Simple strategy that buys stocks (using QLD) when the VIX RSI is high and the Index RSI is low. Switches to bonds using TLT when VIX rsi is low and Index RSI is high.
Still new to coding and I'm sure I've got some mistakes in there but I'm open to suggestions/changes to improve performance. One thing I'd like to try is to change code to buy a basket of high beta stocks instead of QLD. i suspect the high beta stocks would outperform QLD during a market move up.
MARKET TIMING
I just changed symbols, and one of the rsi values performance seems much higher, I'm fairly new to this, but I think the only issue is you are backtesting with daily, and from what I've read or seen it's not recommended as it gives weird backtest values, I think if you change it to minute back testing, the results are completely different. Someone can confirm on here.
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