STRASMORE/EXPLORE 2,170 QUERIES

The rank receipt: H1 2026's twist against every prior half, by absolute size

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from Treasury Yield Curve, H1 2026: Twist, Not Shift.

as of scalar 1×6read in context →
h1 2026 twist bp
42
rank by magnitude
42
halves compared
100
first year
1,976
halves with inversion
28
last inverted half start
2024-07-01
Rows × columns
1 × 6
Period covered
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for The rank receipt: H1 2026's twist against every prior half, by absolute size, derived from the stored result.
ColumnTypeRangeNotes
h1_2026_twist_bp number every row is 42
rank_by_magnitude number every row is 42
halves_compared number every row is 100
first_year number every row is 1,976
halves_with_inversion number every row is 28
last_inverted_half_start date 2024-07-01

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
SELECT
    round(anyIf(twist, period_start = '2026-01-01'), 0) AS h1_2026_twist_bp,
    arrayCount(x -> abs(x) > abs(anyIf(twist, period_start = '2026-01-01')), groupArrayIf(twist, period_start != '2026-01-01')) + 1 AS rank_by_magnitude,
    count() AS halves_compared,
    toUInt16OrZero(substring(min(period_start), 1, 4)) AS first_year,
    countIf(min_2s10s < 0) AS halves_with_inversion,
    max(if(min_2s10s < 0, period_start, '')) AS last_inverted_half_start
FROM (
    SELECT concat(toString(toYear(date)), if(toMonth(date) <= 6, '-01-01', '-07-01')) AS period_start,
           count() AS prints,
           (argMax(yield_2_year, date) - argMin(yield_2_year, date)) * 100
             - (argMax(yield_10_year, date) - argMin(yield_10_year, date)) * 100 AS twist,
           min(yield_10_year - yield_2_year) * 100 AS min_2s10s
    FROM global_markets.treasury_yields
    WHERE date >= toDate('1976-07-01') AND date <= toDate('2026-06-30')
      AND isNotNull(yield_2_year) AND isNotNull(yield_10_year)
    GROUP BY period_start
    HAVING prints >= 100
)

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisTreasury Yield Curve, H1 2026: Twist, Not Shift
The 30-year's half: start, end, the first and last 5% prints, time spent at or above 5%, and the high scalar 1×8 → The 2s10s slope receipt: start, end, minimum (with its date), maximum, and print count scalar 1×6 → The 2s10s spread, every print of the half table 124×2 → Every half-year since 1976: the 2y and 10y change, the twist between them, and the half's lowest 2s10s print table 100×7 → The H1 2026 move per maturity, split into quarters: the hump sits squarely on the 2-year ranking 7×4 → Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print ranking 7×4 → See all 2,170 queries →