Nice work, musselmant. Since BCC is no longer zero (NH-NL is now bullish), people following this rotation strategy would now buy SPY and QQQ in equal amounts.
You can see this if you click Run Screener at the gtr1 link given by musselmant:
What are people’s thoughts? Are you following this rotation strategy and going long these now?
Musselmant Newish Rotation Strategy
2004-07-01 through 2023-01-12
| CAGR | 16.0 |
|---|---|
| GSD | 16.0 |
| Max Drawdown | -25.4 |
| Sharpe | 0.98 |