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LOSING
Bond Duration Trade
Yield curve regime: long duration in flattening, short duration in steepening
Risk Parameters
Max Allocation0.0%
Stop Loss10.0%
Take Profit5.0%
Max DD Tolerance10.0%
Rebalancemonthly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
| Symbol | Action | Vol |
Stop Loss | Take Profit | Size | Links |
| IEF |
BUY |
6% |
5.0% below entry |
3.0% above entry |
0.0% |
TVYH |
| TIP |
BUY |
4% |
5.0% below entry |
3.0% above entry |
0.0% |
TVYH |
| SHY |
BUY |
2% |
5.0% below entry |
3.0% above entry |
0.0% |
TVYH |
| BIL |
BUY |
1% |
5.0% below entry |
3.0% above entry |
0.0% |
TVYH |