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REPORT · US10Y v4· ARCHIVED
PAKUP·AI
LIVING REPORT · REPORT NO. 4
v4 · 2026-08-17
ARCHIVED VERSION

US 10Y Treasury yield 4.72% +0.85%

rate · data as of 2026-08-17 · computed, sourced, never predicted
00Executive summary

US 10Y Treasury yield closed at 4.72% (+0.85% on the day). Over the last month it is +3.74%, over the last year +11.32%. It sits 0.63% below the 52-week high of 4.75% (52-week low 3.97%).

Price holds above both the 50-day and 200-day averages — the market's own trend vote is constructive on both horizons.

latest change — first committed version2 invalidation conditions stated — section 07
01What changed — v4 vs v3
  • · first committed version — nothing to diff against yet
02Technicals

US 10Y Treasury yield closed at 4.72% (+0.85% on the day). Over the last month it is +3.74%, over the last year +11.32%. It sits 0.63% below the 52-week high of 4.75% (52-week low 3.97%).

Trend: price is ABOVE the 200-day average (4.32%) and above the 50-day (4.57%) — trend strength (R², 90d) 0.72, direction up.

Volatility: 30-day realized vol is 14.57% annualized, the 33th percentile of this asset's own history — a normal tape. Short-horizon behavior leans mean reverting.

Structure (90 days): range 4.26% – 4.75%; the most-touched level is 4.47% (30 touches).

1W
+0%
1M
+3.74%
1Y
+11.32%
FROM 52W HIGH
-0.63%
03Risk

Risk: the deepest drawdown of the last year was 8.53% (2025-08-18 → 2025-10-22); price now sits 0.63% below the trailing-year peak. Worst single session: -2.2% (2026-06-11).

MAX DD 1Y
-8.53%
FROM 1Y PEAK
-0.63%
BEST DAY
+3.29%
WORST DAY
-2.2%
04Sentiment

The tape leans constructive: 48% of the last 90 sessions closed up, direction up, short-horizon behavior mean reverting.

Positioning: 1.7 standard deviations above the 90-day mean, 1.46% from the all-time high of this series.

computed from price action, not from opinions or positioning surveys

05Consensus read

Price holds above both the 50-day and 200-day averages — the market's own trend vote is constructive on both horizons.

The 1-month move (+3.74%) agrees with the 1-year trend (+11.32%).

Trading within 0.63% of the 52-week high — priced near its best.

analyst-rating feeds are licensed; this section reads the market's own positioning instead

06In the air — headlines, not causes
07What would change this read
  • · The trend read flips on a daily close below the 200-day average at 4.32%.
  • · The volatility read changes if realized vol leaves its current regime (now the 33th percentile).
  • · nothing here is a prediction or advice — it is a computed description of end-of-day data
4.72%+0.85%CONSTRUCTIVE