Backtesting results of a 3 year period in Tesla using the Hodrick Prescott indicator (12-05-17)

in #oil7 years ago

First indicator is a 3 day moving average on the opening price of Tesla.
attached to that is the Hodrick Prescott indicator with a lamba of 1
attached to that is a 2 day moving average to do the backtesting with:)

Starting amount in example = 1000 dollar
End result = 6500 dollar

Tesla 3 year Backtest results_120517.png

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Impressive and thanks for sharing. How are the results with companies that have completely different profiles? For example - oil companies between 2013 - 2017 would have seen some interesting swings. Banks as well.

Ty:)
Ok,
Give me the company names you want to see results from, and i will post them in a blog:)

Thanks, looking forward to it. How about Exxon 2013 - 2017, Seadrill 2013 - 2017, Citi 2006 - 2010, GE 2006 - 2010? I think they would show the boom and the bust and how well the indicators perform :)

It's ready, enjoy:)

Thanks for the good article

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