Channel Backtest

This free demo backtest is a simplified version of the Portfolio Channel backtest. It is limited to the 5 ETFs provided and a Dec-31, 2002 start.

Click 'Run Backtest' to see the hypothetical results of buying the ETF when it exceeds the channel buy point and holding until it falls below the sell point. Subscribers can use a Substitute function to execute the trades in a different security.  Read channel backtest blog

Name

• ETF
• DIA EFA GLD QQQ TIP
• SPDR Dow Jones Industrial Average

• Sub
• Symbols
•  
• Display Substitute B&H Return

• Channel
• Day Week Month
• Buy point
• % of channel
• Sell point
• % of channel

• Rotate
• Monthly Semi-Monthly Weekly Daily (only applies if Channel is Daily)

• First Trade
• No memory
• Start Date
• 
• End Date
• 
• Chart
• Mark Buys & Sells