Index Result

Strategy

1. Purchase the S&P 500 index fund when the 50 day Simple moving average moves above the 200 day Simple moving average.
2. Stay in the market until 50 day Simple moving average stays above the 200 day Simple moving average.
3. Sell the S&P 500 index fund when the 50 day Simple moving average moves below the 200 day Simple moving average.
4. Wait in cash or bonds until is step 1 is true again.

Result Summary

Total round trip trades	33
Positive round trip trades	26 (78.79%)
Negative round trip trades	7
Week or less in market (5 trading days or less)	0
Year or more in market (250 trading days or more)	20
Average gain	21.61%
Average loss	-5.93%
Maximum gain	120.93%
Maximum loss	-9.96%
Total days in market	10684 (67.13%)
Total days in simulation	15916
Strategy performance (in dollars, at the end of simulation)	$65,912.00
CAGR (Compounded Annual Growth Rate)	10.3%
Buy and Hold Performance (in dollars, at the end of the simulation period)	$67,740.08
Buy and Hold Performance CAGR	10.37%

All Time Strategy Simulation Result In A Chart

Strategy Simulation Result In A Chart Since 2000

Result in Detail

Data Last Updated On: 4/5/2013