VanAurum Logo

Back to main report

10-year to 2-year US treasury yield spread | 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:


FXI_D
126-day returns for the iShares China large cap ETF (FXI) where the 10-year to 2-year US treasury yield spread's 60-day net sum of up-days and down-days has been less than or equal to -24.0
Signal: 13.99

GOLD_D
42-day returns for Gold where the 10-year to 2-year US treasury yield spread's price proximity to the 130-day upper bollinger band has been less than or equal to -0.334862690120937
Signal: -7.82

HYG_D
126-day returns for the iShares High Yield Corporate Bond ETF where the 10-year to 2-year US treasury yield spread's price proximity to the 85-day upper bollinger band has been less than or equal to -0.210495753498261
Signal: 8.61

SILVER_D
126-day returns for Silver where the 10-year to 2-year US treasury yield spread's 80-day net sum of up-days and down-days has been less than or equal to -28.0
Signal: 7.24

SPX_D
126-day returns for the S&P 500 Index where the 10-year to 2-year US treasury yield spread's price proximity to the 120-day upper bollinger band has been less than or equal to -0.305702189121547
Signal: 9.43

VNQ_D
126-day returns for the Vanguard real estate sector ETF where the 10-year to 2-year US treasury yield spread's 85-day net sum of up-days and down-days has been less than or equal to -29.0
Signal: 15.47

XLF_D
126-day returns for the SPDR financial sector ETF where the 10-year to 2-year US treasury yield spread's 20-day relative strength index has been less than or equal to 30.0
Signal: 7.71


31 indicators at extremes




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


Market Extremes | 10-year to 2-year US treasury yield spread


Below is a table of market indicators for 10-year to 2-year US treasury yield spread 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
424804 08/28/2019 YC10Y2Y_D PROXTOBOLL100 1.65255394700901 -0.194105450564655
424805 08/28/2019 YC10Y2Y_D PROXTOBOLL105 1.5580155801558 -0.208033228360619
424806 08/28/2019 YC10Y2Y_D PROXTOBOLL110 1.43599562363239 -0.21932464737491
424807 08/28/2019 YC10Y2Y_D PROXTOBOLL115 1.50540577528397 -0.22320593927949
424808 08/28/2019 YC10Y2Y_D PROXTOBOLL120 1.38318268967406 -0.23519895634306
424809 08/28/2019 YC10Y2Y_D PROXTOBOLL125 1.20597505824311 -0.248450796870563
424810 08/28/2019 YC10Y2Y_D PROXTOBOLL130 1.08337904552935 -0.26244312531029
424811 08/28/2019 YC10Y2Y_D PROXTOBOLL135 1.02923013585838 -0.270805422655736
424812 08/28/2019 YC10Y2Y_D PROXTOBOLL140 0.961274375171656 -0.283893662627901
424813 08/28/2019 YC10Y2Y_D PROXTOBOLL145 0.824515597086712 -0.297802180350697
424814 08/28/2019 YC10Y2Y_D PROXTOBOLL150 0.783828382838284 -0.308623693039447
424815 08/28/2019 YC10Y2Y_D PROXTOBOLL155 0.743085179578918 -0.320477889967267
424816 08/28/2019 YC10Y2Y_D PROXTOBOLL160 0.702285871660699 -0.33318904981438
424817 08/28/2019 YC10Y2Y_D PROXTOBOLL165 0.66143034311699 -0.344050637724795
424818 08/28/2019 YC10Y2Y_D PROXTOBOLL170 0.537782680639823 -0.356744812450543
424819 08/28/2019 YC10Y2Y_D PROXTOBOLL175 0.510556092176073 -0.362715636706294
424820 08/28/2019 YC10Y2Y_D PROXTOBOLL180 0.44186688760011 -0.366341454611158
424821 08/28/2019 YC10Y2Y_D PROXTOBOLL185 0.455990051126157 -0.363976572084302
424822 08/28/2019 YC10Y2Y_D PROXTOBOLL190 0.428650442477876 -0.37230063001991
424823 08/28/2019 YC10Y2Y_D PROXTOBOLL195 0.4151100041511 -0.371169401207767
424800 08/28/2019 YC10Y2Y_D PROXTOBOLL80 2.66957232361754 -0.122116848771068
424801 08/28/2019 YC10Y2Y_D PROXTOBOLL85 2.20798691563309 -0.143824223546663
424802 08/28/2019 YC10Y2Y_D PROXTOBOLL90 1.92307692307692 -0.164981629071132
424803 08/28/2019 YC10Y2Y_D PROXTOBOLL95 1.7333151357991 -0.182079002607427
424793 08/28/2019 YC10Y2Y_D UPDOWNSUM45 0.745560525959062 -21.0
424794 08/28/2019 YC10Y2Y_D UPDOWNSUM50 2.50271296798698 -20.0
424795 08/28/2019 YC10Y2Y_D UPDOWNSUM55 2.51798561151079 -21.0
424796 08/28/2019 YC10Y2Y_D UPDOWNSUM60 2.85927737027982 -22.0
424797 08/28/2019 YC10Y2Y_D UPDOWNSUM75 1.87831768068599 -27.0
424798 08/28/2019 YC10Y2Y_D UPDOWNSUM85 2.22161646449503 -29.0
424799 08/28/2019 YC10Y2Y_D UPDOWNSUM90 2.74140752864157 -30.0