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Simple Stocks, Bond, Gold reblance strategy with low drawdown

Weekly re-balance (60% - 40%) of Stocks - Bonds or Gold - Bonds based on the 200 day SMA for SPY. Posting the code to see if the algorithm can be improved in anyway to increase returns and/or reduce drawdown.
Also are there any other ETF pairs that can be traded using a similar re-balance strategy.

1 response

I updated the depreciated code. I also changed the moving average to 100 days and changed the gold/bond allocation to 50/50%.

I like this strategy and am wondering how it would perform with more diversification. What other ETFs have low correlation with SPY that can make this algorithm more robust?