A backtested swing trading strategy based on seasonality, combined with two simple price-based filters. Built and tested on TLT – the ETF tracking long-term U.S. Treasury bonds.
✅ 288 trades ✅ 0.3% average gain per trade ✅ 70% win rate ✅ Profit factor: 1.8 ✅ 3.7% annual return (CAGR) ✅ Only 16% market exposure ✅ Risk-adjusted return: 23% ✅ Max drawdown: -9%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
