Macro
US Curve Slope (30Y-5Y)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 45.6%(moderate)
In this regime now (1d): 54 1d bars (54 days)
Times entered this regime (1d): 450
US Curve Slope (30Y-5Y) has entered Full Storm 450 times in historical data. At 180 bars, it went on to fall a median of 9.1% (mean -18.7%) — positive 40% of the time.
Confidence: High — Based on 443 historical occurrences at the 180-bar horizon.
At 180 bars: median -9.1% · more often negative than positive · worst case -3166.7%
Watch for: historically, US Curve Slope (30Y-5Y) tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.