Yield Curve Inversion Indicator

Will track the US10Y and US03MY spread, often followed for the "yield curve inversion" trade/indicator.

When an inversion occurs, which lasts a minimum of the defined days (default 10) the indicator will paint forward a warning period (default is 365 days).

The yield curve being inverted is not the signal, the REVERSION back to a positive curve is the associated signal, namely the following 12 months after a reversion. This is often used as an early warning of trouble in markets.

Hope this helpful for those who follow macro/internal warning signals.