The Curve

Published Jul 21, 2026Live

Performance since launch

Total return
Max drawdown
Frequency
Risk level
Low

Backtest volatility

About this strategy

Trades the classic yield-curve recession signal weekly, holding full SPY when the curve is normal and half cash when it inverts.

How it works

  1. Agent triggers

    Runs weekly at 14:15 on Mondays, based on macroeconomic data from FRED. It monitors the 10-year Treasury yield and the Fed Funds rate.

  2. Computes its signals

    It evaluates the relationship between the Treasury yield and the Fed Funds rate. When the 10-year yield is above the Fed Funds rate, it holds SPY; when inverted, it switches to 50% SPY and 50% cash.

  3. Sets the target portfolio

    The target portfolio consists of either 100% SPY or a mix of 50% SPY and 50% cash. The portfolio adjusts based on the yield curve's shape, rolling off older signals.

  4. Executes orders

    Your account trades toward the target, selling before buying, while adhering to the platform's risk controls: stop-loss and daily loss limits that you set.

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Backtests

* Backtest figures are simulated based on historical market data. Past performance is not indicative of future results.