I see; the yield curve chart is a smooth estimate of the rates you could imagine getting if terms were offered between the official periods like 6 months, 1, 5, or 10 years.
Per Mr. Laird, the animation is intended to show that today's rates are poor estimators for future rates. I can't imagine why anyone would think they are good estimators. It seems to me that today's 3-month rate is a better guess for the October 2023 3-month rate than today's 5-year rate, if you had to guess.
I wouldn't know where to begin to make such a prediction, so I am impressed by your effort. I will take the cowardly, easy route and predict that at least one of these will NOT happen:
• The 2-year T-bill rate is higher than the 10-year T-bill rate on any day from 1 January 2019 to 31 March 2019.
• If such an inversion occurs, then the S&P 500 Index as reported by Google will have a higher value on at least one of the 365 days before the inversion date, or during days 395 to 760 after the inversion first occurs, than it does at its highest value in the 394 days following the inversion.
• If such an inversion occurs, NBER will add a new business cycle to its list of business cycle reference dates with a "peak" date during the six months following the S&P 500 maximum described above.
My confidence level is 90%, not because I know what I am talking about, but because of the conjunction law.