30Y Bonds to repeat 10YR seasonality move? $TLT $DXY

23 ביולי 2020

On average for the last 10 years, on July 24 30Y bonds and 10Y bonds have a massive move to the upside. The best play would be to buy ZN or ZB futures contracts, or September call options on TLT.

23 ביולי 2020

הערה

10Y Bonds seasonality shows a major move that takes place on average very near the July FOMC statement, which occurs next week on July 29.

23 ביולי 2020

הערה

Cleaner picture for 2020 (fitted performance)

23 ביולי 2020

הערה

The current top today is Month Camarilla R3. I suspect an equal move to June 8-15 to finish it toward late August with a bang.

23 ביולי 2020

הערה

Many times the yen tracks 30Y bonds (sometimes as a risk off trade) and shows a big increase against the dollar during this time of year.

DXY is forecasted to drop the remainder of the year as the Euro increases.

29 ביולי 2020

הערה

Nice recovery this week, started buying heavy on Monday

3 באוג׳ 2020

הערה

Added to long on this key monday backtest.