[MiguelD]

Hello,

I have been following the BRS strategy for some time and as some of its ETFs have a bearish outlook, I produced an excel spreadsheet including TBF (inverse ETF to TLT) in the rotation. Although my spreadsheet does not replicate the balancing algorithm and just allocates 50/50 to the two best performing ETFs with a lookback period of 90 days, it gives a very good yield curve. Of course this is a simplified model, but bringing TBF into the equation brings a very significant difference.
Is there any particular reason not to use TBF as one of the rotating ETFs?

Thanks,

Miguel

[Author]

Posts