I replicated another tactical ETF strategy in QuantConnect that I think is somewhat interesting. The guys over at AllocateSmartly do a lot of replication on these types of strategies (and do a great job). Rather than rephrase everything in my own words, you are probably better served reading the write up they did on the strategy here. Results are pretty good for what it is. Feedback and thoughts are welcome. Enjoy.

Thanks,

Aaron

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