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The Macro Brief
The Macro Brief
Recession-Proof Your Investments: Leveraging TLT Options for a 17-to-1 Payoff

Recession-Proof Your Investments: Leveraging TLT Options for a 17-to-1 Payoff

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Nik Joosery
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Macro Strat Chris
May 22, 2024
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The Macro Brief
The Macro Brief
Recession-Proof Your Investments: Leveraging TLT Options for a 17-to-1 Payoff
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IThe financial landscape is rife with indicators, but few are as historically reliable as the inverted yield curve when it comes to predicting recessions.

The yield curve's inversion—where short-term interest rates exceed long-term rates—has preceded nearly every U.S. recession for the past 50 years. However, what often gets overlooked is the yield curve's subsequent un-inversion, a powerful signal that not only suggests an impending recession but also sets the stage for sharp rises in long-duration Treasury securities, particularly the iShares 20+ Year Treasury Bond ETF (TLT).

This article explores how to leverage a 17-to-1 risk reward trade on out-of-the-money TLT options as a strategic hedge against potential equity market downturns. The best part? It gives us insurance for 600+ days.

Get 50% off for 1 year

10 year yield minus 2 year yield vs SPY

Understanding the Yield Curve and Its Predictive Power:

The yield curve, a graphical representation of interest rates across different maturities, typically slopes upward, reflecting higher yields for longer-term investments. An inverted yield curve, where this slope is downward, signals that investors expect slower economic growth or a recession. Historical data shows that once the yield curve un-inverts, signalling the onset of recessionary conditions, TLT often experiences significant upward price movements.

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Below is a chart illustrating past instances where the yield curve un-inverted and the subsequent performance of TLT:

The Economic Dynamics of Yield Curve Un-inversion:

When the yield curve un-inverts, it usually heralds an economic downturn, as risk assets like stocks and cryptocurrencies suffer substantial drawdowns. To counteract the economic slowdown, the Federal Reserve typically cuts interest rates, accelerating the un-inversion process. As interest rates across the yield curve decline, TLT, which tracks long-term U.S. Treasury bonds, tends to increase in value. This surge is also driven by a flight to safety, as investors flock to the relative security of U.S. Treasuries.

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