AAPL and MSFT Keep Trending
by
Yaroslav Petrashko @yaroslavv1
TrendStocks
Enter a fixed-dollar long position at each upward SMA crossover close and exit it at the close five trading sessions later on AAPL, MSFT
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Performance
Backtest· v1
+1.3%
Sep 2019 – Sep 2024 · worst drop −1.0%
The backtest result, the creator's paper run, and your own paper runs are separate sources and are never combined into one return.
How version 1 would have done from Sep 26, 2019 to Sep 25, 2024, trading the plan exactly as written with costs included.
- Total return
- +1.3%
- Return per year
- +0.3%
- Worst drop
- -1.0%
- Return for the risk taken
- 0.30
- Closed trades
- 22
Over the whole test period, after costs
Sharpe ratio: higher is steadier
54.5% made money
Keep in mind
- The largest drop from a peak ran from 7 February 2023 to 20 October 2023.
- Code-defined strategy, evaluated at each session's open and close. Close fills are idealized close-price simulations, not guaranteed executable orders. Costs are charged on every fill.
- Daily prices, adjusted for splits and dividends. Trading days 20 October 2020 to 25 September 2024.
- Prices start on 27 July 2020, so this test starts on 20 October 2020 instead of 26 September 2019: it needs 60 trading days of prices before its first day.
- Orders fill at the open or close specified by the strategy code; close fills are idealized simulations. Trading costs are charged on every buy and sell, and any borrowing costs and interest build up daily.
A simulation of the past, not a prediction. Fork this agent to run more tests on the same plan.