SP500 long-term investment with weekly MACD

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  • 12/31/2018 at 5:24 PM #87796 quote
    Carlos GC
    Participant
    Average

    Hi all,
    Happy new year for all

    I am thinking of a long-term investment strategy on the sp500 index. It’s very simple but I like the equity curve. for 69 years he has always been positive avoiding the different crashes of 2000, 2008 and 2018.

    It is about opening LONG positions when MACD crosses above 0 line and close positions when MACD crosses below 0 line, weekly timeframe.

    I like equity very much, it is safe for our long-term investments, but not very profitable.

    Someone suggests some idea to increase this profitability?

    Backtesting since 1950 (69 years), profit + 259% (+ 3.75% per year), Max Drawdown 38,675 $ (38%), Capital 100.000 and SP500 1:100

    thank you all for collaborating

    CARLAv3.itf
    12/31/2018 at 6:21 PM #87801 quote
    Carlos GC
    Participant
    Average

    screenshot BACKTEST 

    http://subirimagen.me/uploads/20181231111923.JPG

    01/03/2019 at 1:34 PM #87942 quote
    Nicolas
    Keymaster
    Master

    Hi Carlos, thanks for sharing the idea.

    38% drawdown is a high risk to gain only 3.75% on average per year. Did you include market fees? Does it beat the market / buy&hold? : Buy and Hold comparison for automated trading strategies

    Bear in mind that every strategy buying an asset we all know is ascending since decades, will give you the same kind of equity curve. I know it looks good, but I think that you should investigate more in the numbers than on the look of the equity curve. Sorry to be an hassle in your experimentation 🙂

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SP500 long-term investment with weekly MACD


General Trading: Market Analysis & Manual Trading

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Carlos GC @carlos_gc Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Nicolas
7 years, 2 months ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 12/31/2018
Status: Active
Attachments: 1 files
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