Note, the golden rule of backtesting states that Past Performance is
No Guarantee of future results. Also note that our data suppliers do not guarantee
the accuracy of their data and we don't guarantee the accuracy of our calculations, so use these
results at your discretion.
CAGR
Standard Deviation
Ulcer Index
Exposure
Model
0.0
0.0
0.0
0.0%
0.0
0.0
0.0
100.0%
Other
Holdings: 0
Update Cycle:21 days
From to .
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GRP: All ETFs WHERE Leveraged = No WHERE Inverse = No DEFINE _critere = (+1.23*[Rtn-9mo] + [Rtn-4mo]- 2.0*[Rtn-1mo] -0.77*[Rtn-10d] - 0.53*[Rtn-5d]) DEFINE _conditio = !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-5]*0.35) and [RSI-14]>30.5 WHERE ([Rtn-10d]*0.1+[Rtn-5d])/([APR-3]+0.1*[APR-1]) > -3.5 WHERE [$vol-21] > 48000000 WHERE [ATR-21] > 1.08*[APR-126] WHERE [EMA-5] < 1.2785*[sMA-200] WHERE [EMA-5] > [sMA-50]*0.946 WHERE [Pct-Low] > 12.5 WHERE [Rtn-6mo] > [volaty-6mo]*3.64-220 WHERE [_conditio] = true SORT desc [_critere]
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