TLT / TBT Ratio - a bonds long and short oscillator

18 mai 2023

On the daily chart- I have plotted the TLT (Long Bond Leveraged) ETF vs the TBT (Short

Inverse) as a ratio. The ratio is running on a cycle between high and low. On the chart for

reference is a Hull Moving Average of 20 days. A more frequency cyling could be achieved

with a paid Tradingview subscription and a charting time frame of 2 or 4 hours.

For the trading idea, when the hull moving average is upgoing and the price is above it, the TLT

can be bought while when the moving average of the ratio is decreasing and price is under it,

the TBT can be bought. At a high pivot point, all TLT is liquidated and a TBT trade is taken .

For a low pivot point, TBT positions are closed and TLT long trades are taken. The best trades

are at the pivot points and when a doulble top or bottom are put onto the chart.

22 mai 2023

Transaction en cours

TLT is approaching support and TBT is approaching resistance; Accordingly, it is time
to sell TBT and buy TLT with the proceeds taking out the profits