When to Buy and When to Sell the FTSE 100 ?
Over a 5-years period, we buy the The FTSE 100 for 1 dollars/Point when prices rises above the SMA 105 crosses the SMA 120
Backtest
Our scenario is as follows:
Cash = $10 000
fees = 0.002
| Exposure Time [%] | 87 |
| Equity Final [$] | 18832 |
| Equity Peak [$] | 21335 |
| Return [%] | 88 |
| Buy & Hold Return [%] | 17 |
| Max. Drawdown [%] | -13 |
| Avg. Drawdown [%] | -2 |
| Max. Drawdown Duration | 390 |
| Avg. Drawdown Duration | 28 |
| Trade | 22 |
| Win Rate [%] | 50 |
| Best Trade [%] | 34 |
| Worst Trade [%] | -3 |
| Avg. Trade [%] | 4 |
| Max. Trade Duration | 364 |
| Avg. Trade Duration | 52 |
| Profit Factor | 5,4 |
| Expectancy [%] | 4 |
Disclaimer: The text, graphics and figures contained in this article are for general information purposes only and should not be construed as investment, legal, tax, accounting or other advice. This information does not constitute a solicitation to buy or sell any stock or other financial instrument. We accept no responsibility for the results of any investment made on the basis of the information in this article, and you are entirely responsible for any investment you make. We are not a registered securities dealer, broker, investment advisor or investment bank and we strongly advise you to consult your broker or investment advisor before making any investment.
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