Interest Rate Sector

Sector Seasonal Accuracy: Interest Rates

This study reviews Interest Rate markets that are accurately tracking any of four separate seasonal time frames. Specifically, the markets current annual performance is compared against the markets 5/10/15/20 seasonal charts. Markets that are closely tracking 3 or more seasonal time frames are displayed. The key is to closely monitor markets with a large number of accurate time frames combined with high correlation levels. Note: Seasonal charts should be used as an historic reference of past trends and turning points and not as a buy/sell recommendation. As we should all know past performance is not indicative of future results.

Chart Overview:

• The gray bar indicates the number of time frames that are currently in a high correlation stage.
• The blue bar summarizes (with no scale) the total level of correlation across all time frames.

Seasonal Accuracy: