-2.0%
since 1/7/2022
-0.9%
Ø-Perf. per year
+2.5%
Performance (1yr)
2.4%
Volatility (1yr)
-0.3
Return/Risk
Portfolio chart
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Trading Idea
My trading strategy is based on the correlation between 20+year Treasury Bonds in downturns of the S&P500 to hedge against said market downturns. This strategy requires active rebalancing every quarter and assumes a complete sell of the treasury bonds near market bottom, as they historically increase in value during market downturns, to re-invest these gains into SPY shares before market recovery to acquire shares at a discount. During market recovery we are slowly re-adding the 20+ year treasury bonds over the course of market recovery and purchase further SPY shares along the way at discount prices until rebalancing has been achieved at a rate roughly in line with the market recovery cycle.
Master data
Symbol
WFEVOTRADE
Date created
01/07/2022
Index level
-
High watermark
98.5