A short-only swing strategy for the bond market, built with three entry variables and one for exit. It enters at the open and exits at a future close. Backtested on the TLT ETF and optimized for tactical bond market pullbacks. This was our Monthly Trading Edge for August 2023 (Gold Members).
✔️ 215 trades ✔️ 0.3% average gain per trade ✔️ 59% win rate ✔️ Profit factor: 1.7 ✔️ 2.5% annual return (CAGR) ✔️ 12% market exposure ✔️ Risk-adjusted return: 21% ✔️ Max drawdown: -10%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
