Automated Trading Profit > Scott's Investments: Backtesting a Moving Average System on SPY
[Scott's Investments] The system is: After SPY closes the month at or above the 10 month simple moving average, a buy signal is indicated at the next months open price. Note that I required the security to be trading for at least 10 months before the first signal because 10 months of data is necessary before one can calculate a 10 month average.
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[the evil speculator - one nefarious trade at a time] Doubts Galore | the evil speculator - one nefarious trade at a time: I said this below also, but your charts are VERY much appreciated, keep 'em coming. People look and use them, don't worry abou the "likes".
[Perspectives] Back Test Harris Private Bank System | Perspectives: In this week's Barron's (August 10, 2009 issue), Jack Albin, Chief Investment. “At Harris, our simple momentum-trading rule is to buy the market when it crosses above its 200-day moving average plus 5%, and stay invested until it crosses below its 200-day moving average minus 5%.” That's a pretty straight forward system.
[TheTradingReport] TheTradingReport » Blog Archive » Backtesting a Moving Average ...: The two securities I chose were SPY and QQQQ, primarily because they are highly liquid .The system is: After the security closes the month at or above the 10 month simple moving average, a buy signal is indicated at the next months open price.
[Blog Articles Tagged with 'etfs' at http://www.inveslogic.com] SeekingAlpha ETFs - Backtesting a Moving Average System on SPY ...: I tested their entire trading histories, which dates back to January 1993 for SPY and March 1999 for QQQQ (my QQQQ results will be posted within the next day on Scott's Investments). The system is: After the security closes the month at or above the 10 month simple moving average, a buy signal is indicated at the next mon...
[TradingMarkets] More on Trading and the Importance of Backtesting: It was good to see so many people send in the test results on the SPY scale-in test I put up over the weekend. Let's go one more day to let everyone participate and then I'll walk through the results and teach you some of the ways to improve your testing using specific platforms and accurate data sources.
[the evil speculator - one nefarious trade at a time] Bulltards Galore | the evil speculator - one nefarious trade at a time: All of them blew up in weeks despite 5+ years of back testing on each one using hourly bars and often entry based on 10 minute bars. Why did they fail? Because it was curve fitted. Note, their statistics didn't say a six-months over a 16- month, ... So I am sitting tight in puts on TWM and calls in SPY for now. :). AS2009. Thnx ... also at what point will you be lookig to close your calls ? ultrabear. Don't like the look of this: http://stockcharts.com/charts/gallery.html? ...
[Matt Trivisonno's Blog] Matt Trivisonno's Blog » Blog Archive » Forget the Fed: When Yerk made his suggestion I changed the test and made it really bad, which forced me to look at the trades. Well as it turns out that was buying the close of the day making a fifth lower close, but coming out on the close 3 days later not two days.
[MarketSci Blog] Reader Strategy: SPY/DIA Pairs Trade « MarketSci Blog: The strategy comes from friend of the MarketSci Blog Russ: buy the S&P 500 and short the DJIA 30 at the open if the S&P 500 opens lower than the DJIA 30 (in % terms, relative to the previous close). Short the S&P 500 and buy the DJIA 30 if it opens higher.
[Matt Trivisonno's Blog] Matt Trivisonno's Blog » Blog Archive » Friday's Trading - 8/28/09: looks like SPX test of 1018 was successful…i didnt add to SSO because i thought there would be more correction….in a bull market all surprises are to the UPSIDE….thats just how it goes…..above 1044 could be explosive upwards
[Afraid to Trade.com Blog] FAZ 3x Financial Bear Fund Crushed | Afraid to Trade.com Blog: in your example today of the SPY day trade....you can trade your method use the spy chart for you signal only buy and sell or short SSO and SDS...
[Stock Market News & Stocks to Watch from StraightStocks] EFT Update: Don't Miss the Rally | Stock Market News & Stocks to ...: Client portfolios own the S&P 500 Spyder (SPY) and the iShares Russell 1000 Growth (IWF) to take advantage of the current signals. The large cap signal from the Market Cap model remains one of the strongest readings in the monthly data I have going .
[Matt Trivisonno's Blog] Matt Trivisonno's Blog » Blog Archive » Tuesday's Trading - 8/18/09: Yesterday’s Tres Cruzars on SPY was bucking the trend, didn’t expect it to do much and it has outperformed. I didn’t know that at the time, I only knew that SPY had a sharp down-turn in two days and to look for a counter-trend recovery of some sort.
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