This is a short follow up of yesterday’s post. A reader asked what it would look like to short the Short/Mid/Long term Bond ETFs at the end of the month.
I have made a quick model to simulate this and here are the results. Not too fancy I am afraid. Changing the exit day day did not improve results.
Oh well, on to the next analysis đŸ™‚
– QD –
Thanks for checking, anyway!