Backtesting: Mystical End Of Month
This strategy is based on the idea by Norman Fosback from the 1970's: the stock market is generally bullish at the beginning and end of each month. It buys X market days before the end of the month and sells Y market days after the start of the following month. I publish it with the QLD, it works on mostly all US index ETFs. (that what I tested) Try it yourself. I usee 99% of the portfolio value. While I was doing it, I discovered something really interesting... I reduce the position size here on the website to 95%. Want to know why?
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This DataSet is available to subscribers only.
Dynamic DataSets ensure that symbols are only processed if they were in the corresponding index at a particular point in time. Read this Blog article to learn more.
Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
|Metric||Strategy Results||Benchmark Results (SPY)|
|APR (Annualized % Return)||0.00%||0.00%|
|Number of Positions||0.00%||0.00%|
|Average Profit %||0.00%||0.00%|
|Average Bars Held||0.00%||0.00%|
|NSF (Non-Sufficient Funds) Position Count||0.00%||0.00%|
|Maximum Drawdown %||0.00%||0.00%|
The most recent 100 Positions out of 1,234 total are presented here.
|Symbol||Position||Quantity||Entry Date||Entry Price||Exit Date||Exit Price||Bars Held||Profit||Profit %|
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