U.S. Treasury
A weekly model on long-term U.S. Treasuries that holds a position only when conditions are favorable — and sits in cash the rest of the time. Built for capital preservation above all.
A maximum drawdown under 3% across nearly four decades — including the 2022 bond-market collapse that drove long Treasuries down more than 35%. Invested less than 40% of the time, in cash the rest.
Holding long bonds outright meant a drawdown beyond 35% in the 2022 sell-off. By staying in cash unless conditions favored being invested, the model held its worst case to −2.94%.
The defensive anchor — preservation above all.
This is the most conservative strategy in the collection. Each week it evaluates long-term U.S. Treasuries and takes a position only when conditions favor it — otherwise it holds cash.
It is invested less than 40% of the time, which keeps it out of harm's way during the deep, prolonged sell-offs that periodically hit the bond market. The aim is not to maximize return; it is to compound steadily while keeping drawdowns minimal. It suits investors who prioritize capital preservation and stability, and it can serve as the defensive anchor alongside more growth-oriented models.
Everything an auditor would ask for.
All performance shown is hypothetical and back-tested — it does not reflect actual trading with client assets and has inherent limitations (designed with the benefit of hindsight; may not reflect the impact of real market conditions). Past performance is not indicative of future results.
Results are gross of fees; transaction / custodial fees and taxes are not reflected and would reduce results. This is not an offer to sell or a solicitation to buy any investment. Charts use representative illustrative data; final disclaimer wording to be confirmed with counsel / compliance.
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