A rotation-based strategy that shifts between U.S. stocks (SPY), international stocks (EFA), gold (GLD), and bonds (TLT) – trading either weekly (Fridays) or monthly. Backtested with plain-English rules and Amibroker code.
✔️ 179 trades ✔️ 1.2% average gain per trade ✔️ 58% win rate ✔️ Profit factor: 1.9 ✔️ 10.1% annual return (CAGR) ✔️ 100% market exposure ✔️ Risk-adjusted return: 10.1% ✔️ Max drawdown: -21%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
