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Stagflationary SqueezePROOctober 10-14, 2022
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
“Risk assets remained under pressure”
S&P 500 ETF proxy (SPY)
360.02
-0.76%
VIX
32.45
+3.48%
HY Spreads
503 bp
Above generated high-spread boundary
Session
Monday
Oct 10, 2022
What VantMacro Would Have Shown
Regime
Stagflationary Squeeze
Classifier accuracy has not been calibrated
Most Likely Next
CrisisLiquidation
Observed next-regime frequency: 45.7%
Historical Duration
Median: 12 days
Based on 47 observed periods
Compare to 397 Historical Transitions
Compare this case study with the generated regime history from 2003-12-25 to 2026-07-16.
Full regime history (2003-12-25 to 2026-07-16)
Asset performance by regime
Observed transition frequencies
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.