This model attempts to dampen the volatility of our Interest Rate model by moving to money market during excessive interest rate swings. It is designed to work with the 30-year Government Bond. However, it is generic enough to be applied to any US government interest rate sensitive trading vehicle.
Date started tracking: 12/3/2012
Vehicles used: Rydex Govt. Long Bond 1.2x & Inverse Govt. Long Bond Strategies
Type: Long / Short