Here we are looking at the Excess CAPE yield for the SPX500 over the last 100+ years
"A higher CAPE meant a lower subsequent 10-year return, and vice versa. The R-squared was a phenomenally high 0.9 — the CAPE on its own was enough to explain 90% of stocks’ subsequent performance over a decade. The standard deviation was 1.37% — in other words, two-thirds of the...
US 2 year and US 10 year comparison, inverted yield curve with VIX. I use this on a weekly chart with 2 moving averages, the 40 week (ma200 daily) and the 520 week (10 year median).
The bottom histogram is the VIX and the plot is the yield curve. When the VIX is above a certain level (you can set it in settings) and the ýield curve is close to or at inversion the...
The Real IRD is a simple indicator built for forex trades that need a long-term view and want to compare currencies in search of high yield. The indicated interest rate maturity is 2 years, since shorter maturities may not price central banks' monetary policy decisions.
- You need to do an analysis of the AUDUSD
- In the Interest Rate 1 field, we put the...
This script attempts to predict recessions four quarters ahead.
According to the New York Fed, "The yield curve—specifically, the spread between the interest rates on the ten-year Treasury
note and the three-month Treasury bill—is a valuable forecasting tool. It is simple to use
and significantly outperforms other financial and macroeconomic indicators in...
A script that contains real time mortgage rates from Wells Fargo using the QUANDL data link.
Use this lower indicator with US10Y or others on the top.
VIX will be added as well to help inform and predict.
List of Available Mortgage Interest Rates including APR or IR (Interest Rate)
*NOTE* : Not all indicators are up and running yet but will be very soon.