A fast, high-risk strategy that mostly flips between leveraged bets for or against long-term U.S. Treasury bonds using signals from oil, commodities, real estate, and other markets.

This strategy makes aggressive daily bets on long-term U.S. government bonds. Most of the time, it switches between TMF (a fund that jumps when long-term Treasury bonds rise) and TMV (a fund that jumps when they fall). It uses many short-term clues from other markets—like oil, commodities, real estate, mortgage bonds, and international stocks—to guess whether bond prices are more likely to go up or down next. If enough signals point to rising inflation or rates, it leans to TMV. If signals look calmer, it leans to TMF. There are also “panic/extreme” rules: if Treasury bonds have moved too far too fast, it may briefly buy the dip in bonds or step away into a small stock mix. The goal is to combine many noisy signals into one smoother—but still very volatile—bond trading system.

Out-of-sample edge: ~22.7% annualized return vs ~15.5% for the S&P 500; Sharpe ~1.46 vs ~1.18; max drawdown ~4% vs ~9%; Calmar ~5.7. A diversified, signal-driven macro-bond strategy with strong upside and downside control.