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Stagflationary SqueezePRODay 195 of 248-day bear market
2022 Fed Tightening Peak
October 10-14, 2022
A pivotal week during the 2022 inflation crisis. Hot CPI, Fed hawkishness, and a historic intraday reversal that marked the bear market bottom.
What Happened
“Markets test June lows - Columbus Day (bond markets closed)”
S&P 500
3,612
-0.75%
VIX
32.45
+3.20%
HY Spreads
552 bp
Elevated
Session
Monday
Oct 10, 2022
What VantMacro Would Have Shown
Regime
Stagflationary Squeeze
Confidence: 88%
Most Likely Next
Disinflationary Slowdown
Probability: 72.3%
Historical Duration
Median: 8 days
Based on 26 occurrences
Compare to 427 Historical Transitions
See how this crisis compares to every regime transition since 2003. Get full asset performance data and historical context.
Full regime history (2003-present)
Asset performance by regime
Transition probability models
This case study uses historical data for educational purposes. Past performance does not guarantee future results. The regime classifications shown are based on VantMacro's empirical framework applied retrospectively.