End-of-Month Treasury Returns (TLT)
This strategy holds a long-term US Treasury bond fund (TLT) for the last few trading days of each month and sits in cash the rest of the time. It buys at the close five trading days before the last trading day of the month, then sells at the close of that last trading day. Backtested on NASDAQ:TLT, daily bars, August 2002 to September 2026. Status: research, not a trading candidate. It clears the
Member rating—no ratings yet
Used by0members
Best forward test—none running yet
Shared settings0by members, by market
How to use it
From DaviddTech classroom · Opensource. Past results don't predict future ones. Not financial advice.
Try End-of-Month Treasury Returns (TLT)
Open in the terminalGet accessAdd it to your chart, back-test it on any pair, compare it with other strategies, forward-test it on paper, or run it as a bot.
Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.