We have just lived through the most spectacular global bull market run for the fixed income markets. This bull market rallied the bond market to the lowest yields ever! Over a third of all global fixed income was trading with a negative yield. The most accommodative central bank policies made heroes out of bond fund managers. Bond investors that stayed fully invested with fingers crossed, hoping for the greater fool theory to eventually take them out of their overvalued position were rewarded handsomely. These bond managers are now managing hundreds of billions in assets, have attained rock star status in the investment community and are living the life of Riley. After such a spectacular run that has spanned a decade, most fixed income participants have never witnessed losses in their bond portfolios, never mind a bear market that lasts some time and delivers a good amount of pain.
This recent back-up in yields has left many bond investors confused, nervous and unsure what to expect. Well, rest assured, I’m here to assist. After 25 years managing bond portfolios and trading trillions of dollars in the bond market, I believe I have perfected my timing model that identifies when a bond market selloff has run its course.
This proprietary model stands out for being unique, intuitive and void of the quantitative modeling mistakes and biases. The model is quite qualitative, psychologically driven and keys off the 7 stages of a bear market for bonds:






