I was pointed to this paper of 152 Strategies with the relevant formulas.
Most will not be of interest, however there are sections on Stocks and EFT’s that may spike some ideas.

I am going to try and code Strategy 17.2 on page 144 into RT tonight. 
I always knew this was a strategy but never seen it published as such before.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=3247865

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3247865