treasuries – Trading Strategies – Quantified Strategies.

Monthly Seasonalities In Long-Term Treasuries (TLT)

ByOddmund Groette July 31, 2020April 18, 2023

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…

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

ByOddmund Groette June 26, 2020April 18, 2023

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…

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