SPDR S&P 500 (SPY)

[TREND1]

50 SMA ABOVE 200 SMA 10.16 % RISK ADJUSTED RETURN ......EXPOSURE 68 %


Backtesting Moving Average Performance

The two most popular moving average periods are 50 days and 200 days. I would also venture a guess that simple moving averages are used more than exponential moving averages. Taken together, the S&P 500 is the most widely followed index, and the 50-day and 200-day SMAs are the most widely used moving averages. It seems that the S&P 500 with these two moving averages is important just because so many pundits follow this combination. It kind of becomes a self-fulfilling prophecy. Let's look at some backtest result to see just how well this moving average pair works.

See 6 th row

see
https://investorshub.advfn.com/TRADING-02-ART-HILL-29973/