Note, the golden rule of backtesting states that Past Performance is
No Guarantee of future results. Also note that our data suppliers do not guarantee
the accuracy of their data and we don't guarantee the accuracy of our calculations, so use these
results at your discretion.
CAGR
Standard Deviation
Ulcer Index
Exposure
Model
0.0
0.0
0.0
0.0%
0.0
0.0
0.0
100.0%
Other
Holdings: 0
Update Cycle:21 days
From to .
Premium Access Feature
Premium Access provides backtest data back to 2002 and results by cycle,
by date, and by individual trade. This button leads to those detailed results that are only avialable
with Premium Access.
GRP: Symbol List (show/hide) DEFINE _cri = [apr-10]+0.583*[APR-5]-0.0115*[apr-3] SORT desc [RSf] MTR: VIXM : [RSI-2]>0.8 AND [RSI-2]<98.3 AND [RSI-14]<72.25 AND [RSf]>1.195 and !([MACD]>0 AND [MACD]>[MACD-sig]+[APR-3]*0.1245 ) and !([MACD]<0 AND [MACD]<[MACD-sig]-[APR-5]*0.1815 and [+DI]>15 ) and !( [ADX]<17.4 and [+DI]> [-DI] and [ATR-21]/[price] <.155)
Important Disclaimer: The information provided by ETFScreen.com is strictly for informational purposes
and is not to be construed as advice or solicitation to buy or sell any security. The owner of
ETFScreen.com assumes no liability resulting from the use of the material contained herein for
any purposes, including investment purposes. Privacy PolicyDisclaimer/Terms of Use ...