ETF Moving Average Backtest

This free demo backtest is a simplified version of the Portfolio Moving Average 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 crosses above the MA and holding until it crosses below it. When the daily MA option is selected, the 'Trade on' option can be set so that trades only occur if the ETF is above/below the moving average at month-end.

Name

• ETF
• DIA EFA GLD QQQ TIP
• SPDR Dow Jones Industrial Average
• MA Length
• Day Week Month

• Short MA

• MA Type
• Simple Exponential

• Trade On
• Day of cross Month end (only applies if MA is Daily)

• First Trade
• Wait for first cross
• Start Date
• 
• End Date
• 
• Chart
• Mark signals