Yield Curve Regime

Quant thesis: The 10Y-2Y curve is one of the oldest macro regime indicators in the system. Inversion argues defensive; steepening out of stress supports more cyclical risk.

Plain English: Tracks yield-curve inversion and steepening as a read on recession risk versus risk-on recovery.

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Type
alternative
Family
Macro Input Pressure
Status
Sandbox
Frequency
monthly

Quant thesis

The 10Y-2Y curve is one of the oldest macro regime indicators in the system. Inversion argues defensive; steepening out of stress supports more cyclical risk.

Plain English description

Tracks yield-curve inversion and steepening as a read on recession risk versus risk-on recovery.

What you are looking at

Tracks yield-curve inversion and steepening as a read on recession risk versus risk-on recovery.

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