ETF rotation strategy

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ETF rotation strategy

Postby Apprentice » Tue Mar 26, 2024 6:40 am

EURUSD m1 (03-26-2024 1240).png

TEST.png

Based on the post.
https://twitter.com/QuantifiedStrat/sta ... 5040901451

* It’s based on monthly quotes in the ETFs SPY and TLT.
* Every month rank them based on last month’s performance and go long the best performing ETF.
* Hold for one month and repeat (or continue being long the same instrument).
ETF rotation strategy.lua
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Apprentice
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