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30-year US treasury yields | Asset-Specific Analysis | Aug 28 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


HYG_D
126-day returns for the iShares High Yield Corporate Bond ETF where the 30-year US treasury yield's price proximity to the 185-day upper bollinger band has been less than or equal to -0.197468636105076
Signal: 9.49


10 indicators at extremes




Click here to learn more about technical indicators that are shown.


Market Extremes | 30-year US treasury yields


Below is a table of market indicators for 30-year US treasury yields that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
424594 08/28/2019 US30YR_TREASURY_YIELD_D CLOSE 0.0155593589544111 1.94
424584 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL150 2.96948931310165 -0.15724916114909
424585 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL155 2.7618891975813 -0.164076060215743
424586 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL160 2.6190865935505 -0.171417631185167
424587 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL165 2.32825053287424 -0.181560274811925
424588 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL170 2.26638200032846 -0.190307361658366
424589 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL175 2.15495969731864 -0.199233251915154
424590 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL180 2.07612456747405 -0.203319186762156
424591 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL185 2.07955108103647 -0.206052555245275
424592 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL190 2.19871053066623 -0.199652737486955
424593 08/28/2019 US30YR_TREASURY_YIELD_D PROXTOBOLL195 2.2354694485842 -0.195907367735484