Markets/DFII5

Macro

DFII5

$2.64Closed

US 5-Year TIPS Real Yield

Session

Open
$2.64
High
$2.64
Low
$2.64
Close
$2.64

Change

Chg
-$0.03
% Chg
-1.12%

Prior

Prev close
$2.67

52-week

Low
$1.11
High
$2.73
Range
$1.11 - $2.73

Regime historical context

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

15m1h4h

Regime (1d)

Clear Skies

Market stress: 23.5%(low)

In this regime now (1d): 30 1d bars (30 days)

Times entered this regime (1d): 71

US 5-Year TIPS Real Yield has entered Clear Skies 71 times in historical data. At 180 bars, it went on to fall a median of 13.4% (mean -16.1%) — positive 38% of the time.

Confidence: Moderate — Based on 66 historical occurrences at the 180-bar horizon.

At 180 bars: median -13.4% · more often negative than positive · worst case -2216.7%

Watch for: historically, US 5-Year TIPS Real Yield exited Clear Skies within 90 bars in 62% of cases — most commonly transitioning toward Clear Skies.

5 bars42%positiven=71
10 bars39%positiven=71
21 bars45%positiven=71
30 bars47%positiven=70
90 bars49%positiven=69
180 bars38%positiven=66