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Moving Average Backtest



Symbol:   
 
 
 
  MA Type Days
MA#1
 


When hold  
 
otherwise hold  
 



 
Benchmark:    

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

Model Results
ModelSPY
CAGR11.7914.23
Max Drawdown-8.88-13.03
Std Deviation10.2512.10
Ulcer Index3.152.76
Sharpe Ratio1.131.16
Sortino Ratio1.611.66
Martin Ratio3.685.08
Run from 2012-10-18 to 2017-10-18
Current Holding: SPY






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