Catching monster waves during recessions

How nice would it be to make 2,000 pips in one trade?

There's a way to catching monster waves which occur a few times, mostly every 4-7 years.
The data I used are freely available and are open to the public. Please see the attached file named "Catching monster waves".
Sounds a bit bold, but all in all it's about forecasting recessions and that's where the money is being made.
When you trade the EUR/USD in recessions, money turns over faster than in economic upswings. Why? Because the slope of the trend is steeper going down compared to going up in uptrends.

Why do I recommend trading the EUR/USD in recessions?
The #1 currency in the world is the USD. Other names for it are USD index or DXY. It's basket is made up of 58% of the EUR. The EUR/USD moves with a high negative correlation compared to the DXY. Meaning, when the DXY in a recession goes up, the EUR/USD goes down. It's pretty simple.

What are good signals?
When the 10s2s (10 year 2 year yield spread) = 10 year - 2 year, is in the 100 to 200 basis points territory and makes a 40 basis point or steep move to the downside then that's a good signal. After an economic boom in 2014, comes a recession. In an economic boom the yield spread is high. And in May 2014 made a lower high in my excel chart.

How many pips can be made in EUR/USD?
2011: 2,000 pips
2014: 2,600 pips
2021: 1,800 pips

I just wanted to give something back. It's my pleasure when this helps only one person.

Can you share where you obtain the Bond data? Or any websites that you use for further study?

Is there somewhere to chart the spread or you entered both into Excel to do analysis?

I can chart both on Tradingview but not the difference, not yet anyway.


And I found this at the University of YouTube:

The inversion of the treasury bond yield curve has predicted every US recession over the last 50 years. And just last week, it inverted again... Twice. More specifically, economists tend to look at the 10/2 spread, or the difference in yield between the 2-year treasury bond and the 10-year. If the spread goes negative (over the past 50 years) we get a recession. But despite seeing the 10/2 spread invert, does this spell doom and gloom for investors? Or is it a fluke that this recession indicator has nailed it for the past 50 years?

This webpage is quite good also, must scroll down to find the 10Y vs 2Y chart but worth reading the whole thing

https://www.currentmarketvaluation.c...ield-curve.php

TV is great for this - so much so Eikon bought their charting and integrated it. It's rebasing. Just add 2 instruments as you did and select relative performance rebased to 1, and you can export the data if you need. The shit show writ large:
Attachment gAttachment g

Thanks, I found this about plotting the spread of 2 instruments

Here she is entering German 2Y difference with US 2Y

Ah looks like eikon implemented slightly differently so explains the difference