Code 2 ETF Strategies In Python On Quantopian

Startegy 1: 100% Index Indicator:When the Total Return Index closes above its 200-day simple moving average (SMA) for five consecutive days, the exposure of the index will be 100% 50/50 Indicator : When the Total Return Index closes below its 200-day SMA for five consecutive days, be 50% Index and 50% 3-month U.S. Treasury bills. 100% T-Bill Indicator: when the 200 day SMA of the total return index closes lower than its value from five business days earlier, the exposure of the Index will be 100% to three-month US Treasury bills. Startegy 2: From a basket of ETFS -Monthly, calculate the average of the 1, 3, 6, 12m return for each etf. Invest in the top 3 if the average of returns is above that of a risk free asset (SHY). This is a faber strategy. -Alternate, same as above, except invest in top 6