Bonds & fixed income
Bonds & fixed income: Government bonds, corporate bonds, gilts. Regime, heat score, performance, opportunities, signals and strategies for this investment category, refreshed weekly.
Bonds & fixed income: Bear regime, heat score −46
Investment category #5 of 10. Average move −0.6% over 1 month and −2.0% over 3 months; 0% of its assets trade above their 200-day average. Investor interest: High; quant signal potential: Medium.
What we watch: Yields, duration, yield curve, real rates, credit spreads. Risk-off warning signs: Widening spreads, rising default risk, adverse rate changes.
| Asset | Price | 1 month | 3 months | 1 year | Regime | Opportunity score |
|---|---|---|---|---|---|---|
| US 1-3Y Treasuries (SHY) | 81.50 | +0.3% | −0.4% | −1.9% | Neutral | 46 (#46) |
| US TIPS (TIP) | 106.24 | +0.7% | −1.2% | −5.2% | Neutral | 42 (#49) |
| US 30-Year Treasury Yield (US30Y) | 5.327% | +0.8% | +3.0% | +17.5% | Bear | – |
| US 20Y+ Treasuries (TLT) | 81.34 | −0.2% | −2.4% | −11.2% | Neutral | 31 (#64) |
| German 10-Year Bund Yield (DE10Y) | 3.355% | −2.4% | +4.7% | +30.7% | Bear | – |
| UK 10-Year Gilt Yield (GB10Y) | 5.369% | +3.0% | +5.4% | +21.3% | Bear | – |
| US 10-Year Treasury Yield (US10Y) | 4.999% | +1.1% | +6.4% | +26.7% | Bear | – |
| US Investment Grade Corporates (LQD) | 103.85 | −1.0% | −2.1% | −7.7% | Bear | 25 (#74) |
| US 7-10Y Treasuries (IEF) | 91.05 | +0.1% | −2.1% | −6.6% | Bear | 28 (#70) |
| US High Yield Corporates (HYG) | 77.05 | −1.9% | −2.8% | −4.5% | Bear | 29 (#68) |
| EM USD Sovereign Bonds (EMB) | 91.65 | −2.1% | −3.2% | −4.6% | Bear | 25 (#73) |
Signals and alerts in Bonds & fixed income
- Bullish (emerging, strength 56): US TIPS (TIP) moves back above its 50-day average
- Bullish (emerging, strength 50): US 1-3Y Treasuries (SHY) moves back above its 50-day average
- Bullish (emerging, strength 50): US 20Y+ Treasuries (TLT) moves back above its 50-day average
- Bearish (watch, strength 45): US 7-10Y Treasuries (IEF): relief rally within a downtrend
- Bullish (watch, strength 45): US 1-3Y Treasuries (SHY): golden cross watch
| Strategy | Asset | Return a year | Max fall | Sharpe | Buy & hold (return / max fall) | Current signal |
|---|---|---|---|---|---|---|
| 3/10-Month Moving Average Crossover | US 7-10Y Treasuries (IEF) | 0.3% | -15% | 0.09 | 0.3% / -27% | In cash |
| 3/10-Month Moving Average Crossover | US 20Y+ Treasuries (TLT) | 0.1% | -34% | 0.06 | -0.7% / -55% | In cash |
| 10-Month Trend Filter | US 7-10Y Treasuries (IEF) | 0.1% | -17% | 0.05 | 0.3% / -27% | In cash |
| 10-Month Trend Filter | US 20Y+ Treasuries (TLT) | 0.2% | -33% | 0.07 | -0.7% / -55% | In cash |
| 12-Month Absolute Momentum | US 7-10Y Treasuries (IEF) | 1.0% | -12% | 0.22 | 0.3% / -27% | In cash |
| 12-Month Absolute Momentum | US 20Y+ Treasuries (TLT) | -0.6% | -31% | -0.01 | -0.7% / -55% | In cash |
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Source: Sonsero Markets weekly snapshot 2026-10-25 (market data from TradingView). Scores and regimes are rules-based descriptions of market conditions, not investment advice. Past performance and backtests do not guarantee future results.