Here is a QTAA type ETF backtest - http://www.etfscreen.com/screener.php?sbt=2430fIt trades in and out of 5 funds based on 200-day SMA of the respective fund. You might can use it as a model for what you are trying to do.I will agree that one must be very cautious when drawing any conclusions from an ETF backtest due to the short history and the changing complexion of the funds. Keep the models simple and logical and hopefully you will be able to compare the results to other populations with longer histories.Disclosure - The ETFScreen site is mine.Hugh
Best Of |
Favorites & Replies |
Start a New Board |
My Fool |
BATS data provided in real-time. NYSE, NASDAQ and NYSEMKT data delayed 15 minutes.
Real-Time prices provided by BATS. Market data provided by Interactive Data.
Company fundamental data provided by Morningstar. Earnings Estimates, Analyst Ra