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Regression of Treasury yield levels on FOMC Stance Scores 20Y Treasury Yield
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0.852
Beta
DCS
0.13024
0.31762
0.505
0.69238
Mar 15, 2026
Beta
P-value
Updated 1mo ago
Evaluation Results
Method
Method
Links
Beta
P-value
DCS
Model=Llama-3.1-8B
2026.03
0.852
0.01
DCS
Model=DeepSeek-R1-14B
2026.03
0.771
0.01
Supervised
Model=FOMC-RoBERTa
2026.03
0.402
0.01
Linear Probe
Model=Llama-3.1-8B
2026.03
0.326
0.01
LLM Judge
Model=Llama-3.1-8B
2026.03
0.202
0.096
Logit-Based Judge
Model=Llama-3.1-8B
2026.03
0.158
0.185
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