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Moving Average Backtest

  MA Type Days

When hold  
otherwise hold  


Reminders: Prices are adjusted for both splits and dividends to capture the full value stream. Future results will likely be different from past resuts. LLC reserves the right to use any screens entered here for any purpose.

Model Results
Max Drawdown-10.10-13.04
Std Deviation10.5212.29
Ulcer Index3.393.09
Sharpe Ratio1.061.06
Sortino Ratio1.491.50
Martin Ratio3.294.22
Run from 2013-09-20 to 2018-09-20
Current Holding: SPY

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