[Gold] gets dug out of the ground in Africa, or someplace.
Shocking how simple strategies like this one work so well...ever tried to go long bonds at the end of the month and short at the beginning?
Hi Marco, thanks for reading!
I've indeed got a system doing that right now if bond ETFs count. It's the TMF/TMV trade.
up-to-date version here->
https://layquant.substack.com/p/a-july-update-and-another-strategy
a midweek TMF/TMV trader that trades based on VIX1D moves here -> https://layquant.substack.com/p/december-2025-update-and-a-bond-etf?r=47axs2
Shocking how simple strategies like this one work so well...ever tried to go long bonds at the end of the month and short at the beginning?
Hi Marco, thanks for reading!
I've indeed got a system doing that right now if bond ETFs count. It's the TMF/TMV trade.
up-to-date version here->
https://layquant.substack.com/p/a-july-update-and-another-strategy
a midweek TMF/TMV trader that trades based on VIX1D moves here -> https://layquant.substack.com/p/december-2025-update-and-a-bond-etf?r=47axs2