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.

30Y trailing-1-month high

What it is

30Y trailing-1-month high — registry key us30y_1m_high.

The 30y yield’s highest print over the trailing ~one trading month - the peak the us30y_years_since_higher look-back is measured FROM, so the dashboard can read ‘5.31 on 08-17, highest since 2007’ instead of a bare number. 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: computed

Derived metric — produced inside the platform (app/sources/fred_macro.py or equivalent) rather than fetched as a raw upstream value. See the How it's computed section below for the formula.

How it’s computed

Maximum DGS30 value over the trailing 21 observations (about one trading month) of the full DGS30 history, rounded to 2dp. This is the window HIGH the us30y_years_since_higher look-back anchors on (not the latest print), so a peak keeps its since-YEAR reading for the ~month it stays inside the window. Pure function years_since_window_high in app/sources/fred_macro.py.

Where it surfaces

• API field: long_end.us30y_1m_high on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)

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

• Publishes: daily
• Approximate time (ET): 16:15
• Lag days: 1

Recomputed each cycle from the full DGS30 history (FRED, lag 1).

See also

• /kb/api/get-signals-latest — API endpoint that serves this field.