mortdiggiddy

30Y Bonds to repeat 10YR seasonality move? $TLT $DXY

Long
mortdiggiddy Updated   
CBOT:ZB1!   T-Bond Futures
On average for the last 10 years, on July 24 30Y bonds and 10Y bonds have a massive move to the upside. The best play would be to buy ZN or ZB futures contracts, or September call options on TLT.
Comment:
10Y Bonds seasonality shows a major move that takes place on average very near the July FOMC statement, which occurs next week on July 29.

Comment:
Cleaner picture for 2020 (fitted performance)

Comment:
The current top today is Month Camarilla R3. I suspect an equal move to June 8-15 to finish it toward late August with a bang.
Comment:
Many times the yen tracks 30Y bonds (sometimes as a risk off trade) and shows a big increase against the dollar during this time of year.

DXY is forecasted to drop the remainder of the year as the Euro increases.

Comment:
Nice recovery this week, started buying heavy on Monday

Comment:
Added to long on this key monday backtest.

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