Sometimes slow and simple is good... or at least a way to compliment and diversify one's higher-frequency trade ideas.
The attached strategy follows the rules outlined in Mebane Faber's 2009 paper "A Quantitative Approach to Tactical Asset Allocation." That paper is also attached.
It involves trading basket of low correlated instruments such as the S&P 500, MSCI EAFE, the GSCI or RJ-CRB, NAREIT, and 10 year Notes. It is extremely simple. Using monthly charts and trade on bar close... go long when price closes above the 10 month MA, move to cash when it closes below. Other literature sugggests short-term notes instead of cash.
For long-term backtesting, you will need access to that index data. For implementing it or just some recent backesting, look at ETFs tht mimic the indexes he used such as SPY, EFA, GSG/DBC, IYR, and IEF respectively.
NT7b10 compile, but the code can easily be built in NT6.5 using the Strategy Wizard as it only has two rules and one variable.