StockFetcher Forums · General Discussion · Backtest help<< >>Post Follow-up
dashover
224 posts
msg #112274
Ignore dashover
3/16/2013 1:43:54 PM


How do backtest this over 3-10 years?

Seeking simple 401k approach with 5 minutes every 10 days of maintenance...

rank by 14 week performance
Start with $100,000 and buy top 3 etf's
Every 10 days make sure those 3 are in the top 6
If an etf drops out of the top 6 , rebalance into the top 3


----------
Borrowed and adjusted from Kevin in GA

symlist(VB,VWO,AGG,spy,tlt,jnk,dbc,iwm,gld,iev,ilf,ewj,epp,bnd,efa)
add column weekly roc(14,1) {14 week performance}
add column weekly roc(4,1) {4 week performance}
sort on column 5 descending




StockFetcher Forums · General Discussion · Backtest help<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.