realise that the vast majority of this forum's posts are concentrated on very short term strategies but I was wondering if anyone here has experimented (either backtesting or actually running) longer term trading strategies.

I have been experimenting with a strategy based on very simple measures of momentum in equity indices and major macro asset classes that chooses 1 single macro asset class or major equity index to invest 100% of available capital into and and have backtested returns since early 1999 of roughly 15% annualized taking into account transaction costs, with volatility of roughly 20% annualized and turning over the portfolio roughly 3 to 4 times a year.

I have also read this forum enough to see people shooting around Sharpe ratios of 5, 6, 10... I realise that this doesn't compare to those (not that I have much faith that they are real/implementable but whatever) but a. what I'm trying to do here is completely different and b. 15% a year for the last 11 years is really not that bad considering what the wider market has done. A Sharpe ratio that is double the market's is definitely something worth having over a long period of time especially given the easy implementability of this strategy.

I'm really just looking to see if anyone else has tried something similar/has any experience/ideas that they'd like to share.