New free download: 10-Year Treasury Futures trading bot source code, with important caveats

We’ve added a free Python strategy source-code product for readers who want to study how a 10-Year Treasury Note futures (ZN) trading system is structured. The 10-Year Treasury Curve Steepener Bot (ZNU6) listing describes long and short signals, momentum and range indicators, volatility-aware position sizing, staged exits, and risk controls. It is an educational starting point, not a ready-to-trade edge.

What the strategy is trying to do

The supplied listing presents a broker-agnostic Python framework for studying entries, exits, and trade management in Treasury futures. That architecture can be useful to developers who want to inspect and test the assumptions behind an algorithm rather than rely on a black box. But the label “curve steepener” needs care: the detailed independent code breakdown at The Order Book Edge says the reviewed file uses a single ZN futures instrument. It does not visibly calculate a two-year/ten-year yield spread or trade two legs.

Read the performance figures as estimates, not results for this bot

The listing quotes figures including an estimated 1.71% annualized return, 1.329 Sharpe ratio, 2.45 profit factor, and 0.76% maximum drawdown. These are medians from 12 other backtested ZN strategies, not a dedicated backtest of this configuration. They should not be described as returns this particular bot achieved. A brief paper-trade summary of one trade also cannot establish an edge.

Important software and testing caveats

The Order Book Edge’s review is a static analysis of the supplied Python file, not an execution or independently reproduced backtest. It reports missing base-class and infrastructure dependencies, remaining Redis and credential references, and a third-party dotenv import despite the listing’s portability claims. The review also identifies a scale-out allocation loop that can hang for one- or two-contract positions, a circuit breaker without a visible reset path, and simulated fills based on a closed bar’s high/low midpoint rather than necessarily on the observation that triggered an exit. These are findings to address and test, not evidence of live trading performance.

Other details matter too: the ZNU6 symbol is hard-coded without a visible contract-roll policy, and the review notes that partial exits can be counted as separate trades in internal statistics. A credible evaluation would require a runnable, versioned implementation, deterministic market-data replay, clearly specified fills and costs, tests for small positions and risk controls, and a dedicated backtest of the exact repaired version.

Explore, then verify

If you build or research systematic strategies, view the free product and read the full code breakdown before relying on the listing’s claims. Treat the material as a learning resource, verify what is actually delivered, and test any changes in a controlled environment before considering real-money use.

Risk notice: For educational and research purposes only. This is not investment advice. Futures trading carries substantial risk of loss. Estimated or backtested figures do not guarantee future results.