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Author: mungofitch Big gold star, 5000 posts Top Favorite Fools Top Recommended Fools Feste Award Winner! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 254197  
Subject: Re: ETF Backtest portfolio MA Date: 10/6/2012 5:57 AM
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I'm a fan of Fidelity Sectors which go back to 1987.

I like that data set too, but it's 100 US equities.
I was thinking more along the lines of the sort of data set you'd use for QTAA testing.
I'd like to see monthly high/low/close total return for several different asset classes back to the 60s.
(why highs? "above 10 month SMA" is fine for G7 equities, but "new high lately"
seems much better for spiky/bubbly things like gold and commodities)

Jim
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