Skip to content

KB/signal

Real Yield (30Y)

Last verified

Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

Real Yield (30Y)

What it is

Real Yield (30Y) — registry key real_yield_30y.

30-year Treasury Inflation-Indexed (TIPS) real yield from FRED (DFII30); long-end sibling of real_yield_10y / real_yield_5y, kept in fred_macro so breakeven_30y = DGS30 - DFII30 computes from one same-day source. long-end supply-stress carrier, Phase 1 of improvements/long-end-stress.md; scoring deferred to a pre-registered study.

Data-pyramid tier

T1 — Signal. This metric sits at the signal layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: fred_macro
Data source: back_fillable

Fetched directly from app/sources/fred_macro.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Raw 30-Year Treasury Inflation-Indexed Security (TIPS) yield from FRED series DFII30, in percent - the 30y real cost of money. Long-end sibling of the 5y/10y real yields. data_only carrier - no band classifier. See app/sources/fred_macro.py (_collect_long_end).

Where it surfaces

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

FRED TIPS series, business day after close (lag 1); same cadence as real_yield_10y.

See also