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REPORT · US2Y v4· ARCHIVED
PAKUP·AI
LIVING REPORT · REPORT NO. 4
v4 · 2026-08-17
ARCHIVED VERSION

US 2Y Treasury yield 4.19% +0.48%

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

US 2Y Treasury yield closed at 4.19% (+0.48% on the day). Over the last month it is +0.24%, over the last year +14.17%. It sits 4.12% below the 52-week high of 4.37% (52-week low 3.38%).

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 2Y Treasury yield closed at 4.19% (+0.48% on the day). Over the last month it is +0.24%, over the last year +14.17%. It sits 4.12% below the 52-week high of 4.37% (52-week low 3.38%).

Trend: price is ABOVE the 200-day average (3.8%) and above the 50-day (4.19%) — trend strength (R², 90d) 0.81, direction sideways.

Volatility: 30-day realized vol is 16.84% annualized, the 18th percentile of this asset's own history — a quiet tape. Short-horizon behavior leans mean reverting.

Structure (90 days): range 3.71% – 4.37%; the most-touched level is 4.14% (26 touches).

1W
-1.41%
1M
+0.24%
1Y
+14.17%
FROM 52W HIGH
-4.12%
03Risk

Risk: the deepest drawdown of the last year was 10.82% (2025-08-21 → 2026-02-27); price now sits 4.12% below the trailing-year peak. Worst single session: -3.22% (2025-08-26).

MAX DD 1Y
-10.82%
FROM 1Y PEAK
-4.12%
BEST DAY
+3.7%
WORST DAY
-3.22%
04Sentiment

The tape leans neutral: 47% of the last 90 sessions closed up, direction sideways, short-horizon behavior mean reverting.

Positioning: 0.75 standard deviations above the 90-day mean, 4.77% 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 (+0.24%) agrees with the 1-year trend (+14.17%).

Trading within 4.12% 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 3.8%.
  • · The volatility read changes if realized vol leaves its current regime (now the 18th percentile).
  • · nothing here is a prediction or advice — it is a computed description of end-of-day data
4.19%+0.48%CONSTRUCTIVE