Macro Tracker

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Signal N/A

Treasuries

Are prices falling?

N/A

10Y yield: N/A
20 obs.: N/A
Price proxy: N/A

Inflation

Is inflation high?

N/A

CPI YoY: N/A
Core CPI YoY: N/A
3M ann.: N/A

Dollar

Is it weakening?

N/A

Index: N/A
20 obs.: N/A
60 obs.: N/A

Rules

Thresholds

10Y/30Y rise, bps over 20 obs. Fast rise, bps over 5 obs. Headline CPI YoY, % Core CPI YoY, % Dollar 20 obs., % Dollar 60 obs., %

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Readout

Summary

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Waiting for data.

Tracking

Snapshot History

Import

Time	Treasuries	Inflation	Dollar	Combo
No snapshots yet.

Validation

Methodology

Sources

Data pipeline

The server downloads CSV files from FRED using https://fred.stlouisfed.org/graph/fredgraph.csv?id=SERIES_ID. Blank values and . values are ignored. The dashboard keeps the latest 420 valid numeric observations for each series.

"20 obs." and "60 obs." mean valid observations, not calendar days. Treasury and dollar series are daily. CPI series are monthly.

Treasury price pressure

yield_change_bps = (yield_now - yield_lookback) * 100
avg20 = average(DGS10_20obs_bps, DGS30_20obs_bps)
fast5 = average(DGS10_5obs_bps, DGS30_5obs_bps)
price_proxy_pct = -duration * (yield_change_bps / 100)

The price proxy uses rough durations of 8.5 for 10Y and 17.5 for 30Y. It is a directional estimate, not a quote for a specific bond.

Inflation

CPI_YoY_pct = ((CPI_now / CPI_12_months_ago) - 1) * 100
core_CPI_YoY_pct = ((core_now / core_12_months_ago) - 1) * 100
CPI_3M_ann_pct = ((CPI_now / CPI_3_months_ago)^(12/3) - 1) * 100

Dollar weakness

dollar_20obs_pct = ((DTWEXBGS_now / DTWEXBGS_20obs_ago) - 1) * 100
dollar_60obs_pct = ((DTWEXBGS_now / DTWEXBGS_60obs_ago) - 1) * 100

Negative values mean the broad dollar index is lower than it was at the lookback point.

How Rules thresholds work

Treasuries: Waiting for settings.
Inflation: Waiting for settings.
Dollar: Waiting for settings.
Combo signal: Waiting for settings.

Source links

Treasury yields: DGS2, DGS10, DGS30. FRED lists these as daily, percent, not seasonally adjusted, sourced from the Board of Governors H.15 release.
Inflation: CPIAUCSL and CPILFESL. FRED lists both as monthly CPI indexes sourced from the U.S. Bureau of Labor Statistics.
Dollar: DTWEXBGS. FRED lists it as a daily nominal broad U.S. dollar index sourced from the Federal Reserve Board H.10 release.
Bond price logic: SEC Investor.gov fixed income bulletin.