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Buy the dip: What 38 years of S&P 500 data say
Buying the dip means keeping cash aside and investing it when the market falls. I tested it on the S&P 500 with dividends since 1989: $500 a month…
Tag: backtesting
37 posts tagged backtesting, newest first.
37 posts · page 3 of 7
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Bollinger Bands: What 56 years of S&P 500, gold and Bitcoin data show
Bollinger Bands are a 20-day moving average with a band two standard deviations above and below it. I tested John Bollinger’s own rules on the S&P…
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Risk of ruin: How bet size decides if your account survives
Risk of ruin is the chance that a run of losses takes your account down to a point you can’t come back from. I simulated 1,000 trades, 10,000 times…
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Risk reward ratio: Why it means nothing without the win rate
The risk reward ratio compares what a trade can lose, from the entry to the stop, with what it can make, from the entry to the target. Risk $1 to…
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Fair value gap (FVG): A test on 26 years of S&P 500 data
A fair value gap (FVG) is a three-candle pattern: the first candle’s high and the third candle’s low don’t overlap, and the empty space between them…
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S&P 500 200-day moving average: What 76 years of data show
On Friday, 30 October 2026, the S&P 500 closed at 7,580.07, about 3.7% above its 200-day moving average of roughly 7,310. It has closed above the…