Will something happen when 10-2 approaches 1%?, from Kim Zussman
Larry Williams comments:
Yield curve is very bullish at this time - it is so misunderstood.
Peter Ringel does some counting:
I found a FED Cut gives some bear pressure on SPY 5, 10 days after. Then it goes into meaningless regarding SPY.
only T+5 , T+10 are probably significant. We just crossed the end of that bearish pressure.
T+1 10000 reshuffled - Observed difference: -0.03, Bootstrap p-value: 0.8573
T+5 10000 reshuffled - Observed difference: -0.96, Bootstrap p-value: 0.0206
T+10 10000 reshuffled - Observed difference: -1.13, Bootstrap p-value: 0.0514
T+20 10000 reshuffled - Observed difference: -0.88, Bootstrap p-value: 0.2829
(a work in progress)