Information Panel

The model grabs the adjusted closing price of the last trading day of the month as the anchor 'buy'. From there, days 1-15 out from this point are used to calculate a return from the adjusted closing 'sell' price. All these trades are aggregated by 'Day Out' for your selected time period.
The data source used for this is WIKI Prices maintained by Quandl
  • As mentioned, the last trading day of the month is used as the anchor and x trading day(s) out are used as the sell dates
  • Adjusted closing prices are used which account for all of the dividends and splits since that day
  • The points that comprise of the aggregate return can have high variance - Please use the bar chart w/ drilldown to see composition
  • For interesting results, try testing date ranges during bull and bear time periods
  • Please trade at your own risk, stockbacktest.io is not responsible for trading losses