The Home Bias

About this strategy

Rotates between a US large-cap ETF and a developed-markets ETF on trailing six-month relative strength, holding 50/50 when the two are within 2%.

1. Agent triggers

   Starts weekly on Monday at 10:55 AM. The schedule follows New York time.

2. Computes its signals

   It reads the last six months of returns for a US large-cap ETF and a developed-markets ETF, deciding based on their relative strength: if one is up by more than 2%, it fully commits to that side.

3. Sets the target portfolio

   The agent forms a target portfolio that holds either a full allocation to one fund or splits it evenly between the two funds, depending on their recent performance.

4. Executes orders

   Your account trades toward this target, selling before buying, operating within your set risk rails: stop-loss and daily loss limits you control.

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