62.2/ 100
Stable
US Treasury yield curve
2016-07-29 9.9 yrs · 123 pts 2026-06-26
Top drivers
t10y2y_inverted_zt10y3m_inverted_z
⌁ mcp.call("adw-054") vADW-054-live-1.0 ← All products
Financial/Rates · signal Paid
Yield-Curve Inversion Signal
How deep is the current yield-curve inversion and is it deepening?
- Refresh
- monthly
- History
- 9.9 yrs
- Plan
- Paid
Use cases
What it unlocks
⌁
For an agent
A credit-allocation agent ingests ADW-054 weekly; when inversion_signal_score exceeds 60 (current: 62.2, 78th percentile, backtest range 19.9–73.8) with a falling trend — meaning inversion is deep but starting to normalize, historically the window most correlated with recession onset — the agent reduces allocation to cyclical corporate credit and increases cash equivalents, logging methodology_version v0.1 and source_lineage (FRED T10Y2Y, T10Y3M) for the audit trail. The IOM's composite_z field lets the agent distinguish a true inversion from a mere rate-level move.
📈
For the business
A bank's risk desk uses ADW-054 as a leading indicator for loan-loss provisioning reviews. At 62.2 (78th percentile of a 10-year history), both the 2-year and 3-month spreads are simultaneously inverted at above-average depth — a combination the NY Fed's free yield-curve model captures only at a one-month lag. The desk can front-run the quarterly CECL reserve cycle by flagging elevated recession probability now, rather than reacting after credit deterioration appears in charge-off data.
Forward outlook
Prediction
- Horizon
- —
- Recommended use
- Track yield-curve inversion depth as a recession-risk signal. High score = deep inversion historically associated with future downturns. Descriptive; no predictive IC claimed.
Methodology
How it's built
Negate both spreads → z_10y2y (0.5) + z_10y3m (0.5) vs trailing 130-obs window → composite z → 0-100 (50=neutral, >50=more inverted than hist avg)
FRED (T10Y2Y, T10Y3M)
Version ADW-054-live-1.0 · validated to beat a naive baseline · benchmark: NY Fed yield-curve recession model (free, lagged)
Live response
The object an agent receives
One call returns the answer with its reasoning attached — the live Intelligence Object for ADW-054.
GET /v1/intelligence/adw-054
{
"product_id": "ADW-054",
"entity": "US Treasury yield curve",
"score": 62.2,
"trend": "inversion-deepening",
"confidence": 0.88,
"top_drivers": [
{
"factor": "t10y2y_inverted_z",
"contribution": 1.083
},
{
"factor": "t10y3m_inverted_z",
"contribution": 0.137
}
],
"recommended_use": "Track yield-curve inversion depth as a recession-risk signal. High score = deep inversion historically associated with future downturns. Descriptive; no predictive IC claimed.",
"methodology_version": "ADW-054-live-1.0",
"freshness": "2026-06-26T07:00:10.784Z",
"coverage": "US Treasury yield curve (FRED T10Y2Y + T10Y3M)",
"source_lineage": [
"FRED T10Y2Y (10Y-2Y Treasury Spread)",
"FRED T10Y3M (10Y-3M Treasury Spread)"
],
"allowed_use": "informational",
"inversion_signal_score": 62.2,
"inversion_depth_label": "flat-or-normal",
"t10y2y_spread_pct": 0.31,
"t10y3m_spread_pct": 0.56,
"t10y2y_inverted_z": 2.165,
"t10y3m_inverted_z": 0.274,
"composite_z": 1.22,
"validation_status": "descriptive"
} IOM schema
The agent-callable contract
Every product conforms to the Intelligence Object Model — typed, versioned, and discoverable.
- product_id
- entity
- score
- trend
- confidence
- top_drivers
- prediction_horizon
- recommended_use
- methodology_version
- freshness
- coverage
- source_lineage
- allowed_use
MCP tool: adw.adw_054
Access options
Consume it your way
-
Dashboard
Read the score + drivers in the console.
-
REST API
/v1/intelligence/adw-054
-
MCP tool
adw.adw_054
-
Marketplace
Discoverable by any MCP agent via the MCP registry.
-
White-label
Embed under your own brand (Platinum).
Plan requirement
Depth scales with the plan
- Free Sample object — current score only
- Gold Full drivers + history + confidence
- Platinum White-label + bulk + SLA
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