An exploration of how the stock–bond correlation shifts across market regimes, and what that means for diversification and hedging.

Month-end isn’t just a date on the calendar—it’s a repeatable trading edge. Structural flows in Treasurys push yields lower about five days before month-end, creating an overlooked rhythm that savvy investors can systematically exploit.

The once-reliable 60/40 portfolio is dead—stocks and bonds now fall together as decades of unchecked deficits collide with inflation and rising rates. Investors face a new era of volatility where market discipline, not easy diversification, sets the rules.