5 Bond Trading Strategies (Treasury) — (Video, Backtest, Example, Performance, Setup, and Rules)
Bond trading strategies are a great inclusion in a portfolio of strategies because they offer diversification and, most likely, uncorrelated returns. Bonds are complementary.
The trading rules are simple (this is a seasonal strategy):
- Buy at the close of the seventh last trading day of the month.
- Sell at the close of the last trading day of the month.
- Sell short at the close of the month.
- Cover at the close of the seventh trading day of the month.
The strategy has returned the equity curve shown below.
You can find more info about this trading strategy here:
https://www.quantifiedstrategies.com/bond-trading-strategies/
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