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US 10 Year Treasury Yield - 20th April 2023 | @ 65 Days | Snippet

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Identify financial market turning points with the power of signal processing and wavelet analysis. Expertly crafted time series decomposition of stock markets, cryptocurrency, energy, metals, foreign exchange and more.
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Bonds & Rates

US 10 Year Treasury Yield - 20th April 2023 | @ 65 Days | Snippet

'C' class signal detected in the US 10 Year Treasury Yield (TNX). Running at an average wavelength of 65 days over 8 completed sample iterations since September 2021 and currently trending up

Apr 20, 2023
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US 10 Year Treasury Yield - 20th April 2023 | @ 65 Days | Snippet

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Signal Class & Attributes

Defining characteristics of the component detected over the sample period.

Detected Signal Class: C - learn more
Average Wavelength: 65.19 Days
Completed Iterations: 8

Time Frequency Analysis

Time frequency charts (learn more) below will typically show the cycle of interest against price, the bandpass output alone and the bandwidth of the component in the time frequency heatmap, framed in white. If a second chart is displayed it will usually show highpassed price with the extracted signal overlaid for visual clarity.

Signal Detail & Targets

Here we give more detail on the signal and our expectations for price, given the detected attributes of the component. In most cases the time target to hold a trade for is more important, given we focus on cycles in financial markets. Forthcoming trough and peak ranges are based upon the frequency modulation in the sample.

Phase: Trending Up

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FM: +- 10 Days
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AM: 0.06
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Next Trough Range: 26th May - 15th June 2023
Next Peak Range: 26th April - 15th May 2023

Sigma-L Recommendation: Late Buy
Time Target: ~ May 5th 2023
Price Target: ~ 3.8

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DISCLAIMER: This website/newsletter and the charts/projections contained within it are intended for educational purposes only. Results and projections are hypothetical. We accept no liability for any losses incurred as a result of assertions made due to the information contained within Sigma-L. This report is not intended to instruct investment or purchase of any financial instrument, derivative or asset connected to the information conveyed in the report. Trade and invest at your own risk.
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Signal Phase: This is ‘how far along’ the cycle is in it’s period at nowtime and is related to the predicted price action direction.

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Signal Frequency Modulation: This is how much, on average, the signal detected varies in frequency (or wavelength) over the whole sample. A lower variance is better and implies better profitability for the component. Frequency modulates relatively slowly over several iterations usually.

3

Signal Amplitude Modulation: This is how much the component gains or loses power (price influence) across the sample, on average. Amplitude modulation can happen quite quickly and certainly is more evident than frequency modulation in financial markets. The more stable the modulation the better.

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US 10 Year Treasury Yield - 20th April 2023 | @ 65 Days | Snippet

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US 10 Year Treasury Yield - 20th April 2023 | @ 65 Days | Snippet

www.sigma-l.net
Hamish K Smith
Apr 25Liked by David F

Great thanks for that looks like Hurst's nominal 18 month low coming up in 10y yields. Cheers appreciate it.

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Hamish K Smith
Apr 24Liked by David F

I would like learn more about the long term outlook for yields it would be great if you could make a phasing assessment of this. Also wondering if you can add correlations with neighbouring asset classes?

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