited Tailwind within 10 bars in 56% of cases — most commonly transitioning toward Tailwind.