In the simple but effective strategy, we examine the LeadSine's crossover and crossunder of the Sine indicator to signal long and short conditions. As long as the LeadSine is greater than the Sine, we are long. When the LeadSine is less than the Sine, we are short. However, we optimized the Θ parameter of both indicators in order to get optimal strategies for each of SPY and DIA. We adjusted shares traded relative to commission costs in order to find appropriate trading frequencies.
