Macro
US Curve Slope (30Y-5Y)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Storm WarningMarket stress: 92.8%(elevated)
In this regime now (1d): 7 1d bars (7 days)
Times entered this regime (1d): 52
US Curve Slope (30Y-5Y) has entered Storm Warning 52 times in historical data. At 180 bars, it went on to fall a median of 14.7% (mean +3.7%) — positive 38% of the time.
Confidence: Moderate — Based on 48 historical occurrences at the 180-bar horizon.
At 180 bars: median -14.7% · more often negative than positive · worst case -228.6%
Watch for: historically, US Curve Slope (30Y-5Y) exited Storm Warning within 21 bars in 55% of cases — most commonly transitioning toward Storm Warning.