Treasury
Treasury bill value paths, short-term rate forecasts, macro drivers, and Treasury wrapper coverage.
Live FRED market data
1M, 3M, and 6M bills
6M Treasury Bill Value Path
seed panel
Final Value
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6M Return
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Forecast Yield
-%
Macro Impulse
-pp
Carry Contribution
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Repricing Contribution
-
Residual Source
-
Residual Interval
- to -
Treasury Proof Case
rank score 0.000
confidence 60%
Treasury truth
Treasury value forecast is loading.
Use Treasury as the proof case for macro-to-value logic because the final step is deterministic bill pricing and ladder math.
Why it matters
Awaiting Treasury value forecast.
Residual source -
Selected MAE -
Carry quality
Awaiting Treasury value forecast.
carry 0.0000; repricing 0.0000
Residual correction waits until it beats persistence.
Formula
Author: Christian Busse
treasury_truth = abs(ladder_return_pct) / 2 * clamp(1 - selected_mae_bp / 250, 0.35, 0.90)
Would invalidate
Selected walk-forward MAE rises above 75bp.
Residual interval widens enough to swamp the projected ladder return.
Repricing dominates carry and the rate path changes direction.
Bill Yield Forecast
Rolling Ladder Value
Macro Drivers
Prices
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Activity
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Labour
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Money & Financial
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Sovereign Liquidity
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EUR/USD Relative Bias
-
Fed Funds
-%
2Y/10Y Slope
-pp
Scenarios and Validation
Persistence MAE
-Structural MAE
-Ridge MAE
-Residual Correction
disabled until walk-forward improvementFormula Trace