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Global Market Rotation Strategy - Easy to implement for high returns

Source: http://seekingalpha.com/article/1622832-a-global-market-rotation-strategy-with-an-annual-performance-of-41_4-percent-since-

Still a work in progress.

For now,

Runs monthly
Lookup in a pool of 5 global markets ETFs and a US treasuries ETF for :
the one with the best cumulative returns for the past 3 months.
Fully invest in it.

1 response

Just looking at the graph, it Under performs SPY from 2010 onwards