No. of Recommendations: 9
From what I have seen, strategies like this work better if the traded assets are less highly correlated than SPY and QQQ; e.g. small or mid-caps paired with a large-cap; also if the relevant look-back is not quite so long (somewhere between 4 and 10 months always seems to work better than twelve).
Here, for example, is a trade that swaps the Mid-Cap 400 and the Nasdaq. It uses DBE (BCC > 3) as insurance against serious bears, and judges momentum using a combination of short (4m) and intermediate (9m) momentum. For this purpose I prefer RRS to TRP, primarily because it reduces trading.
This screen will keep you in the market about 80% of the time.
https://tinyurl.com/52sy5c9zBaltassar
