For my finance assignment, we have to implement an investment strategy ( find in attachment) on the Swiss stock exchange:
https://www.six-swiss-exchange.com/indices/overview_en.html
The idea is as an investor you have 1 million pounds that you should invest following the strategy attached and calculate the final return on investment for the investor. The investment period is 3 months and the strategy should be stress tested on a bear, neutral and bull market (analysis can be limited to 5 to 10 stocks/bonds). When the strategy doesn’t work, please note that it doesn’t and come up with a solution how to change the step so it could be implemented on the swiss stock exchange.
please also send me calculations and excel sheet to proof the strategy.
 

 
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