What follows 10-year Treasury yield above 5?
insufficient. Registered 2026-10-01.
Too few non-overlapping observations in one or more periods. The result did not improve on the baseline after the cost allowance in every period. The annual comparison did not pass the 512-trial correction (adjusted p=1.0000).
Higher 30-calendar-day price returns; 0.2 percentage-point round-trip cost allowance. Non-overlapping windows; period-end windows excluded. Baseline: eligible dates in the same period. Annual sign comparisons use a fixed 512-trial Bonferroni correction. Discovery before 2010, validation 2010–2017, confirmation 2018 through September 2026. Conditional association, not a risk-adjusted alpha estimate or an executable trading strategy. Historical selection remains exploratory; forward observations start after publication.
Open the evidence, sources and forward ledger
Conditions
- 10y.value:gt:5
Research history
- 2026-10-01T03:20:35.830Z — The conditions match the available data for 2026-09-30.
- 2026-10-01T03:20:35.779Z — Too few non-overlapping observations in one or more periods.
- 2026-10-01T03:19:38.727Z — Investigation registered. Its conditions and test periods are fixed.
