I was looking over this paper https://faculty.mccombs.utexas.edu/keit ... n-9.14.pdf which is discussing stock-bond correlations, specifically focusing on the 10-years (I know, it's a bit older, but it was the best match I could readily find). Specifically Graph 2 on page 69 (p 3 of the pdf) caught my eye, explaining that during periods of high inflation, the stock/bond correlation actually becomes quite negative. Considering the fed has given the green light to inflation at this point, which

*should*eventually coincide with a concomitant IR increase (maybe not a crazy one, but certainly an increase from where we are now), does this then make sense to at least consider an allocation of TYD?

Again, I'd love to start backtesting, but I don't have data like UPROSIM and TMFSIM to actually start running this, and I have no idea how to actually find/put that data together. If anyone has any ideas for how to do this, and of course if anyone has any thoughts about the idea in general (I'm sure it's been discussed before), let me know.