Subject: Is this a good strategy
Once per month (e.g., end of month):
Step 1 Compute 12-month returns:
SPY 12-month return
QQQ 12-month return
T-bills (or SHV) 12-month return
Step 2 Choose the strongest
If QQQ has the highest 12-mo return → own QQQ
If SPY has the highest → own SPY
If cash (SHV/BIL) is strongest → own cash
Step 3 Apply a trend filter (optional but improves Sharpe)
Only invest in SPY/QQQ if it's above its 10-month (200-day) moving average.
If its below → move to cash/bills.