Specter/FoxForce5 YTD Tech Returns

Discussion in 'Strategy Building' started by Josef Friedman, May 12, 2020.

  1. I'm a dinosaur and develop in Excel VBA, and have written several articles on SeekingAlpha.com on moving average strategies. The most recent introduced FoxForce5 as a complex strategy analytical tool.

    I'm hoping a new article I submitted on Specter/FoxForce5 integration will be published soon. In the meantime, the table below shows detailed results for 52 major tech stocks and 5 important ETFs running Specter with a FoxForce5 strategy engine.


    I describe Specter in another article. Specter trades a stock based on moving average signals from another stock. In this case, SPY.

    Certainly has been a tough market and the strategy even lost money on a few issues, but showed a natural log average return of 31 against a natural log average return of -7.

    It looks at SPY 13 day SMA and EMA.

    I'll post a link to the new article when it is published.
  2. Here is a longer term listing for 1800 trade days, a little more than 8 of your earth years.


    The strategy seems to do best in choppy to down markets. It under performed buy and hold slightly in 2019 and 2017 something like 10 vs 20 based on average natural log returns. On the other hand, it is more or less just a proof of concept.