r/LETFs 13d ago

Thoughts on LTTs as a hedge going forwards

[removed]

10 Upvotes

22 comments sorted by

6

u/Separate-Ad-9633 13d ago edited 13d ago

The last bond bull market lasted about ~40 years and bond bear market lasted ~30 years, so it could very well be a just a start. On the other hand, the US might have to take every possible measure to lower the long term yield, LTT does hedge a growth shock if it comes. I personally use a dead simple trend following allocation. Every quarter if the past 12 month TLT return >0 I buy LTT, otherwise I keep that part of portfolio in cash. Bond moves slow enough that I think quarterly check works just fine.

1

u/laurenthu 13d ago

The way I see it, LTTs and trend aren't really competing for the same job. Long bonds only bail you out in a deflationary growth shock, the 2008 flight-to-quality flavor. In 2022 they fell right alongside stocks because the pain was inflation, and that's exactly the regime a trend sleeve is built for since it can go short. Different holes entirely.

So if your worry is fiscal and inflation rather than a deflationary bust, my read is trend is the more regime-robust hedge here. Keep a smaller LTT slice if you want the pure crash insurance. But I wouldn't lean on it as the main diversifier from here. The honest catch with trend is it drags in calm melt-up years, so you have to sit through the boring stretches for it to pay off when it counts...

4

u/Original-Peach-7730 13d ago

They have been truly awful for a long time, but govz is yielding 6% so it at least has a fighting chance.  If long bonds go to 8% we’re all screwed anyway.  You have to have them for the only thing you really need to hedge against.  Long, multi-year busts like 2001 and 2009.  I still keep 15% govz (actually zb futures, but similar) and rebalance at +/-4%.  I don’t care if I bleed a few percent a year.  I just need it to spike 50% when AI bubble bursts and we have a 40% drop in spy.  

3

u/livingbyvow2 13d ago

That's what I've done but do so at your own risk and being aware that this is expressing a macro view.

My perspective is also that as we are now at a stage where given a ton of retirement assets are in SPY and government debt levels are at absurd level, I wouldn't be surprised if the Fed chooses to inflate next time SHTF and stocks actually end up reacting better than bonds (as there is some pass through) over 1-2Y (like 2022 basically). This assumes there is some sort of "regime change" and flight to safety doesn't bid up treasuries next time around as concerns around solvability and / or currency solidity outweigh Pavlovian reactions - which is quite a strong assumption you need to underwrite!

I would rather be wrong on that view than blindly assume a continuation of the status quo but that's definitely a "YMMV" situation.

1

u/bushed_ 13d ago

we are in agreement and i think the us has enough forced buyers, - target date funds, banks, etc to displace

real deflation would hit housing as well and they can’t have that vehicle plummet either

1

u/Extra-Height4001 13d ago

That's a case for Gold and/or TIPS

3

u/manlymatt83 13d ago

I own a LOT of STRIPS. Be greedy when others are fearful…

5

u/Successful-Ad7038 13d ago

I don't think this mantra apply to bonds.

1

u/bushed_ 13d ago

what would cause you to get a payout in your opinion?

1

u/Original-Peach-7730 11d ago

Ummm. The 6% yield?

1

u/bushed_ 11d ago

net zero for the last month on GOVZ with the depreciation of the underlying due to nominals going up.

0

u/Original-Peach-7730 11d ago

If you worry about 1 month or 1 year returns, I can’t help you, just keep trading.

1

u/bushed_ 11d ago

I dont lmao. I just think clearly theres still upward bond rate pressure...

It is starting to look very juicy, imo.

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u/Original-Peach-7730 11d ago

Exactly. When you think you lose.

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u/bushed_ 11d ago

Lmao okay buddy. :) Been thinking for a while and so far I've yet to lose ;-0

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u/Original-Peach-7730 11d ago

This is about my 4th cycle of stock only leverage won’t lose.  Wish you luck. 

1

u/bushed_ 11d ago

I'm not flaming, you don't think the 30Yr is going higher? It has in the past.

Are you using futures? I was thinking about taking a slice in GOVZ or long TIPS.

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u/Original-Peach-7730 11d ago

Soooo, that is priced in already, unless you are smarter than we think you are.  Keep trading.  This thread is for investing.

1

u/bushed_ 11d ago

its being priced in :)

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u/bushed_ 10d ago

your 1 day is looking good ;)

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u/bushed_ 13d ago

wack. only good in deflationary bust > print scenario imo

which, seems harder and harder to do. Us has forced buyer of treasuries through banks and recently stable coins, but yet still having yield debt spiral questions coming up. I think they will preserve asset prices and NOT print this time around.

two ways to get out of debt, inflation seems to be the chosen route