I implemented a global market rotation strategy according to this article. The author states that the annual performance could be as high as 41.4%. However, I didn't achieve  such a good result. I would still share it in case anyone is interested in it. I would appreciate it if anyone could find any mistake in my implementation. 

The strategy tracks 7 etfs, which represent the global market. Each month it selects the one with highest return and lowest rolling standard deviation in the past three month to long.