Short Trading Strategy – Treasury Bonds (TLT) (#93)

Description

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.
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