Monthly Momentum Strategy – SPY, GLD, TLT (#64)

Description

A rotation-based momentum strategy that shifts monthly between stocks (SPY), gold (GLD), and bonds (TLT) – designed for broad asset class exposure, though rotation strategies can be fragile over time.

✔️ 476 trades
✔️ 0.8% average gain per trade
✔️ 56% win rate
✔️ Profit factor: 1.4
✔️ 8.6% annual return (CAGR)
✔️ 90% market exposure
✔️ Risk-adjusted return: 9.5%
✔️ Max drawdown: -19%

You’ll get the full trading rules – ready to test and validate.
We offer full trading code in TradingView/Python, Amibroker, Tradestation, and NinjaTrader. If your code platform is not here, message us, and we will fix it