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Best Fitting 3-year Analogs for U.S. 30-year Treasury Yields

Best Fitting 3-year Analogs for U.S. 30-year Treasury Yields

Historical precedents suggest lower yields.

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Nautilus Research
Jun 12, 2024
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Nautilus Research’s Substack
Nautilus Research’s Substack
Best Fitting 3-year Analogs for U.S. 30-year Treasury Yields
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When we match the trajectory of U.S. 30-year Treasury yields with past periods, it indicates that the current three-year pattern resembles times when yields were at the final stages of a topping process and resolved significantly lower over the next 12-months.

Nautilus’ Analog

Function specializes in recognizing patterns. Using its unique algorithm, it compares present price movements with historical data to predict potential outcomes.

The chart highlights historical periods closely linked (minimum 50% correlation) to the current pattern. Additionally, the table summarizes the expected returns from these correlated periods.

The Composite Pane displays an evenly combined path of all historical analogs.

In conclusion, pure pattern recognition suggests a trend towards lower U.S. yields.

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