Minimal Effort Returns - Algo Based

short end of the yield curve broke out, secondary to expected FOMC hike.

 

futures roll.. keeping track of signal line.

 

View attachment 171366

yellow line is the signal line, I track exponential moving averages. Lots of stops at both sides of consolidation zones..

 

/zb

 

gc

 

/6j

 

/hg

 

/zn

 

/zt

 

/6b