dashover
226 posts
msg #112274
- Ignore dashover |
3/16/2013 1:43:54 PM
How do backtest this over 3-10 years?
Seeking simple 401k approach with 5 minutes every 10 days of maintenance...
rank by 14 week performance
Start with $100,000 and buy top 3 etf's
Every 10 days make sure those 3 are in the top 6
If an etf drops out of the top 6 , rebalance into the top 3
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Borrowed and adjusted from Kevin in GA
symlist(VB,VWO,AGG,spy,tlt,jnk,dbc,iwm,gld,iev,ilf,ewj,epp,bnd,efa)
add column weekly roc(14,1) {14 week performance}
add column weekly roc(4,1) {4 week performance}
sort on column 5 descending
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