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Yield Curve Regimes

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Yield Curve Regimes Indicator

This indicator tracks macroeconomic market regimes by analyzing the spread delta between short-term (US02Y) and long-term (US30Y) Treasury yields over a custom n-period rolling window.

Core Mechanics:

Regime Classification: Automatically categorizes the yield curve environment into six distinct macro states (Bull/Bear Steepener, Bull/Bear Flattener, and Steepener/Flattener Twists) based on the directional shifts of the underlying yields.

Visual Output: Plots a color-coded spread histogram with an integrated dynamic legend, providing an immediate read on shifting macro and liquidity conditions.

Application: Delivers quantifiable, high-level data to filter directional bias and align price action setups with the overarching macroeconomic regime

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.