AlphaSync Macro, markets, and strategy intelligence
Macro

10-Year Treasury Shock Persistence

Recent nominal-rate shocks versus simulated and realized follow-through

10-Year Treasury Shock Persistence
Dashboard Macro
Section Rates
Asset class Rates
Indicator family Rate Shock Persistence
Research Context

A FRED-based rates board showing the recent 10-year Treasury yield, large daily shocks, an AR-style persistence envelope, and average realized paths after major moves.

This board studies whether recent 10-year Treasury shocks tend to mean-revert or persist. It combines recent level history, daily changes, a simple AR-style persistence benchmark, and the average historical follow-through after large absolute shock days.
Source FRED
Region United States
Frequency Daily
Last updated 2026-04-30
Canonical slug fred-rate-shock-persistence-board
Template plot
Source Detail
DGS10
Tags
rates treasury duration fed persistence
Disclosure

Educational research only. Not investment advice.

Related Plots

Continue the chart trail

Short-Term Liquidity Tightness Dashboard

Short-Term Liquidity Tightness Dashboard

Funding pressure, reserve drain, transmission, and an integrated tightness score

Liquidity Fed Plumbing United States Daily 2026-04-30

A short-horizon FRED board tracking whether US money-market rates are pressing above the administered floor and whether reserve-side plumbing is tightening.

Open chart
Inflation and Labor Dashboard

Inflation and Labor Dashboard

Realized inflation, market expectations, labor slack, and wage pressure

Inflation Inflation and Labor United States Monthly 2026-04-30

A four-panel FRED board linking realized inflation, market inflation expectations, labor-market slack, and wage pressure in one macro briefing view.

Open chart