Not exact matches
As of this writing, the SPDR S&P 500 ETF Trust (SPY) and the iShares Core U.S. Aggregate Bond ETF (
AGG) were last
trading close to unchanged on the session.
By contrast, the iShares Core US Aggregate Bond (
trades under the ticker
AGG) has a Sharpe Ratio of 2.76.
For the backtests, iShares Barclays Aggregate Bond (
AGG) was used in lieu of BND and iShares MSCI EAFE (EFA) was used in lieu of VEU because they have longer
trading histories:
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Trade Triangles in Action Currently, the bond ETFs TIP, BND, and
AGG are above their 10 month moving average.