OPEN-SOURCE SCRIPT
Updated

US Inversions & Recessions

Understand when the US yield curve inverted and when recessions took place. Select from Federal Funds Rate, 3 month yield, 2 year yield and 10 year yield.

Default ratio = Federal Funds Rate / 10 year yield

When line goes from white to red = inversion
When line goes from red to white = un-inversion

Yellow shading shows times when the rates are inverted.
Blue shading shows when recessions officially occurred.
Release Notes
Updated recession line indicator to ensure script displays correctly.

Updated default view to be US02Y / US10Y.

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