Yield Curve

15 janv. 2021

This script tracks the U.S. 2Yr/10Yr Spread and uses inversions of the curve to predict recessions. Whenever a red arrow appear on the yield curve, expect a recession to begin within the next 2 years. Use this signal to either exit the market, or hedge current positions. Whenever a green arrow appears on the yield curve, expect a recession to have nearly ended. Use this signal to enter the market, or cut current hedges against a recession. (I may update this script in the future to better incorporate the effective federal funds rate into exit points, but for now I am satisfied with the results).

15 janv. 2021

Notes de version

This script tracks the U.S. 2Yr/10Yr Spread and uses inversions of the curve to predict recessions. Whenever a red arrow appear on the yield curve, expect a recession to begin within the next 2 years. Use this signal to either exit the market, or hedge current positions. Whenever a green arrow appears on the yield curve, expect a recession to have nearly ended. Use this signal to enter the market, or cut current hedges against a recession.

15 janv. 2021

Notes de version

There was a problem with time frames less than (All-Time) not showing specific exit/entry points. I have fixed the script to always specify an exit point at a yield curve inversion. This version is final and will likely not be further edited.

9 févr. 2021

Notes de version

Updated script to better reflect entry and exit points