/dollar_cost_averging_backtest

Backtesting diffrent simple DCA strategies, with trades occuring once a month for a 10 year period of time.

Primary LanguagePython

Dollar Cost Averaging Strategies Comparison

Project Overview

This project compares three different Dollar Cost Averaging (DCA) strategies for investing in the VOO stock over a period of 10 years. Each month, a single trade is executed, with the broker being provided 1000USD of cash at the start of each month, based on the available amount, a trade is being on a specified day given:

  • Random Day: A trade is executed on a random day of the month.
  • Best Day: A trade is executed on the day where the closing price is the lowest in the month.
  • Regular Interval: A trade is executed on the 25th of each month, or the following available day if the 25th is a non-trading day.

Results

Best Time of Month Strategy

  • Time in Market: 9.99 Years
  • Time in Market: 80 Months
  • Total Stock Count: 533
  • Purchase Cost: $130,843.60
  • Gross Return USD: $122,189.32

Regular Interval Strategy

  • Time in Market: 9.99 Years
  • Time in Market: 80 Months
  • Total Stock Count: 524
  • Purchase Cost: $129,770.11
  • Gross Return USD: $119,061.10

Random Times of the Month Strategy

  • Time in Market: 9.99 Years
  • Time in Market: 80 Months
  • Total Stock Count: 526
  • Purchase Cost: $129,861.07
  • Gross Return USD: $120,786.91

Conclusion

The strategies are evaluated based on the total return generated over the 10-year period. The 'Best Time of Month Strategy' yielded the highest gross return, followed closely by the 'Random Times of the Month Strategy' and the 'Regular Interval Strategy'.