Question about described Futures “strategy”

I was reading this: http://ift.tt/2t8kRnp

And this part doesn't make sense to me: **How would such a trade work? Think of a day trader monitoring interest rates on U.S. government securities. He notices that two-year treasury notes are trading at a lower yield than expected — especially relative to five-year treasury notes.

He sells futures on the two-year treasury notes and then buys futures on the five-year treasury notes. When the difference between the two rates falls back where it should be, the futures trade will turn a profit.**

In this scenario wouldn't the 2-year treasury notes go up and the 5-year go down and thus the trade would be a loss? Am I missing something?

Submitted July 10, 2017 at 11:03PM by MyOwnInception
via http://ift.tt/2uLj1uB

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