Came across this backtest of this simple Gold cross-asset rotation idea today. The idea is from Quantpedia.
Put together this screen to replicate the finding. It might be useful in simulated books as an alternative to a fixed gold allocation. Ranking is a simple equal weight 1,3,6 mo total return to decide between BIL and IEF. Enjoy
https://www.portfolio123.com/app/screen/summary/324565?st=1&mt=9
