TLT vs SPY – Bond Rotation Strategy. Some days ago we published an ETF rotation strategy that rotates between SPY, TLT, and EEM based on monthly momentum. Today we look at a similar ETF sector momentum/rotation strategy but we exclude EEM: A SPY and TLT strategy (S&P 500 and 20 years Treasury bond). The SPY…
Are there any monthly seasonalities in TLT? Yes, just like in stocks there are some strong and weak months. August is, by far, the best month. We are now entering the best month over the last 20 years in long-term treasuries (TLT) – August. From the last closing price of July until the last in…
20+ treasury bonds (TLT) show a significantly different performance depending on the day of the week. Is there any day of the week effect in TLT? Let’s test some day of the week strategies. Assume we start with an account worth 100 000 and hold for one day and reinvest the profits. Below you find…
This article presents an ETF rotation strategy. Sector rotation is popular and this is not without merit. The idea is to be in the sector that shows the best recent momentum. Today we present an ETF momentum rotation trading strategy based on monthly data in EEM, SPY, and TLT. ETF momentum strategies are one of…
This article looks at monthly seasonalities in TLT. August has historically provided good returns for owners of 30-year US treasuries. I read about this seasonality many years back, but I’m quite surprised it still seems to be working pretty well. Below is an equity chart showing the return buying 200 shares in TLT at the…
