122
Fast Signals (all-time)
78
Slow Signals (all-time)
32
Fast High-Conviction (≥60)
13
Slow High-Conviction (≥60)
Current Treasury Yield Snapshot
| Tenor | Yield | Fast Position | Slow Position | CTA Lean |
|---|---|---|---|---|
| 2Y | 3.51% | -8.5 | -15.7 | Short Duration |
| 5Y | 3.63% | -9.7 | -10.5 | Short Duration |
| 10Y | 4.06% | -10.2 | -6.4 | Neutral |
| 30Y | 4.70% | -7.6 | +0.0 | Neutral |
CTA Positioning by Mode
Individual Tenor Charts
Recent Signal History
| Date | Tenor | Direction | Mode | Strength | Peak Pos. |
|---|---|---|---|---|---|
| 2026-01-02 | 10Y | ▼ Short Duration | SLOW | 6 | -14.0 |
| 2025-12-31 | 5Y | ▼ Short Duration | SLOW | 8 | -21.2 |
| 2025-12-31 | 30Y | ▼ Short Duration | SLOW | 3 | 0.0 |
| 2025-11-14 | 30Y | ▼ Short Duration | FAST | 25 | -23.3 |
| 2025-11-10 | 10Y | ▼ Short Duration | FAST | 19 | -24.6 |
| 2025-11-04 | 2Y | ▼ Short Duration | FAST | 13 | -22.0 |
| 2025-10-31 | 5Y | ▼ Short Duration | FAST | 15 | -21.2 |
| 2025-10-08 | 5Y | ▼ Short Duration | FAST | 15 | -26.5 |
| 2025-06-09 | 2Y | ▼ Short Duration | SLOW | 3 | -10.8 |
| 2025-05-16 | 10Y | ▼ Short Duration | SLOW | 34 | 0.0 |
| 2025-05-12 | 5Y | ▼ Short Duration | FAST | 17 | -15.3 |
| 2025-04-11 | 5Y | ▼ Short Duration | FAST | 18 | -15.2 |
High-Conviction Signals (Score ≥ 60)
| Date | Tenor | Direction | Mode | Strength | Peak Pos. |
|---|---|---|---|---|---|
| 2016-01-14 | 2Y | ▲ Long Duration | FAST | 80 | 95.2 |
| 2015-03-23 | 2Y | ▲ Long Duration | FAST | 80 | 52.2 |
| 2015-01-16 | 2Y | ▲ Long Duration | FAST | 80 | 89.5 |
| 2014-10-14 | 2Y | ▲ Long Duration | FAST | 80 | 60.8 |
| 2014-08-15 | 2Y | ▲ Long Duration | FAST | 80 | 54.4 |
| 2024-03-21 | 10Y | ▼ Short Duration ✓ Consensus | FAST | 78 | -22.9 |
| 2015-05-11 | 2Y | ▼ Short Duration ✓ Consensus | FAST | 77 | -21.4 |
| 2022-07-05 | 10Y | ▲ Long Duration | FAST | 76 | 61.0 |
| 2015-04-03 | 2Y | ▲ Long Duration | SLOW | 76 | 72.8 |
| 2016-03-10 | 2Y | ▼ Short Duration ✓ Consensus | FAST | 76 | -28.5 |
| 2022-11-22 | 30Y | ▲ Long Duration | FAST | 75 | 65.9 |
| 2022-11-10 | 5Y | ▲ Long Duration | FAST | 75 | 56.5 |
| 2022-07-05 | 5Y | ▲ Long Duration | FAST | 75 | 65.0 |
| 2018-03-13 | 2Y | ▲ Long Duration ✓ Consensus | FAST | 75 | 62.5 |
| 2015-03-04 | 10Y | ▼ Short Duration | FAST | 74 | -45.8 |
| 2015-11-02 | 2Y | ▼ Short Duration ✓ Consensus | FAST | 74 | -18.1 |
| 2014-10-28 | 2Y | ▲ Long Duration | SLOW | 74 | 45.6 |
| 2014-12-29 | 5Y | ▼ Short Duration ✓ Consensus | FAST | 73 | -17.2 |
| 2023-06-09 | 5Y | ▼ Short Duration ✓ Consensus | FAST | 71 | -13.8 |
| 2022-11-15 | 10Y | ▲ Long Duration | FAST | 70 | 60.1 |