Markets/TERM_5Y30Y_COMPUTED

Macro

TERM_5Y30Y_COMPUTED

$0.81Closed

US Curve Slope (30Y-5Y)

Session

Open
$0.81
High
$0.81
Low
$0.81
Close
$0.81

Change

Chg
-$0.01
% Chg
-1.22%

Prior

Prev close
$0.82

52-week

Low
$0.66
High
$1.24
Range
$0.66 - $1.24

Regime historical context

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

15m1h4h

Regime (1d)

Full Storm

Market 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: HighBased 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.

5 bars48%positiven=448
10 bars48%positiven=448
21 bars45%positiven=448
30 bars42%positiven=448
90 bars38%positiven=445
180 bars40%positiven=443