Bond market bull/bear indicator description
This model is for determining when we are in a bond bull or bear market. We use the ETF TLT as our investment proxy for bonds (US Treasury).
This model has generated an average return of 5.38% since Jan 2005 with a maximum loss of -11.81%. Buy and hold of TLT would have return 3.58% on average with a maximum loss of -11.03%. For these returns we DID NOT go short. You can go short during bear periods using TBT to increase your returns. These returns do not take into account interest.