Pure Past Pattern Analysis Suggests Lower 2-year Yields

Top 10 2-year Analogs With Greater than 50% Correlation

Comparisons of the last 2-years versus historical patterns with correlations greater than 50% suggests significantly lower 2-year yields.

Nautilus’ Analog Function

Overview: The Nautilus Analogs function is pattern recognition in its purest form. With its proprietary algorithm, Nautilus identifies predictive patterns in current price action by systematically comparing them to historical periods that led to exceptional returns.

Function Parameters and Performance Stats: The chart identifies the historical periods with the highest correlation (50% minimum) to the current pattern. The table shows a summary of the forward return statistics for the correlating periods. Significance Scores measure the confidence level that the returns are significantly different from randomly selected periods.