100 Years of 100% Probability
This Chart shows the normalized Bollinger Band Width for the US Ten Year Treasury Bond Yield.
Basis = 10 Year SMA
Upper and Lower Bollinger Bands = 3.0 Standard Deviations from Basis
Normalized BB Width = (Upper - Lower) / Basis
For the last century, 100% of the time that US Ten Year Yields extended 3 Standard Deviations above their 10 Year SMA while their normalized Bollinger Band width reached this 100 year long trend, rates experienced a sharp and meaningful correction.
*** During World War II, width reached the trend line but rates remained at the 10 year average and did not extend 3 Standard Deviations above it.
Basis = 10 Year SMA
Upper and Lower Bollinger Bands = 3.0 Standard Deviations from Basis
Normalized BB Width = (Upper - Lower) / Basis
For the last century, 100% of the time that US Ten Year Yields extended 3 Standard Deviations above their 10 Year SMA while their normalized Bollinger Band width reached this 100 year long trend, rates experienced a sharp and meaningful correction.
*** During World War II, width reached the trend line but rates remained at the 10 year average and did not extend 3 Standard Deviations above it.
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.