IDEN

Anomaly Radar

Which series made the most unusual move at their latest reading, measured against their own recent history. A ranking of statistics, not a risk score; nothing here says why it moved.

Harum Energy (HRUM) · 2026-10-16Move −14.91%z −4.6σ5 readings −2.6σ1Y percentile 1n 140

Series page · Related series

5 series · Daily marketsMacro prints · Rank by latest move5 readingslevel extreme · Data ↓

SeriesClassMovezz 5 readings1Y pctlAs of
UST 30YR
related · chart
 Rates−9 bp−2.4σ−3.2σ 942026-10-15
UST 10YR
related · chart
 Rates−9 bp−2.1σ−2.1σ 942026-10-15
10YR real yield (TIPS)
related · chart
 Rates−6 bp−1.7σ−1.9σ 942026-10-15
UST 2YR
related · chart
 Rates−5 bp−1.1σ0.0σ 942026-10-15
US HY OAS
related · chart
 Credit−2 bp−0.4σ+0.7σ 962026-10-15
Method
  • Move: latest reading against the one before: % for prices, bp for rates, units otherwise.
  • z: the move divided by the standard deviation of the previous 252 one-reading moves (daily series) or 36 print-to-print changes (macro prints). 2σ is a move seen roughly once in 20 readings if moves were normally distributed; markets have fatter tails, so read it as a ranking.
  • z 5 readings: the change over the last 5 readings against earlier 5-reading changes that do not overlap the latest.
  • 1Y percentile: where the latest level sits among the last 252 levels (0 lowest, 100 highest). "Level extreme" ranks by distance from 50.
  • Included: daily series with at least 60 moves from readings at most 5 days apart (older weekly history is not used), and macro series with at least 8 earlier changes. Left out now: 276 with too little history, 168 daily series more than 10 days behind the newest market date (2026-10-16).