Thursday, June 12, 2008

Monday's 2 Year Treasury Yield Spike

Bespoke Investment Group has a post about Monday's huge jump in 2 year Treasury yields. Using this as an indicator for a trade is a non-starter, at least against the overall market. The returns over the time periods researched are too small to justify the risk. It would be interesting to see the returns for various industry sectors. Also, it would be cool to see how long it takes each sector AND the index to breakdown after the jump.


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