Rates

Yield Curve Inversion

When short-dated Treasury yields exceed long-dated yields — historically the most reliable leading indicator of US recession.

Definition

An inverted yield curve means investors expect short rates to fall, usually because they expect economic weakness severe enough to force the Fed to cut. The 2s10s and 3m10y are the most-watched measures.

Inversion has preceded every US recession since 1955, with a lead time of 6 to 24 months.

Why it matters

Inversion is a binary signal that shifts allocator behavior — it triggers credit derisking, increased cash allocations, and lower equity multiples even before growth deteriorates.

Worked example

July 2022: 2s10s inverted. The S&P 500 troughed in October 2022 and recovered, but credit spreads widened in 2023 alongside regional bank stress — a partial vindication.

Frequently asked

Why does inversion predict recession?
It reflects market pricing of future rate cuts, which historically happen in response to recession.
Which inversion matters most?
The 3m10y has the cleanest econometric record; the 2s10s is the trader's benchmark.
Can the curve invert without a recession?
Rarely. The 1966 case is the most-cited 'false positive,' and even then growth slowed sharply.
What does re-steepening signal?
Bull steepening (short rates falling) usually marks the start of the recession itself.

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