Reviewing historic 2 year Swap Spread curve (Bloomberg USSP2) vs. S&P Index (Bloomberg SPX), whenever Swap Spread largely widens Equity drops. When Swap Spread from highest turns to lower, Equity will be up.
2 year Swap Spread from Nov 21 101.5 continuously drops to today around 86. It should be right time to enter Equity long position.
2 year Swap Spread from Nov 21 101.5 continuously drops to today around 86. It should be right time to enter Equity long position.