Index Result

50 Over 200 Day Simple Moving Average Crossover Simulation Result for the S&P 500


Strategy

  1. Purchase S&P 500 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 S&P 500 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 27 (81.82%)
Negative round trip trades 6
Week or less in market (5 trading days or less) 0
Year or more in market (250 trading days or more) 20
Average gain 21.24%
Average loss -6.77%
Maximum gain 115.84%
Maximum loss -10.82%
Total days in market 11081 (68.79%)
Total days in simulation 16109
Strategy performance (in dollars, at the end of simulation) $72,996.00
CAGR (Compounded Annual Growth Rate) 10.16%
Buy and Hold Performance (in dollars, at the end of the simulation period) $82,283.47
Buy and Hold Performance CAGR 10.46%


All Time Strategy Simulation Result In A Chart


Strategy Simulation Result In A Chart Since 2000

Result in Detail


BuyDaySellDayDaysInMarketPerformanceValue
8/8/19515/12/19534377.89%$1,079.00
12/22/195310/29/195672087.40%$2,022.00
6/4/19579/27/195781-10.00%$1,820.00
5/9/195811/2/195937430.21%$2,369.00
12/31/19592/16/196032-8.62%$2,165.00
1/5/19615/8/196233611.27%$2,409.00
1/4/19637/23/196564231.09%$3,158.00
9/20/19654/29/19661541.09%$3,193.00
2/6/19672/28/19682663.33%$3,299.00
5/20/19683/14/19691801.61%$3,352.00
5/28/19696/24/196918-5.75%$3,159.00
10/23/19709/27/197123316.53%$3,681.00
1/27/19724/19/19733088.38%$3,990.00
3/7/197512/2/197644021.14%$4,833.00
1/5/19773/4/197741-3.40%$4,669.00
5/23/197812/14/1978143-2.05%$4,573.00
3/22/19794/23/19802752.03%$4,666.00
6/18/19807/6/19812639.56%$5,112.00
9/29/19822/6/198434329.97%$6,644.00
9/13/198411/19/198655241.51%$9,402.00
11/26/198611/6/19872390.66%$9,464.00
6/29/19882/27/199042021.88%$11,534.00
5/29/19909/10/199072-10.82%$10,286.00
2/19/19914/20/199480219.65%$12,307.00
9/16/19949/30/19981020115.84%$26,563.00
12/9/199811/5/199922915.78%$30,754.00
11/12/199910/31/20002442.39%$31,489.00
5/15/20038/19/200431815.27%$36,297.00
11/8/20047/20/20064277.23%$38,922.00
9/13/200612/24/200732213.53%$44,190.00
6/24/20097/6/201025914.11%$50,425.00
10/25/20108/15/20112031.59%$51,227.00
2/1/201210/17/201468842.49%$72,996.00

Data Last Updated On: 10/17/2014