Recruitment of participants Long and short swing trade TLT (Long-Term Treasuries)

Strategy 25: Long and short swing trade TLT (Long-Term Treasuries)

Both long and short are based on seasonal anomaly strategies. Entry is at the close and exit is after a few days.

This strategy was our monthly Trading Edge for October 2022.

Facts and figures (TLT):

• No. of trades: 513
• Average gain per trade: 0.43%
• Win ratio: 60%
• Profit factor: 1.7
• CAGR: 10.1% (assuming no leverage)
• Exposure/time in the market: 61%
• Max. drawdown: -23%

The equity curve (log scale):