Macro
US Curve Slope (2Y-3M)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
TailwindMarket stress: 36.3%(low)
In this regime now (1d): 3 1d bars (3 days)
Times entered this regime (1d): 82
US Curve Slope (2Y-3M) has entered Tailwind 82 times in historical data. At 180 bars, it went on to fall a median of 31.1% (mean -48.1%) — positive 36% of the time.
Confidence: Moderate — Based on 78 historical occurrences at the 180-bar horizon.
At 180 bars: median -31.1% · more often negative than positive · worst case -3150.0%
Watch for: historically, US Curve Slope (2Y-3M) exited Tailwind within 10 bars in 65% of cases — most commonly transitioning toward Clear Skies.