Subject: Did you read this past Alvarez Quant Trading blog post?

Revisiting old research can spark new research or trading ideas. Read this old post, Sector trading using the 200-day moving average.

If the Select Sector SPDR ETF (XLY, XLP, XLF, XLE, XLV, XLI, XLB, XLK, XLU) is above its 200-day moving average for the last 5 days, then buy 10% of that ETF. If it is below the 200-day moving average for the last 5 days, then sell it and allocate to IEF, iShares 7-10 Year Treasury Bond. Simple, I like it!

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Good Quant Trading,
Cesar


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