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Shift 3M - 30Y Yield Spread

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๐ŸŸง Shift 3M - 30Y Yield Spread
- This indicator visually displays the **inverse of the US Treasury short-long yield spread** (3-month minus 30-year spread reversal signal) in a "price chart-like" form.
- By default, the spread line is shifted by 1 year to help anticipate forward market moves (you can adjust this offset freely).
- Especially customized to be analyzed together with the movements of US indices like the S&P 500, and to help understand broader market cycles.

โœ… Description
- Normalizes the spread based on a rolling window length you set (default: 500 bars).
- Both the normalization window and offset (shift) are fully customizable.
- Then, it scales the spread to match your chartโ€™s price range, allowing you to intuitively compare spread movements alongside price action.
- Instantly see the **inverse (reversal) signals of the short-long yield spread**, curve steepening, and how they align with actual price trends.

โšก By reading macro yield signals, you can **anticipate exactly when a market crash might come or when an explosive rally is about to start**.
โšก A perfect tool for macro traders and yield curve analysts who want to quickly catch major market turning points!

copyright invest_hedgeway

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๐ŸŸง3๊ฐœ์›” - 30๋…„ ๋ฌผ ์žฅ๋‹จ๊ธฐ ๊ธˆ๋ฆฌ์ฐจ ์—ญ์ˆ˜
- ์ด ์ธ๋””์ผ€์ดํ„ฐ๋Š” ๋ฏธ๊ตญ ๊ตญ์ฑ„ **์žฅ๋‹จ๊ธฐ ๊ธˆ๋ฆฌ์ฐจ ์—ญ์ˆ˜**(3๊ฐœ์›”๋ฌผ - 30๋…„๋ฌผ ์Šคํ”„๋ ˆ๋“œ์˜ ๋ฐ˜์ „ ์‹œ๊ทธ๋„)๋ฅผ ์‹œ๊ฐ์ ์œผ๋กœ "๊ฐ€๊ฒฉ ์ฐจํŠธ"์ฒ˜๋Ÿผ ํ‘œ์‹œํ•ด ์ค๋‹ˆ๋‹ค.
- ๊ธฐ๋ณธ์ ์œผ๋กœ ์Šคํ”„๋ ˆ๋“œ ์„ ์€ **1๋…„(365๋ด‰) ์‹œํ”„ํŠธ**๋˜์–ด ์žˆ์–ด, ์‹œ์žฅ์„ ์„ ํ–‰์ ์œผ๋กœ ํŒŒ์•…ํ•  ์ˆ˜ ์žˆ๋„๋ก ์„ค๊ณ„๋˜์—ˆ์Šต๋‹ˆ๋‹ค (๊ฐ’์€ ์ž์œ ๋กญ๊ฒŒ ์กฐ์ • ๊ฐ€๋Šฅ).
- ํŠนํžˆ S&P500 ๋“ฑ ๋ฏธ๊ตญ ์ง€์ˆ˜ ํ๋ฆ„๊ณผ ํ•จ๊ป˜ ๋ถ„์„ํ•  ์ˆ˜ ์žˆ๋„๋ก ๋งž์ถคํ™”๋˜์—ˆ์œผ๋ฉฐ, ์‹œ์žฅ ์‚ฌ์ดํด์„ ์ดํ•ดํ•˜๋Š” ๋ฐ์—๋„ ํฐ ๋„์›€์ด ๋ฉ๋‹ˆ๋‹ค.

โœ… ์„ค๋ช…
- ์ง€์ •ํ•œ ๋กค๋ง ์œˆ๋„์šฐ ๊ธธ์ด(๊ธฐ๋ณธ: 500๋ด‰)๋ฅผ ๊ธฐ์ค€์œผ๋กœ ์Šคํ”„๋ ˆ๋“œ๋ฅผ ์ •๊ทœํ™”ํ•ฉ๋‹ˆ๋‹ค.
- ์ •๊ทœํ™” ๊ธธ์ด์™€ ์˜คํ”„์…‹(์‹œํ”„ํŠธ) ๋ชจ๋‘ ์ž์œ ๋กญ๊ฒŒ ์„ค์ • ๊ฐ€๋Šฅ
- ์ดํ›„ ํ˜„์žฌ ์ฐจํŠธ์˜ ๊ฐ€๊ฒฉ ๋ ˆ์ธ์ง€์— ๋งž๊ฒŒ ์Šค์ผ€์ผ๋งํ•ด, ๊ฐ€๊ฒฉ๊ณผ ํ•จ๊ป˜ ํ๋ฆ„์„ ์ง๊ด€์ ์œผ๋กœ ๋น„๊ตํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
- **์žฅ๋‹จ๊ธฐ ๊ธˆ๋ฆฌ์ฐจ์˜ ์—ญ์ „(์—ญ์ˆ˜) ์‹œ๊ทธ๋„**, ์ปค๋ธŒ ์Šคํ‹ฐํ”„๋‹ ๋“ฑ๊ณผ ์‹ค์ œ ๊ฐ€๊ฒฉ ์›€์ง์ž„์˜ ๊ด€๊ณ„๋ฅผ ํ•œ๋ˆˆ์— ํ™•์ธ

โšก ๊ฑฐ์‹œ ๊ธˆ๋ฆฌ ์‹ ํ˜ธ๋ฅผ ํ†ตํ•ด **์–ธ์ œ ํญ๋ฝ์ด ์˜ฌ์ง€, ์–ธ์ œ ํญ๋“ฑ์ด ํ„ฐ์งˆ์ง€** ๋ฏธ๋ฆฌ ๊ฐ์ง€ํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
โšก ์‹œ์žฅ์˜ ์ „ํ™˜์ ์„ ๋น ๋ฅด๊ฒŒ ์บ์น˜ํ•˜๊ณ  ์‹ถ์€ ๋งคํฌ๋กœ ํŠธ๋ ˆ์ด๋”์™€ ๊ธˆ๋ฆฌ ๋ถ„์„๊ฐ€์—๊ฒŒ ์™„๋ฒฝํ•œ ๋„๊ตฌ!

copyright invest_hedgeway
Note di rilascio
๐ŸŸง Shift 3M - 30Y Yield Spread

This indicator visually displays the inverse of the US Treasury short-long yield spread (3-month minus 30-year spread reversal signal) in a "price chart-like" form.

By default, the spread line is shifted by 1 year to help anticipate forward market moves (you can adjust this offset freely).

Especially customized to be analyzed together with the movements of US indices like the S&P 500, and to help understand broader market cycles.

๐Ÿ“Œ In practice, the actual economic and market impacts of this spread tend to appear about 1 to 2 years later โ€” this indicator allows you to "pull forward" that signal to visualize it in advance.

โœ… Description

Normalizes the spread based on a rolling window length you set (default: 500 bars).

Both the normalization window and offset (shift) are fully customizable.

Then, it scales the spread to match your chartโ€™s price range, allowing you to intuitively compare spread movements alongside price action.

Instantly see the inverse (reversal) signals of the short-long yield spread, curve steepening, and how they align with actual price trends.

โšก By reading macro yield signals, you can anticipate exactly when a market crash might come or when an explosive rally is about to start.
โšก A perfect tool for macro traders and yield curve analysts who want to quickly catch major market turning points!

copyright @invest_hedgeway

============================================================

๐ŸŸง 3๊ฐœ์›” - 30๋…„ ๋ฌผ ์žฅ๋‹จ๊ธฐ ๊ธˆ๋ฆฌ์ฐจ ์—ญ์ˆ˜

์ด ์ธ๋””์ผ€์ดํ„ฐ๋Š” ๋ฏธ๊ตญ ๊ตญ์ฑ„ ์žฅ๋‹จ๊ธฐ ๊ธˆ๋ฆฌ์ฐจ ์—ญ์ˆ˜(3๊ฐœ์›”๋ฌผ - 30๋…„๋ฌผ ์Šคํ”„๋ ˆ๋“œ์˜ ๋ฐ˜์ „ ์‹œ๊ทธ๋„)๋ฅผ ์‹œ๊ฐ์ ์œผ๋กœ "๊ฐ€๊ฒฉ ์ฐจํŠธ"์ฒ˜๋Ÿผ ํ‘œ์‹œํ•ด ์ค๋‹ˆ๋‹ค.

๊ธฐ๋ณธ์ ์œผ๋กœ ์Šคํ”„๋ ˆ๋“œ ์„ ์€ 1๋…„(365๋ด‰) ์‹œํ”„ํŠธ๋˜์–ด ์žˆ์–ด, ์‹œ์žฅ์„ ์„ ํ–‰์ ์œผ๋กœ ํŒŒ์•…ํ•  ์ˆ˜ ์žˆ๋„๋ก ์„ค๊ณ„๋˜์—ˆ์Šต๋‹ˆ๋‹ค (๊ฐ’์€ ์ž์œ ๋กญ๊ฒŒ ์กฐ์ • ๊ฐ€๋Šฅ).

ํŠนํžˆ S&P500 ๋“ฑ ๋ฏธ๊ตญ ์ง€์ˆ˜ ํ๋ฆ„๊ณผ ํ•จ๊ป˜ ๋ถ„์„ํ•  ์ˆ˜ ์žˆ๋„๋ก ๋งž์ถคํ™”๋˜์—ˆ์œผ๋ฉฐ, ์‹œ์žฅ ์‚ฌ์ดํด์„ ์ดํ•ดํ•˜๋Š” ๋ฐ์—๋„ ํฐ ๋„์›€์ด ๋ฉ๋‹ˆ๋‹ค.

๐Ÿ“Œ ๊ฒฐ๊ณผ์ ์œผ๋กœ ์ด ๊ธˆ๋ฆฌ์ฐจ ์‹ ํ˜ธ๋Š” ์‹ค์ œ ์‹œ์žฅ์— ์•ฝ 1~2๋…„ ๋’ค์— ์˜ํ–ฅ์„ ๋ฏธ์น˜๋Š” ๊ฒฝํ–ฅ์ด ์žˆ์œผ๋ฉฐ, ๋ณธ ์ง€ํ‘œ๋Š” ๊ทธ ์‹ ํ˜ธ๋ฅผ ๋ฏธ๋ฆฌ ๋‹น๊ฒจ์„œ ํ•œ๋ˆˆ์— ๋ณผ ์ˆ˜ ์žˆ๋„๋ก ๋„์™€์ค๋‹ˆ๋‹ค.

โœ… ์„ค๋ช…

์ง€์ •ํ•œ ๋กค๋ง ์œˆ๋„์šฐ ๊ธธ์ด(๊ธฐ๋ณธ: 500๋ด‰)๋ฅผ ๊ธฐ์ค€์œผ๋กœ ์Šคํ”„๋ ˆ๋“œ๋ฅผ ์ •๊ทœํ™”ํ•ฉ๋‹ˆ๋‹ค.

์ •๊ทœํ™” ๊ธธ์ด์™€ ์˜คํ”„์…‹(์‹œํ”„ํŠธ) ๋ชจ๋‘ ์ž์œ ๋กญ๊ฒŒ ์„ค์ • ๊ฐ€๋Šฅ

์ดํ›„ ํ˜„์žฌ ์ฐจํŠธ์˜ ๊ฐ€๊ฒฉ ๋ ˆ์ธ์ง€์— ๋งž๊ฒŒ ์Šค์ผ€์ผ๋งํ•ด, ๊ฐ€๊ฒฉ๊ณผ ํ•จ๊ป˜ ํ๋ฆ„์„ ์ง๊ด€์ ์œผ๋กœ ๋น„๊ตํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

์žฅ๋‹จ๊ธฐ ๊ธˆ๋ฆฌ์ฐจ์˜ ์—ญ์ „(์—ญ์ˆ˜) ์‹œ๊ทธ๋„, ์ปค๋ธŒ ์Šคํ‹ฐํ”„๋‹ ๋“ฑ๊ณผ ์‹ค์ œ ๊ฐ€๊ฒฉ ์›€์ง์ž„์˜ ๊ด€๊ณ„๋ฅผ ํ•œ๋ˆˆ์— ํ™•์ธํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.

โšก ๊ฑฐ์‹œ ๊ธˆ๋ฆฌ ์‹ ํ˜ธ๋ฅผ ํ†ตํ•ด ์–ธ์ œ ํญ๋ฝ์ด ์˜ฌ์ง€, ์–ธ์ œ ํญ๋“ฑ์ด ํ„ฐ์งˆ์ง€ ๋ฏธ๋ฆฌ ๊ฐ์ง€ํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
โšก ์‹œ์žฅ์˜ ์ „ํ™˜์ ์„ ๋น ๋ฅด๊ฒŒ ์บ์น˜ํ•˜๊ณ  ์‹ถ์€ ๋งคํฌ๋กœ ํŠธ๋ ˆ์ด๋”์™€ ๊ธˆ๋ฆฌ ๋ถ„์„๊ฐ€์—๊ฒŒ ์™„๋ฒฝํ•œ ๋„๊ตฌ!

copyright invest_hedgeway

source : fred.stlouisfed.org/graph/?g=1K08i
Note di rilascio
Final update explanation complete.
Main update: Changed to emphasize that it impacts the market 1โ€“2 years later.

์ตœ์ข… ์—…๋ฐ์ดํŠธ ์„ค๋ช… ๋
์ฃผ์š” ์—…๋ฐ์ดํŠธ : 1~2๋…„ ํ›„์— ๋ฏธ์น˜๋Š” ์˜ํ–ฅ์œผ๋กœ ๋ณ€๊ฒฝ

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