yield_curve_regime
Estrella-Hardouvelis (1991) JF — Yield curve as leading indicator, 7/7 US recessions correctly predicted past 50 years
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Estrella-Hardouvelis (1991) JF — Yield curve as leading indicator, 7/7 US recessions correctly predicted past 50 years
Supported Markets
Universal
State Transition History
No state changes recorded yet