Strategia S&P 500 vs US10Y Yield (od 2000) — Strategy by adamniestoj
By adamniestoj
Performance Metrics
- Author: adamniestoj
- Symbol: SP:SPX
- Timeframe: 1 day
- Net P&L: +38,305.11 USD (+383.05%)
- Win Rate: 60.4%
- Profit Factor: 3.101
- Max Drawdown: 8,253.56 USD (53.15%)
- Total Trades: 197
Description
This strategy explores the macroeconomic relationship between the equity market (S&P 500) and the debt market (10-Year Treasury Yield). Historically, rapid spikes in bond yields often exert downward pressure on equity valuations, leading to corrections or bear markets.The goal of this strategy is capital preservation. It attempts to switch to cash when yields are rising too aggressively and re-enter the stock market when the bond market stabilizes.