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Yield Curve Percent Inverted Indicator
This indicator will check all fifty-five Treasury Bond Yield spreads - every combination from
1-month up to 30-year - and then graph the percentage of spreads which are inverted.
Yield curve inversion occurs when the longer-duration bond pays a lower yield than the shorter-
duration bond. Longer-dated bonds normally pay a higher yield because the investor's money is
committed for a longer period of time. Inversion occurs when investors have little confidence
in the near-term economy and demand higher rates for short-term investments.
Historically, a few months ahead of a recession this percent-inverted value will spike up into
the 60%-70% range - you can see this behavior in 1989, 2000, 2007, and 2019. (Note that there
is no data available on Trading View prior to 1987.)
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Yield Curve Percent Inverted Indicator
This indicator will check all fifty-five Treasury Bond Yield spreads - every combination from
1-month up to 30-year - and then graph the percentage of spreads which are inverted.
Yield curve inversion occurs when the longer-duration bond pays a lower yield than the shorter-
duration bond. Longer-dated bonds normally pay a higher yield because the investor's money is
committed for a longer period of time. Inversion occurs when investors have little confidence
in the near-term economy and demand higher rates for short-term investments.
Historically, a few months ahead of a recession this percent-inverted value will spike up into
the 60%-70% range - you can see this behavior in 1989, 2000, 2007, and 2019. (Note that there
is no data available on Trading View prior to 1987.)
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發行說明
Yield Curve Percent Inverted IndicatorThis indicator checks all seventy-eight Treasury Bond Yield spreads - every combination from
1-month up to 30-year - and then graph the percentage of spreads which are inverted.
Yield curve inversion occurs when the longer-duration bond pays a lower yield than the shorter-
duration bond. Longer-dated bonds normally pay a higher yield because the investor's money is
committed for a longer period of time. Inversion occurs when investors have little confidence
in the near-term economy and demand higher rates for short-term investments.
Historically, a few months ahead of a recession this percent-inverted value will spike up into
the 60%-70% range - you can see this behavior throughout the 1960's and 1970's, as well as in
1989, 2000, 2007, and 2019/2020. As of 2023-2024 the Yield Curve has been very inverted for
quite a while but no recession yet.
Jan 2024 update
- Convert to PineScript v5
- Include 4-month and 20-year bonds
- Replace tedious expressions with array and nested for loop
開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。