~~~ LAZY MACRO ~~~

3-YEAR EXPECTED ANNUAL INFLATION: *** 3.070% ***
- 5YBE: 1.98% (8d EMA)
- 5YBE% hist: [1.89, 1.91, 1.93, 1.93, 1.95, 1.97, 2.0, 2.01]
- 2Y: 3.62% (8d EMA)
- 2Y% hist: [3.65, 3.63, 3.64, 3.6, 3.58, 3.59, 3.6, 3.59]

BOND YIELDS:
- 3M: 4.84%
- 2Y: 3.61%
- 5Y: 3.47%
- 10Y: 3.70%
- 30Y: 4.03%
- 30Y Mortgage: 6.09% (24-09-19)

INVESTMENT HURDLE RATE: *** 6.770% ***
- (3-year expected inflation) + (10-year treasury bond yield)
- "Short-term is less than three years."

COMMODITIES:

Gold: $2647.10 / Silver: $31.50 / Bitcoin: $63219.78
Copper: $4.33 / Lumber: $512.00 / Aluminum: $2426.75
Corn: $401.50 / Wheat: $565.75 / Soybeans: $1013.50
Brent Crude: $74.72 / NatGas: $2.46 / Gasoline: $2.05

EQUITIES:

SPY: $568.25 / QQQ: $482.44 / DIA: $420.57
IWM: $221.57 / VEA: $51.95 / VWO: $45.29

~~~

Last updated: 2024-09-20 22:30:23 UTC

Source: https://github.com/84adam/lazy-macro