Tag Archives: TLT

DLPAL Strategy For GLD With Validation in TLT and SPY

This is an example of a strategy for trading GLD in the daily timeframe developed by DLPAL S. The results are validated in TLT and SPY.

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Claims Of Concerted Bond-Dollar Decline Are Unfounded

Many articles in last few days attempt to link a decline in US Dollar to a correction in bonds. Technical analysis is used to justify bias. These markets are known for often violating technical analysis since their direction depends on political … Continue reading

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Trading Strategy Development With DLPAL: Part Five

In this article we outline the steps for developing a trading strategy for TLT ETF using the delay trade input option. Out-of-sample performance is analyzed in Amibroker and Quantopian platform.

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The 60/40 Passive Allocation is Holding Strong In A Rough Market

Despite calls for its death in mainstream financial media earlier this year, the 60/40 portfolio in stocks and bonds is holding strong. A decrease by about 350 basis points from peak year-to-date return is due to the rise in correlation … Continue reading

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A Chart That Has Consistently Defied Technical Analysis

Has the 10-Year Note yield found a bottom? Many good technical analysts are trying to find an answer to this question. However, the chart has defied simple technical analysis since the top in 1981 and has done that consistently. “Is … Continue reading

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Backtesting Conundrum

About a week ago I ran into a backtesting conundrum while analyzing a simple relative strength ETF rotation strategy.  A call to quants to compare results received only one answer but the cooperation led to a solution and to a … Continue reading

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