Real Rate Regime Sensor
Monitors 5-Year TIPS real yield, breakeven inflation, and nominal rates from FRED. Real rates are what Wall Street watches to gauge rate regime shifts.
State History
Track record
Measured from state-change events vs forward returns on the acting asset. Verdicts: validated (≥60% hit, n≥8) · contrarian (≤40% — the state's name lies) · no-content (a coin flip) · unmeasurable (n<8, reported never guessed). A state with no row has no track record.
State Definitions
Real yield 0.5-1.5% -- tightening. Rate-sensitive assets repricing.
Real yield >= 2.5% -- very restrictive. Historically associated with credit events.
Real yield < 0.5% -- accommodative. Risk assets supported.
Real yield 1.5-2.5% -- restrictive. Significant headwind for risk assets.
Sources
Fires Together With
Sensors that were historically elevated on the same days. Higher overlap suggests correlated stress signals.
People Also Watch
Read-only intelligence. Sensor states are diagnostic observations, not predictions.