Macro
US Curve Slope (2Y-3M)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Storm WarningMarket stress: 71.2%(elevated)
In this regime now (1d): 2 1d bars (2 days)
Times entered this regime (1d): 44
US Curve Slope (2Y-3M) has entered Storm Warning 44 times in historical data. At 180 bars, it went on to rise a median of 2.4% (mean +42.9%) — positive 50% of the time.
Confidence: Moderate — Based on 42 historical occurrences at the 180-bar horizon.
At 180 bars: median +2.4% · split evenly — positive and negative in equal measure · worst case -185.0%
Watch for: historically, US Curve Slope (2Y-3M) exited Storm Warning within 10 bars in 51% of cases — most commonly transitioning toward Storm Warning.