Skip to main content
No. of Recommendations: 2
1 month RS switch

The simplicity of this screen is so intriguing. Could you share how it backtests


I wondered the same thing... here's what I get if trading at the end of each month (and no friction):

EOM_RS_Switch SPY
2006-12-29 12.2% 13.1%
2007-12-31 14.9 5.1
2008-12-31 -41.9 -36.8
2009-12-31 67.0 26.4
2010-12-31 14.6 15.1
2011-12-30 3.9 1.9
2012-12-31 16.7 16.0
2013-12-31 42.5 32.3
2014-12-31 17.4 13.5
2015-12-31 3.6 1.2
2016-12-30 9.9 12.0
2017-12-29 21.9 21.7
2018-12-31 -6.8 -4.6
2019-12-31 31.4 31.2
2020-12-31 50.4 18.3
2021-11-26 20.8 24.0

During this time, SPY has a CAGR of 10.6% and a GSD of 15.0%
while the RS_Switch has a CAGR of 14.9% and a GSD of 16.8%.

heink
Print the post  

Announcements

What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.