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....
The United States Fed assets by USD value on their publicly available balance sheet.
There is an option to show change from the previous period. Not every category from the website is listed in the indicator.
Treasury Notes and Bonds,...
Rather than picking a benchmark pair of treasuries to express a yield curve, this indicator weighs all (excluding the new 20 Year) durations, each against the next, and weights that against the FEDFUNDS rate.
Yield spreads are used to see investors' perception of future risk and predict a recession. The spread is the value obtained by subtracting the near term bond from the distant one. This indicator plots this value historically. I used 3-year and 10-year Turkey treasury bond yields instead of 2-year and 10-year Turkey treasury bond yields due to lack of historical...