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Investing/Strategies / Mechanical Investing
|Subject: Re: ETF Backtest portfolio MA||Date: 10/4/2012 1:54 PM|
|Author: BigBunkler||Number: 239781 of 264750|
Any idea how to do it? This site seems geared to switch amongst a number of possible candidates (ranking them) and I don't see how to make it just buy if it passes the 200 day MA and sell if it drop below it.
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You need to familiarize yourself with that excellent site.
In this little example, trading weekly, you buy GLD whenever it is ABOVE the 200-da SMA:
Not bad on the performance, either, for a quick example:
CAGR = 14.7 over the last five years, and a Std Dev of 19.2
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