Seasonal Bond Trading Strategy – iShares 20+ Year Treasury Bond ETF (TLT) (#11)
199,00 $
Description
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.
This strategy was our monthly Trading Edge for June 2021.
✅ 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.
We offer full trading code in TradingView/Python, Amibroker, Tradestation, and NinjaTrader. If your code platform is not here, message us, and we will fix it.
Additional information
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