Startegy 1:
100% Index Indicator:When the Total Return Index closes above its 200-day simple moving average (SMA) for five consecutive days, the exposure of the index will be 100%
50/50 Indicator : When the Total Return Index closes below its 200-day SMA for five consecutive days, be 50% Index and 50% 3-month U.S. Treasury bills.
100% T-Bill Indicator: when the 200 day SMA of the total return index closes lower than its value from five business days earlier, the exposure of the Index will be 100% to three-month US Treasury bills.
Startegy 2:
From a basket of ETFS
-Monthly, calculate the average of the 1, 3, 6, 12m return for each etf. Invest in the top 3 if the average of returns is above that of a risk free asset (SHY). This is a faber strategy.
-Alternate, same as above, except invest in top 6
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