Macro
US Curve Slope (10Y-3M)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Storm WarningMarket 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: Moderate — Based 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.