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Trading the Yield Curve — Strategies & Signals

Overview

The yield curve's shape tells you what the bond market expects about growth, inflation, and recession. Learn to trade curve steepeners, flatteners, and inversions. Yield curve signals are most powerful when combined with data from the economic calendar and central bank announcements. For a deeper dive into the macro backdrop, see our macro guides.

Key Takeaways

  • Steepener trade: long the short end, short the long end (bet on yield difference widening).
  • Flattener trade: long the long end, short the short end (bet on yield difference narrowing).
  • Bull steepener: short rates fall faster than long rates (Fed cutting aggressively).
  • Bear flattener: short rates rise faster than long rates (Fed hiking aggressively).

Practical Tips

  • Use Treasury futures (ZN for 10yr, ZT for 2yr) for direct yield curve trades.
  • ETF approach: long TLT and short SHY for a steepener; reverse for a flattener.
  • The 2s10s spread historically un-inverts before a recession starts — the steepener fires when everyone expects the worst.