The CD yield curve — short-term vs long-term CD rates — mirrors the Treasury yield curve. In a normal environment, 5-year CDs pay more than 1-year CDs because investors demand extra yield for locking up money longer.
When the curve inverts (short rates exceed long rates), it signals markets expect future rate cuts. In this environment, locking into a longer CD at a lower rate protects against the coming cuts but gives up current yield. Shorter CDs let you re-ladder into new products but expose you to the predicted rate drops.
Strategy: if you believe the curve's signal, lock long-term NOW before rates fall. If you disagree, stay short and re-invest at (hopefully) higher rates later. Neither is historically reliable right — but inversion has predicted rate cuts within 12-18 months most of the time.