ETF rotation strategy

Strategies are published here.

Moderator: admin

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
(29.39 KiB) Downloaded 96 times
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 37677
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Return to Custom Strategies

Who is online

Users browsing this forum: No registered users and 4 guests