Our recent public signals for UST (win rate: 100%)

Our public signals are shown with a 1 day lag. Please register for a free account to receive signals for Bitcoin, stocks and bonds as soon as they become available. Or sign up for a premium account to also get access to our premium signals. Premium signals include Japanese yen, Investment Grade Credit, Gold, Nikkei 225, Crude oil, Euro Stoxx 50, Emerging Market LC Bonds, Euro, Australian dollar, and Emerging Market Equities.

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+ Date open Date closed Days Asset Signal Return Result
 +  2019-12-19 Open Open UST LONG 22.5% Profit
2019-12-02 2019-12-19 17 UST SHORT 1.8% Profit

LSS model: US Treasury Bonds

Our US treasury model is calibrated on hypothetically calculated US treasury returns that we derive directly from changes in the US yield curve. We estimate a long duration of approximately 18 years, which makes the model more sensitive to duration impact than the yield/carry effect. The model is calibrated by training it on returns going back decades which have been smoothed over the medium term, and also incorporates signals from other asset classes.

How to trade

Besides outright buying the bonds, the easiest way to trade US treasuries is through one of the many ETFs available. For instance GOVT or TLT.

What win rates are expected?

We believe that a win rate above 60-70% is feasible in the longer term. Not every signal is going to beat it out of the ballpark, and the quality and health of all models varies as some have a harder time grasping market dynamics. But systematic implementation of our signals has so far proven to be able to beat the market by a wide margin, offering far better risk-adjusted returns.

When are signals calculated?

The daily signal update completes by 4am UTC, which currently translates to roughly noon in Singapore, midnight in New York, or 5am in London.