Mean Reversion Backtest Buy when the short moving average (SMA) crosses above the long moving average (LMA), sell when the SMA crosses below the LMA

STAA

2008-01-18

2009-01-13

75.43%

1.69%

8


STAA Adjusted Close Prices, Volume, SMA, LMA, Buy & Sell Pts

STAA Histogram of Profit from Sell Trades Along With Dates


Backtest Summary

From 2008-01-18 to 2009-01-13 using a 7 day SMA with a 21 day LMA returns a profit of 75.43%, compared to a simple buy and hold of 1.69%