The binary trend index model translates the bond returns into a binary series. Risk-on when > mid-band.
Below applying the TCs to the MOVE Index (bond volatility) calling TLT.
Below the TCs applied to the 5 Year Treasury Yields. A long/flat model.
The binary trend index model translates the bond returns into a binary series. Risk-on when > mid-band.
Below applying the TCs to the MOVE Index (bond volatility) calling TLT.
Below the TCs applied to the 5 Year Treasury Yields. A long/flat model.