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How about a “Go With The Flow” Strategy?
Looking at the ETF Fund Flows reports at http://www.etf.com/etfanalytics/etf-fund-flows-tool I saw that their ETF Fund Flows data is available (see http://www.etf.com/etfanalytics/etfcom-data-products ). I wondered if the analysis of the flow of investors money into and out of different ETF classes might be an interesting ‘external’ source of information to build a strategy from. By external I mean not based on the actual price/performance, which all of your existing strategies are if I am correct.
A quick search on Google showed that Deutsche Bank has published some promising research last year (14 May 2014): https://etf.deutscheawm.com/ESP/SPA/Download/Research-Global/16bfe77d-5e4c-48ab-adf6-0b0c50a8b6d0/Special-ETF-Research.pdf
In fact it appears that since then they have published monthly updates to their TAARSS rotational strategy, here is the latest (5 October 2015) update, which also contains additional details of their methodology:
http://pull.db-gmresearch.com/cgi-bin/pull/DocPull/1537-486C/91714753/0900b8c08a3de0f1.pdfI would be very interested if you would add such a strategy.
