Latest public signals for UST

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 crypto or premium account to also get access to our other signals. These signals include 40+ models including Monero, Euro Stoxx 50, Uniswap, Algorand, EM Equity, Global High Yield, Filecoin, YFI, Australian dollar, ICON, Crude oil, Stellar, Tezos, Binance Coin, Cosmos, Solana, AAVE, FARM, Litecoin, and Polkadot.

Last update: 13.3 hours ago (traditional assets) and 15.2 hours ago (crypto)
Win rate for signals shown: 57.1%. Overall win rate all signals since inception: 46.6%
Average profit of long/short signals shown: +7.4%, average loss of long/short signals shown: -5%
Total SI return: +135.5% (model portfolio) and +767.1% (crypto model portfolio)

Date open Date closed Days Asset Signal Return Result
2021-06-02 Open Open UST LONG +5.0% Profit
2021-03-08 2021-06-02 86 UST SHORT -0.1% Loss
2021-03-05 2021-03-08 3 UST NEUTRAL +0.4% Loss
2020-08-31 2021-03-05 186 UST LONG -15.5% Loss
2020-08-25 2020-08-31 6 UST SHORT +0.4% Profit
   2019-12-19 2020-08-25 250 UST LONG +22.3% Profit
2019-12-02 2019-12-19 17 UST SHORT +1.8% Profit

LSS model: US Treasury Bonds

US Treasury bonds are bonds issued by the US Department of Treasury. 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.

Other statistics and data

Reddit asset and topic sentiment
Correlation trends
Correlation matrix
Risk and performance dashboard

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 ball park, 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.

We believe that implementing our signals in context of our model portfolio is critical as this introduces an intelligent risk based weighting and also adjusts for historical success rates. For instance, there may be periods where our signals underperform (say win rates of only 25%), while the model portfolio itself is barely invested and therefore not really impacted.

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.