Daily Effects In Long-Term Treasuries (Day Of The Week Trading Strategy In TLT)

ByOddmund Groette

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…