For medium-term asset managers: US 5-, 10-year treasury yield rates predicted to be moderately more "bullish" than 20-, 30-year ones

As of Wed 13 Sep, using 6-month horizon, if one searches for DGS5;DGS10;DGS20;DGS30, the top common causally predictive factors for the conditional distribution of these yield rates are computed as

• NVDA (semiconductor, AI)

• US 3-month bill yield rate DTB3 (closely related to the Fed Funds Rate)

• CSX (rail transportation operating US East, computed to be predictive of emerging markets as well)

• TCOM (consumer)

The net prediction of movement direction for the upcoming day is

DGS5: 34% of models predict up

DGS10: 34% of models predict up

DGS20: 10% of models predict up

DGS30: 4% of models predict up