I have used a few ideas Scott
On a diverse portfolio of ETFs I have used:
One IBS strategy
One RSI strategy
One Moving Average IBS strategy
One Stochastic strategy that I purloined from Ali Casey (StatOasis on youTube)…he does a lot of data mining, but his basic principles of back testing are very aligned with ours and he has some good ideas that are worth testing.
On Indexes only I use an RSI strategy
I also amalgamated in the Double 7s strategy and the VXX trend following strategy.
Some ideas, like the TPS idea I found broke down in out of sample. But I figured that even if a squllion people are using RSI, he wrote these strategies in 2008 or earlier so there is a ton of time out of sample that they have continued to work. Plus being able to combine them in one portfolio in RT whilst controlling duplicate holdings and allocations gives me a greater deal of confidence that this is a robust strategy.
I have also leaned towards ETFs that have a tendency to trend, so multiple indexes in various countries, commodities, that sort of thing.
