SP500 Strategy Comparison
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200 CrossGolden200Golden CrossBuy/Hold
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ANNUALIZED RETURN =7.07%7.90%6.89%6.86%
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ANNUALIZED STD DEV =10.03%11.45%11.12%15.60%
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ANNUALIZED RVSR =70.56%69.04%61.99%43.95%
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MAX DRAWDOWN =-28.28%-33.24%-33.24%-56.78%
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PORTFOLIO TOTAL =$600,805$954,420$542,358$532,322
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*Golden 200: Sell on Death Cross. While in Death Cross, buy and sell at closing above or below 200d MALink to Buy/Hold and GC Datahttp://goo.gl/5TghL
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*Data is from 01/03/1950 until 12/23/2011 and from Yahoo! FinanceLink to 200 Cross and Golden 200 Datahttp://goo.gl/uqUD9
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*Portfolio started with $10,000 on 01/03/1950Original Spreadsheet from:http://marketsci.wordpress.com/2011/08/23/backtesting-in-excel/
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