I’d like to test an ETF portfolio that does the following:
- Invest in SPY if, during the prior month, (SPY + VTI)/2 > (IEF + TLT)/2 and if (SPY + VTI)/2 > 0
- Invest in TLT if, during the prior month, (SPY + VTI)/2 < (IEF + TLT)/2 and if (SPY + VTI)/2 > 0
- Otherwise, go to cash
Need help with writing the rules for this model.
Thanks in advance,
Ed