Arquivo Histórico — Este fórum está em modo de leitura. Contém discussões de 1997 a 2006 sobre mercados financeiros, análise técnica e investimentos.
1. Clube de Investidores
Autor: pataniscas de frango
Data: 01-03-2004 15:05
System Description: Buy S&P when the ratio of 30-Year Treasury Bonds Yields to 3-Month Treasury Bills is > 1.15. Exit when the ratio is <= 1.15.
Significance: When the yield curve steepens, stocks move up rapidly.
Data Used: 30-Year Treasure Bonds, monthly 3-Month Treasure Bills, and monthly close of the S&P 500.
From: 1/29/1943 To: 12/31/1997
Days in Trade: 9,042
Percent of Days invested: 63%
Annual Rate of Return: 19.1%
pdf
http://mariner.no.sapo.pt/pataniscas.htm
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