Time patterns
What followed a 5% one-month fall in USD/KRW?
won per 1 dollar · New downward crossing of -5% over the preceding 21 valid observations → next 21 valid observations
What followed a 5% one-month rise in USD/KRW?
won per 1 dollar · New upward crossing of +5% over the preceding 21 valid observations → next 21 valid observations
What followed a 3% one-month fall in the trade-weighted dollar index?
trade-weighted dollar index · New downward crossing of -3% over the preceding 21 valid observations → next 21 valid observations
What followed a 5% one-month fall in USD/JPY?
yen per 1 dollar · New downward crossing of -5% over the preceding 21 valid observations → next 21 valid observations
Did a 5% one-month rise in USD/JPY continue?
yen per 1 dollar · New upward crossing of +5% over the preceding 21 valid observations → next 21 valid observations
What followed a 3% one-month rise in the trade-weighted dollar index?
trade-weighted dollar index · New upward crossing of +3% over the preceding 21 valid observations → next 21 valid observations
After a 10% decline in real property prices, how long until recovery to the observed peak?
Japan, Korea, United States and China · −10% from peak → recovery to prior peak
After US long-term yields surged, how long did a return to prior levels take?
10-year Treasury monthly average yield: first entry at +1%p or more versus 6 months earlier → return to or below that yield 6 months earlier
After real property prices surge, how long until a 10% correction from the observed peak?
Japan, Korea, United States and China · Annual +10% signal → 10% correction