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