Macro
US Yield Curve Slope (10Y-2Y)
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket 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: High — Based 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.