TLT trading strategies, backtested
iShares 20+ Year Treasury Bond ETF — long-duration Treasuries — the most rate-sensitive mainstream bond ETF. Every DeployQuant template run on TLT over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| RSI(2) Dip Snapback | 1.2% | −22.9% | 0.17 | 166 | 59% | $10,703 |
| EMA 12/26 Trend | −0.7% | −15.8% | -0.03 | 21 | 29% | $9,623 |
| SMA 10/50 Trend | −1.1% | −14.3% | -0.07 | 17 | 29% | $9,406 |
| 20-Day Momentum + Trailing Stop | −1.3% | −10.3% | -0.14 | 2 | 0% | $9,327 |
| 3-Month Momentum Switch | −2.4% | −18.6% | -0.34 | 7 | 29% | $8,755 |
| Golden Cross (SMA 50/200) | −2.4% | −20.0% | -0.29 | 5 | 0% | $8,735 |
| Drawdown Dip Buyer + 8% Target | −3.2% | −27.9% | -0.18 | 0 | — | $8,346 |
| Weekly Entry + 7% Target | −3.2% | −31.1% | -0.18 | 101 | 13% | $8,333 |
| RSI(14) Mean Reversion | −4.3% | −35.9% | -0.32 | 13 | 54% | $7,822 |
| SMA-200 Trend + 15% Trailing Stop | −6.2% | −37.8% | -0.54 | 3 | 0% | $7,041 |
| First-to-Last Day of Month | −7.4% | −46.2% | -0.47 | 67 | 43% | $6,520 |
| 200-Day SMA Regime Filter | −7.9% | −40.4% | -1.06 | 48 | 15% | $6,342 |
| Buy & hold TLT | −7.3% | −42.7% | -0.45 | — | — | $6,565 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for TLT?
Of the 12 templates tested on TLT over 2021-01-04–2026-07-17, the strongest by CAGR was RSI(2) snapback at 1.2% (max drawdown 22.9%), versus −7.3% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding TLT?
10 of 12 templates beat TLT buy-and-hold (−7.3% CAGR) on this window; 11 of 12 had a shallower maximum drawdown than holding (42.7%).
Other bond etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.