Seasonal Trading Strategy: TLT Month-End Edge Backtested

Most traders spend their time chasing patterns in price action, indicators, or news.

But what if the real edge isn’t in what the market does — but when it does it?

In this video, we explore a surprisingly simple yet powerful concept:

Seasonality in treasury bonds (TLT)

A study reveals something counterintuitive:

• The first half of the month often delivers flat or negative performance
• The second half (from the 15th onward) shows a statistically stronger upward bias

This raises an important question:

Are markets driven more by timing than by signals?

We take this idea and turn it into a fully testable strategy in StrategyQuant:

• Entry based purely on day-of-month logic
• Exit on the first trading day of the next month
• No indicators, no overfitting — just raw market behavior

The result?

A surprisingly clean equity curve, controlled drawdown, and a strategy that behaves very differently from traditional systems.

This makes it particularly valuable for portfolio diversification.

But here’s the key:

• This is not just about bonds.
• It’s about thinking differently about market edges.

Watch the full breakdown and backtest results here: