, which is free to use, is now a simplified version of the To backtest just 6 and 12-month RS lengths, set RS Length Min to 6-months, Max to 12-months and Step to 6. The backtest will then, each month, rank QQQ, MDY and SPY by 6 and 12-month returns and invests 50% in the top ranked security from each.  ..read more

click image to view full size version Total Return accounts for price appreciation and the receipt and reinvestment of dividends (and any other distributions, such as capital gains distributions). See Total Return vs Price Return ..read more

Note: if the specifed start date is not a valid rotation day, the backtest will start on the chosen day and will invest in the picked securities as of the rotation date that immediately preceded the specified start date. rotating Portfolio Moving Average backtest has a chosen start date is Nov 29, 2019, the backtest will begin on Nov 29, 2019 and will invest in ther ETF(s) that were above their MA through Sep 30, 2019 (and will invest in cash for those that were below ..read more

Regular subscribers can upgrade to a Pro Subscription at My Account > Subscription Settings > Upgrade to Pro link and then create a series by clicking on the 'Add Data Series' button. Enter a ticker symbol (a $ prefix is added automatically to any imported series) and give your data series a name ..read more

As always, studying the guidelines that we published within the original ..read more

The composite can also be employed as a blended regime indicator using the weights displayed in the Backtest Trade History table.  backtest reduces the risk of choosing a single MA length that, though it backtested well, turns out to perform poorly. For instance, rather than relying solely on a 6-month moving average, with the possibility that it underperforms in the future, the example below employs a range of moving average lengths from 3-month through 12-month with a step value of 1. This means that, each month, the backtest will compare the VUG / RSP ratio to its 3-month moving averag ..read more

to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen. Use the settings icon to change to 1080 quality if it seems at all blurry to improve your ETF backtesting process.  #STUDY ..read more

click image to view full size version and equal-weight) and a selection of developed international and emerging market country funds ..read more

To assist subscribers that have a large number of portfolios, the My Portfolios table now has a date last modified column, which can be sorted. You can now also search for a portfolio by name, or find all your portfolios that contain a specific symbol ..read more

A ..read more