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Fed Funds Rate
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US Real Yield
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Rate − CPI
US CPI YoY
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10Y-2Y Spread
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Macro Scorecard — Structural Bias
Pair Real Yield Diff Differential Regime Macro Bias
Universal Yield Formula
Real Yield = Rate − CPI
Differential = Base Real Yield − Quote Real Yield
Bias → +Diff = Base Strong = Structural Long
Bias → −Diff = Quote Strong = Structural Short
Regime = f(10Y − 2Y)
< 0 → Contraction (Inverted)
≥ 0 → Expansion (Steepening)
Active Regime
⚠
Contraction (Inverted)
Yield curve spread is negative · Risk-off environment
10Y Yield
4.40%
2Y Yield
4.74%
Spread
−0.34%
Tradeable Pairs
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SNR > 0.3
Restricted Windows
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All Clear
Triple Confluence
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Macro = D1 = H1
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Session Currency Strength Meter (CSM)
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Execution Matrix — Triple Confluence Tracker
Pair Macro Bias Daily 1H Trend Align ORB SNR ADR% Event Action
Event Risk Calendar — ±2hr Exclusion Windows
SNR — Signal-to-Noise Ratio
SNR = |Close_n − Close_(n−x)|
       ÷ Σ (High_i − Low_i)

Range: 0 (pure noise) → 1 (pure trend)
Threshold: <0.3 = No Trade · >0.5 = Valid
SNR Thresholds
SNR > 0.5 — Valid Trend
Confirmed directional momentum. Trade eligible.
SNR 0.3 – 0.5 — Borderline
Weak signal. Tighten risk or wait for confirmation.
SNR < 0.3 — Noise
Choppy, untradeable. Cell flagged gray. Stand aside.
VBA UDF Reference
=CalculateSNR(C2:C15, D2:D15, E2:E15)
' Close / High / Low ranges
US Yield Curve — Current
10Y − 2Y Spread — 24-Month History
Regime History — Yield Curve Regime Classification