Many posts have been devoted to emphasizing the preference for a mean reversion strategy when analyzing TLT and these performance matrices reinforce that argument across the entire bond sector.
Actionable Risk Opportunities, Tactical Musings and Timing Indicators for Investors
Thursday, October 20, 2016
A Clear Bonds Paradigm...10.20.16
We mentioned frustration in attempting to identify the current dominant paradigm in both our market model and the Schwab no fee portfolio. That's not a problem with bonds, as reflected in the M6 study of our defaut bond ETF portfolio comparing momentum and mean reversion modes. Where mean reversion is really revealed as the long term best paradigm is in the 2 year equity curve chart which has a linearity far superior to that of the momentum mode (almost 20%) .
Many posts have been devoted to emphasizing the preference for a mean reversion strategy when analyzing TLT and these performance matrices reinforce that argument across the entire bond sector.
Many posts have been devoted to emphasizing the preference for a mean reversion strategy when analyzing TLT and these performance matrices reinforce that argument across the entire bond sector.
