Possible scenario
Yield Reversal Deepens
25% Chance
The market focuses on the post-report Treasury reversal rather than the weak payroll print. Term-premium, fiscal-supply and inflation-risk concerns push long yields higher, limiting the equity rally.
Initial impacts
- 10-year Treasury yield Up
- Market volatility Up
- Riskier companies' borrowing costs Up
- US dollar Up
Secondary impacts
- Technology -0.9%
- Consumer Cyclicals -0.5%
Portfolio impact
S&P 500-0.6%
Each figure is the modeled move of the S&P 500 if the outcome occurs. For information only. Not investment advice.
Keeping an eye on this scenario?
Tilt can alert you when its probability or impact shifts, or send you a recommendation when it crosses a threshold.