Step 1: Upload the 'stock' portfolio you would like to be invested in when it is above the moving average.Step 2: Upload the 'cash' portfolio you would like to be inveted in when the stock ticker is below the moving average.Step 3: Select the moving average filter length and type, when the stock ticker is below this moving average the backtester will invest in the cash filter, when the stock ticker is above this moving average the backtester will invest in the stock ticker input.Step 4: Select whether you would like to use 2 Moving Averages or not. If you use 2 moving averages then the logic will wait for the moving averages to cross. If you use 1 moving average (default) the logic will wait for the price of the 'stock' fund to cross the moving average only.Step 5: Select how often you would like to check if the stock ticker is above or below the moving average (Frequency of Updates). Results show the equity curve and statistics for the Moving Average Filter applied to the 'stock' portfolio compared against the S&P 500 Index. IF YOU ARE GETTING AN ERROR ON AN UPLOAD, KEEP IN MIND YOU CANNOT SAVE 'EQUITY REPORT' .CSV FILES IN EXCEL, YOU MUST DOWNLOAD THEM FROM OUR TOOLS THEN UPLOAD THEM DIRECTLY TO THIS TOOL.
'Stock' Portfolio, Invested in when it is above the moving average.
'Cash' Portfolio, Invested in when it is below the moving average.
How often the backtester checks the moving average condition.
If channels are used the strategy will wait for the price to cross above the upper channel to invest, and below the lower channel to de-invest.
Buy will be performed when price of fund exceeds the moving average + the % entered here
Sell (go to cash fund) will be performed when price of fund drops below the moving average - the % entered here
If a second Moving Average (the short moving average) is used the logic will wait for the 2 moving averages to cross.
Selecting this input will limit drawdown to the input percent by investing in the cash filter fund if the strategy equity ever goes below the set drawdown limit. Keep in mind this condition is only checked at each period end, so drawdown may be larger than this limit.
Below is the next periods update as of the end simulation date:
Note: Please save all settings before exiting or reloading this page. You may use the download settings button at the bottom of the page, settings are also recorded in the downloadable report.
A HTML Report can be downloaded below with settings and equity curve information, please save file to drive before opening. This file may be shared with others or saved to your computer for future reference.
Download HTML Report