Standardcurrencies_ratesSP-1861

30-Year Treasury Yield (daily)

Long-end of the curve long-term inflation + term premium.

the verdict —

At the 126d horizon, this signal hits in the predicted direction 40% of fires. Mean SPY forward return when it lights: -2.49%. Status: OOS validated. n = 6457. Bearish on the underlying when fired.

— Current state —

Latest value · 2026-05-21

5.10

vs ~6 weeks ago

↑ 4.1%

vs 60 days ago

↑ 9.2%

vs 7 days ago

↑ 1.4%

last 90 observations · 2026-01-14 → 2026-05-21

— What it has historically predicted —

On days when this signal fires (deviates 2+ standard deviations from its 30-day average, in either direction), SPY has historically averaged -2.5% over the next six months, moving in the opposite direction 60% of the time.

50%

−0.02%

1 d

↓53%

−0.09%

1 wk

↓53%

−0.38%

1 mo

↓57%

−1.2%

3 mo

↓60%

−2.5%

6 mo

↓57%

−4.8%

1 yr

— Beyond SPY — how this signal performs across markets —

Same fire days, different forward returns. Each row asks: when this signal fires, what does that asset do? The big number is the average return; underneath is how often the asset moved the same direction as the signal (50% would be a coin flip).

target

1 d

1 wk

1 mo

3 mo

6 mo

1 yr

SPY

S&P 500 ETF

n=6,457

-0.02%

50% same direction

-0.09%

47% same direction

-0.38%

47% same direction

-1.2%

43% same direction

-2.5%

40% same direction

-4.8%

43% same direction

— Each fire in history — when the signal popped, what SPY did next —

Each bar is one historical fire — the indicator's value moved 2.5+ standard deviations from its rolling 180 trading-day mean (~9 months), or for monotonic “days since” indicators, crossed an 80th/90th/95th/99th percentile. Bar height = SPY's forward return at the selected horizon, signed by signal direction. Green above zero means the market moved with the signal; red below zero means it moved against.

horizon:

0 fires · 0% positive · avg +0.00%

Each bar = one fire day (|z|≥2.5 from 180-day rolling baseline). Bar height = SPY return over the the next six months, signed by signal direction. Dashed line = average across fires.

Regime-tuned params · AutoResearch v13Analyst · preview

Regime matters

This indicator's strongest predictive edge sits in High VIX (stress): tuned σ = 2.5, window = 180d, horizon = 126d, hit-rate deviation from chance = 50.0pp.

Regime	σ	Window	Horizon	Hit dev
● Low VIX (calm)	2.50	240d	63d	33.3pp
● Normal VIX	2.75	240d	21d	33.0pp
● High VIX (stress)	2.50	180d	126d	50.0pp

Hit-rate deviation = |hit% − 50%| at the row's tuned horizon. Big deviation = strong directional edge in that regime. Regimes split by daily VIX terciles (low / normal / high) over a 1-year rolling window. Analyst + Trader subscribers will be able to filter the home grid and the fire-history bar chart by regime.

shaded cell = each row's strongest horizon (green = bullish forward return, red = bearish)“same direction” means the asset moved the same way the signal moved — opposite of a coin flip.