13wk TSY YLD NDX and SPY system

["Sean Taylor" <cloudnine@xxxxxxxxxxxx>]

I've been looking at a simple system of SMA's on .IRX and SPY.
Buy SPY when .IRX is below it's SMA and above it's own SMA.
Sell when .IRX is above it's SMA or below it's SMA.

This is based on an idea from one of Pring's books.
It's more of a longer term system that I would like but it could be used to
indicate positive or negative environments for shorter term positions.

Anyway, seems pretty good on Monthly data.  Not too bad on weekly.

The problem I have is that .IRX only goes back as far as late 1993.  That
doesn't give me a wide range of bull/bear/trading environments to test
against.

Anybody got any ideas.  Pring actually used a 3month Commercial Paper yield
to approximate interest rates - but I can't find that anywhere.

Anybody else had good results from intermarket systems?

Thanks,
Sean