A backtested strategy combining both long and short seasonal setups. Entries occur at the close, with exits after a few days. Built for TLT – the ETF tracking long-term U.S. Treasury bonds.
✅ 416 trades ✅ 0.42% average gain per trade ✅ 62% win rate ✅ Profit factor: 1.7 ✅ 9.3% annual return (CAGR) ✅ 37% market exposure ✅ Risk-adjusted return: 25% ✅ Max drawdown: -18%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
