Markets/TERM_2Y3M_COMPUTED

Macro

TERM_2Y3M_COMPUTED

$0.52Closed

US Curve Slope (2Y-3M)

Session

Open
$0.52
High
$0.52
Low
$0.52
Close
$0.52

Change

Chg
-$0.03
% Chg
-5.45%

Prior

Prev close
$0.55

52-week

Low
-$0.61
High
$0.68
Range
-$0.61 - $0.68

Regime historical context

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

15m1h4h

Regime (1d)

Tailwind

Market stress: 85.3%(elevated)

In this regime now (1d): 7 1d bars (7 days)

Times entered this regime (1d): 83

US Curve Slope (2Y-3M) has entered Tailwind 83 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 66% of cases — most commonly transitioning toward Clear Skies.

5 bars45%positiven=83
10 bars43%positiven=82
21 bars40%positiven=82
30 bars43%positiven=82
90 bars42%positiven=80
180 bars36%positiven=78