Markets/TERM_2Y3M_COMPUTED

Macro

TERM_2Y3M_COMPUTED

$0.32Closed

US Curve Slope (2Y-3M)

Session

Open
$0.32
High
$0.32
Low
$0.32
Close
$0.32

Change

Chg
$0.02
% Chg
+6.67%

Prior

Prev close
$0.30

52-week

Low
-$0.67
High
$0.46
Range
-$0.67 - $0.46

Regime historical context

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

15m1h4h

Regime (1d)

Tailwind

Market 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: ModerateBased 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.

5 bars46%positiven=41
10 bars46%positiven=41
21 bars44%positiven=41
30 bars46%positiven=41
90 bars52%positiven=40
180 bars42%positiven=40