Flight to quality: long-duration bonds when recession signals fire
Treasury Safe Haven
| Symbol | Action | Vol | Stop Loss | Take Profit | Size | Links |
|---|---|---|---|---|---|---|
| TLT | BUY | 13% | 7.9% below entry | 3.0% above entry | 17.4% | TVYH |
| IEF | BUY | 6% | 7.5% below entry | 3.0% above entry | 18.3% | TVYH |
| GLD | BUY | 23% | 14.4% below entry | 4.8% above entry | 9.5% | TVYH |
| TIP | BUY | 4% | 7.5% below entry | 3.0% above entry | 18.3% | TVYH |
| SHY | BUY | 2% | 7.5% below entry | 3.0% above entry | 18.3% | TVYH |
This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -23% drawdown to return 17% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.