Markets/TERM_10Y3M_COMPUTED

Macro

TERM_10Y3M_COMPUTED

$0.91Closed

US Curve Slope (10Y-3M)

Session

Open
$0.91
High
$0.91
Low
$0.91
Close
$0.91

Change

Chg
-$0.04
% Chg
-4.21%

Prior

Prev close
$0.95

52-week

Low
-$0.03
High
$1.09
Range
-$0.03 - $1.09

Regime historical context

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

15m1h4h

Regime (1d)

Storm Warning

Market stress: 89.0%(elevated)

In this regime now (1d): 1 1d bars (1 day)

Times entered this regime (1d): 46

US Curve Slope (10Y-3M) has entered Storm Warning 46 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.

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