Treasury Yield Regime Sensor
Monitors 10-year Treasury yield levels and yield curve shape.
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
10Y yield < 2%. Low discount rates, supportive for risk assets. ZIRP/QE environment.
10Y yield > 5%. Significant headwind for risk assets. Restrictive policy.
10Y yield 2-4%. Normal yield environment. Standard risk pricing.
10Y yield 4-5%. Higher discount rates pressure valuations. Tightening cycle.
2Y yield > 10Y yield. Classic recession signal. Historically precedes downturns by 6-18 months.
Sources
Read-only intelligence. Sensor states are diagnostic observations, not predictions.