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Yield-Curve Spread (10Y - 13W)

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Yield-Curve Spread (10Y - 13W)

What it is

Yield-Curve Spread (10Y - 13W) — registry key tnx_irx_spread.

Numeric 10-year-minus-13-week Treasury yield spread (TNX yield - IRX yield) computed in market.py:_analyze_macro. The platform previously persisted only the Curve_Status label (Inverted/Normal), discarding the numeric spread. Law 3: DISTINCT concept from the FRED t10y3m_spread (10y-minus-3-MONTH); this is the 10y-minus-13-WEEK measure from the live market-data fallback ^TNX/^IRX quotes. Persisted raw with no band classifier; not scored or aligned.

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: market
Data source: back_fillable

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

How it’s computed

Fetched directly from the market source; see app/sources/market.py for the upstream API call.

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

See also