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A comment on 10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity. Parent comment

Re:10-Year Treasury Constant Maturity Minus 3-Month Treasury... by asmithmd1 on Sunday June 02, 2019 @03:25PM (#20077450)
It looks like a 10Y-3M inversion has predicted each of the last 3 recessions by about a year with no false positives in the last 35 year.

https://fred.stlouisfed.org/graph/?g=o4ro

Of course maybe this time is different...

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Re:10-Year Treasury Constant Maturity Minus 3-Month Treasury... by mrep on Sunday June 02, 2019 @05:27PM (#20078348)
Assuming you use 0 as your magic ball number. Move the magic ball number up just a tiny bit to 0.07 and you would have had a false positive in september 1998. You could also move it down to -0.32 and you would still a 100% success rate, albeit with a sample size of 3...
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