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 25 times
