Multi Yield Curve Analysis- Part 2

Yesterday, I posted a review of the EUR, USA, JPY and UK Government Bond Yield Curves showing the absolute current values of certain segments of these curves.



[Click to Enlarge]

 I have overlaid one of my Trend following strategies  on the EUR and USA Curves with the following results:

Highlights

• the  EUR 2's 10's Curve "Flattening" trade entry signal on the 31 May at  -225 bps (curr -166 bps) remains intact on the Weekly analysis but notably has now swithced OFF on the Daily Trading time horizon to Neutral

• the USA 2's 10's Curve Flattening signal on the 10th May at -263 bps (curr -223 bps) also remains intact on the Weekly Chart reaching -197 bps on 26 Aug but notably has resumed a "Steepening" stance on the shorter term Daily time horizon.

Watch for Update

Enjoy