Market condition index · Current read
Slope-dominated curve-shape index measuring steepening vs flattening pressure across the Treasury term structure. YCSI tracks the slope at multiple tenors, policy-rate pressure from the front end, and breakeven-implied term premium. It is slope-dominated, but because the front-end policy-rate component enters as a first-differenced level, a pure parallel shift in rates still contributes a small signal — it is not strictly slope-only. Sprint 10A rebuild: stripped equity (SPY), gold (GLD), oil (DCOILWTICO), CPI, payrolls, dollar index, and VIX. Those signals now live in dedicated indices (DRSI for duration, ENIF for energy/inflation, MSPM for macro surprise, VOLR for volatility). YCSI answers one question: "Is the curve steepening or flattening, and where is the pressure coming from?" The index is NOT inverted: UP = steepening pressure, DOWN = flattening pressure.
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