A rotation-based momentum strategy that shifts monthly between stocks (SPY), gold (GLD), and bonds (TLT) – designed for broad asset class exposure, though rotation strategies can be fragile over time.
✔️ 476 trades ✔️ 0.8% average gain per trade ✔️ 56% win rate ✔️ Profit factor: 1.4 ✔️ 8.6% annual return (CAGR) ✔️ 90% market exposure ✔️ Risk-adjusted return: 9.5% ✔️ Max drawdown: -19%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
