Just a sample strategy, inspired and created in collaboration with Strongs 

Wanted to start a collaboration thread and to spark your creativity on adding whatever ideas you're fancy to add on top of this framework.
As tips/ideas we were thinking to add:

  • Add a momentum-based ETF selection for the bull days (to select best mom etf from QQQ, FDN, etc.)
  • Add a momentum-based ETF selection for the bear days (to select best mom etf from TLT, TLH, etc.)
  • Try adding IN&OUT switch (with wait days)
  • Replace bull days with a Stock selection strategy



Below few info about the KEI indicator
Key Short—Term Economic Indicators. The Key Economic Indicators (KEI) database contains monthly and quarterly statistics (and associated statistical methodological information) for the 33 OECD member and for a selection of non—member countries on a wide variety of economic indicators, namely: quarterly national accounts, industrial production, composite leading indicators, business tendency and consumer opinion surveys, retail trade, consumer and producer prices, hourly earnings, employment/unemployment, interest rates, monetary aggregates, exchange rates, international trade and balance of payments. Indicators have been prepared by national statistical agencies primarily to meet the requirements of users within their own country. In most instances, the indicators are compiled in accordance with international statistical guidelines and recommendations. However, national practices may depart from these guidelines, and these departures may impact on comparability between countries. There is an on—going process of review and revision of the contents of the database in order to maximise the relevance of the database for short—term economic analysis.
For more information see: http://stats.oecd.org/OECDStat_Metadata/ShowMetadata.ashx?Dataset=KEI&Lang=en

Reference Data Set: 

Author

Simone Pantaleoni

June 2021