A rules-based bond trading strategy that uses broad market clues to decide when to bet on long-term U.S. Treasury bonds rising, falling, or when to hide in backup assets like gold or defensive holdings.

This strategy is mainly a trader of long-term U.S. government bonds. It first asks two big “macro” questions about the market’s mood, then checks many smaller clues from stocks, commodities, currencies, real estate, and credit. If those clues say bonds look likely to rebound, it buys funds that rise when long-term Treasury prices rise. If the clues suggest bond prices may fall, it buys funds that profit when Treasury prices fall. It also uses gold, tech stocks, and a few defensive assets as backups when the bond signal is less clear.

Out-of-sample edge: Sharpe ~6.6, annualized return ~89.5%, max drawdown ~0.9% vs S&P 500 negative returns and ~2.7% drawdown. A macro-driven Treasury strategy that shifts to hedges, delivering strong risk-adjusted gains with smaller downside.