/backtest

Stocks backtest based on specific details

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backtest

Details

Short Description

This strategy aims to compare the difference betweewn holding a stock (buy and hold) for a ceratin period or trading it using the RSI indicator (Model Result).

Specifics: Buy and Hold: Asumes that you buy 2 stocks and the begining of the period. Model Result: Asumes that you will buy 1 stock at the begining of the period and buy 1 more (up to 2) or sell (1 at the time) through the period based on the RSI.

Model Speficics: Cannot hold more than 2 stocks at any time. Buy Order signal is when RSI is under X (28 is the default) Sell Order: it consists in two parts: 1. Get a "sell signal" because RSI is over X (Default is 70) 2. The stock falls from its highest peak, 25% of its standard deviation

Modifiables:

  • Stocks to analyze
  • RSI
  • Period of analysis