The Duration Rotation Model is currently open to a limited number of additional subscribers.
Our research has found that US Treasury ETFs provide substantial negative correlation to stock market returns during negative market environments. This is something that foreign, corporate, and other bond ETFs fail to achieve. By allocating a portion of your portfolio to US Treasury ETFs, you may be able to cushion your portfolio against steep drawdowns. By rotating between those ETFs, you may be able to achieve superior returns.
The Duration Rotation Model trades exclusively in US Treasury Bond ETFs. The ETFs used are TLT (20+ year), IEF (7-10 year), and SHV (1-3 month). By rotating among them it aims to accomplish the following:
- Benefit from long-term treasury returns with reduced volatility.
- Provide uncorrelated returns to stock indices, with negative correlation during times of stress.
Multiple long and short-term measures of price action are utilized to find reasonable entry points in highest ranked ETF among the group. Signals are determined each night for the next day’s trading.
Subscribers have access to all signals taken and tracked by the model, and historical signals are archived.
Hypothetical Backtest Report (updated periodically) May Be Viewed Here:
https://quantifiableedges.com/duration-rotation-backtest-report/
Cancel before the 21-day trial expires and pay nothing. After that, you may cancel at anytime, however we do not issue refunds for partial periods. Once you submit your cancellation, billing will cease immediately, but you will continue to have access until the end of your subscription period. Potential subscribers should note Quantifiable Edges
Terms and Conditions, as well as our
Privacy Policy, and the disclaimer, which can be found below.
Annual subscriptions may also be paid via check, wire transfer, or major credit card over the phone.
You may call us at (781)956-6952 with questions or to place your order. For check or wire simply notify support@quantifiableedges.com and we
will provide you the necessary address/banking information.
You may also contact us if you have any questions or difficulties signing up.
It should not be assumed that the methods, techniques, or indicators presented here will be profitable or that they will not result in losses. Past results are not necessarily indicative of future results. There is a high degree of risk in trading.
Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
