I keep rerunning the build process to test some ideas but nothing has changed in relation to the model building process.
Come Jan. 1 2014 I will have set up a test database and report buy/sell indications when they occur. Much like what I do in my other blog Aggregating for Expectations.
As of 2013/12/16 these are the results of the top 20 returns based on an initial investment of 10,000.
Come Jan. 1 2014 I will have set up a test database and report buy/sell indications when they occur. Much like what I do in my other blog Aggregating for Expectations.
As of 2013/12/16 these are the results of the top 20 returns based on an initial investment of 10,000.
| ETF Symbol | M.A. Period |
Buy Pt. | Sell Pt. | Back Test Results |
| BIB | 5 | 0.392 | 0.772 | 34143.56 |
| CURE | 15 | 0.316 | 0.796 | 32088.06 |
| SOXL | 6 | 0.704 | 0.367 | 29382.4 |
| URTY | 15 | 0.689 | 0.364 | 26563.09 |
| RETL | 25 | 0.698 | 0.426 | 25277.11 |
| GASL | 14 | 0.801 | 0.21 | 25183.5 |
| TNA | 26 | 0.417 | 0.203 | 25170.94 |
| TQQQ | 13 | 0.439 | 0.679 | 23518.75 |
| FAS | 14 | 0.798 | 0.465 | 23379.83 |
| UMDD | 29 | 0.722 | 0.209 | 22754.14 |
| MIDU | 4 | 0.98 | 0.421 | 22071.23 |
| SPXL | 14 | 0.811 | 0.394 | 21533.09 |
| ERX | 25 | 0.708 | 0.446 | 19721.42 |
| INDL | 24 | 0.5 | 0.042 | 19428.57 |
| DZK | 14 | 0.405 | 0.609 | 18839.21 |
| UDOW | 15 | 0.761 | 0.613 | 18445.4 |
| TECL | 14 | 0.626 | 0.473 | 18040.16 |
| NUGT | 29 | 0.907 | 0.573 | 17608.58 |
| EDC | 10 | 0.761 | 0.079 | 16262.89 |
| DRN | 15 | 0.71 | 0.074 | 15936.18 |
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