ETF Prophet

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This mechanical ETF rotation system assumes equity is reinvested once a week (Friday afternoons — though given the length of holds, I imagine the following Monday should be just fine) in the highest ranked security according to a simple relative strength formula (see orange colored cell). I was somewhat limited by how far I could go with this in Google Docs, so I settled on a simple stop-less model evaluating six select ETFs representing major asset classes featuring varying degrees of inherent risk, as follows:

  • SPY - Large Capitalization U.S. Equities
  • IWM - Broad Capitalization U.S. Equities
  • EEM - Emerging Market Equities
  • AGG - Aggregate Bond Index
  • DBC - Commodity Basket Index
  • UUP - US Dollar Index

    [Automatically Updates Each Weekend]

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