Macro
US 3-Month Treasury Yield
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 71.5%(elevated)
In this regime now (1d): 17 1d bars (17 days)
Times entered this regime (1d): 98
US 3-Month Treasury Yield has entered Full Storm 98 times in historical data. At 180 bars, it went on to fall a median of 4.8% (mean +19.2%) — positive 26% of the time.
Confidence: Moderate — Based on 96 historical occurrences at the 180-bar horizon.
At 180 bars: median -4.8% · predominantly negative — positive only 28% of the time · worst case -93.8%
Watch for: historically, US 3-Month Treasury Yield exited Full Storm within 21 bars in 64% of cases — most commonly transitioning toward Full Storm.