Macro
US Curve Slope (2Y-3M)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
TailwindMarket stress: 61.3%(moderate)
In this regime now (1d): 3 1d bars (3 days)
Times entered this regime (1d): 42
US Curve Slope (2Y-3M) has entered Tailwind 42 times in historical data. At 180 bars, it went on to fall a median of 17.0% (mean +60.8%) — positive 42% of the time.
Confidence: Moderate — Based on 40 historical occurrences at the 180-bar horizon.
At 180 bars: median -17.0% · more often negative than positive · worst case -160.0%
Watch for: historically, US Curve Slope (2Y-3M) exited Tailwind within 10 bars in 85% of cases — most commonly transitioning toward Full Storm.