A.I.M. Users Bulletin Board

[JoeForkeyBolo]

Quarterly Update for Leveraged ETF Backtesting

As a reminder, this backtesting is done using the preemptive AIM spreadsheet model I created where conditional limit orders are in place for the next buy and sell orders for each investment. Testing assumes all orders are placed outside of market hours, which limits trades to a maximum of one trade per day. AIM and Buy/Hold returns include dividend reinvestment. AIM returns includes interest on cash balance based on Fidelity's SPAXX money market fund rate, calculated on the average rate and average cash balance over each ETF test period – not as accurate as monthly calculations, but a hell of a lot less work, and close enough for comparison. 😎

Best return of AIM vs. Buy/Hold highlighted in GREEN. The above average AIM CAGRs are highlighted in YELLOW (separate averages for Index funds and Sector funds).

Due to the larger number of ETFs being tested, I have split the results into INDEX and SECTOR funds. I am planning to add two additional International ETFs but have not started testing on those yet. Enjoy!