Markets/TERM_US_COMPUTED

Macro

TERM_US_COMPUTED

$0.41Closed

US Yield Curve Slope (10Y-2Y)

Session

Open
$0.41
High
$0.41
Low
$0.41
Close
$0.41

Change

Chg
-$0.01
% Chg
-2.38%

Prior

Prev close
$0.42

52-week

Low
$0.27
High
$0.74
Range
$0.27 - $0.74

Regime historical context

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

15m1h4h

Regime (1d)

Full Storm

Market stress: 52.1%(moderate)

In this regime now (1d): 36 1d bars (36 days)

Times entered this regime (1d): 470

US Yield Curve Slope (10Y-2Y) has entered Full Storm 470 times in historical data. At 180 bars, it went on to fall a median of 16.2% (mean +9.6%) — positive 41% of the time.

Confidence: HighBased on 466 historical occurrences at the 180-bar horizon.

At 180 bars: median -16.2% · more often negative than positive · worst case -3550.0%

Watch for: historically, US Yield Curve Slope (10Y-2Y) tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.

5 bars47%positiven=470
10 bars46%positiven=470
21 bars46%positiven=470
30 bars45%positiven=470
90 bars39%positiven=469
180 bars41%positiven=466