Search:   
Premium Access   

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
CAGR11.1613.97
Max Drawdown-19.32-33.72
Std Deviation12.6320.88
Ulcer Index9.079.82
Sharpe Ratio0.800.62
Sortino Ratio1.080.86
Martin Ratio1.111.31
Run from 2019-03-18 to 2024-03-18
Current Holding: SPY






Important Disclaimer: The information provided by ETFScreen.com is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security. The owner of ETFScreen.com assumes no liability resulting from the use of the material contained herein for any purposes, including investment purposes. Privacy Policy Disclaimer/Terms of Use ...

If you have a comment please contact us. Advertise with us Market Data by: IEX Cloud