SPY/TLT Strategy

█ STRATEGY OVERVIEW
The "SPY/TLT Strategy" is a trend-following crossover strategy designed to trade the relationship between TLT and its Simple Moving Average (SMA). The default configuration uses TLT (iShares 20+ Year Treasury Bond ETF) with a 20-period SMA, entering long positions on bullish crossovers and exiting on bearish crossunders. **This strategy is NOT optimized and performs best in trending markets.**

█ KEY FEATURES

• SMA Crossover System: Uses price/SMA relationship for signal generation (Default: 20-period)
  
• Dynamic Time Window: Configurable backtesting period (Default: 2014-2099)
  
• Equity-Based Position Sizing: Default 100% equity allocation per trade
  
• Real-Time Visual Feedback: Price/SMA plot with trend-state background coloring
  
• Event-Driven Execution: Processes orders at bar close for accurate backtesting
  

█ SIGNAL GENERATION
1. LONG ENTRY CONDITION

• TLT closing price crosses ABOVE SMA
  
• Occurs within specified time window
  
• Generates market order at next bar open
  

2. EXIT CONDITION

• TLT closing price crosses BELOW SMA
  
• Closes all open positions immediately
  

█ ADDITIONAL SETTINGS

• SMA Period: Simple Moving Average length (Default: 20)
  
• Start Time and End Time: The time window for trade execution (Default: 1 Jan 2014 - 1 Jan 2099)
  
• Security Symbol: Ticker for analysis (Default: TLT)
  

█ PERFORMANCE OVERVIEW

• Ideal Market Conditions: Strong trending environments
  
• Potential Drawbacks: Whipsaws in range-bound markets
  
• Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments