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30Y 15y percentile

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30Y 15y percentile

What it is

30Y 15y percentile — registry key us30y_pct_rank_15y.

Where the current 30y yield sits within its own trailing-15-year range. 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

Midrank percentile (0-100) of the latest DGS30 value within the trailing 15 calendar years of the DGS30 history. Midrank = values strictly below plus half the ties. NULL with fewer than 2 points in the window. Pure function pct_rank_trailing_years in app/sources/fred_macro.py.

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

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

See also