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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
CAGR8.1610.67
Max Drawdown-17.42-33.72
Std Deviation12.8721.32
Ulcer Index7.938.58
Sharpe Ratio0.540.44
Sortino Ratio0.710.61
Martin Ratio0.881.10
Run from 2017-11-25 to 2022-11-25
Current Holding: cash






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