Annual Perfromance

Transition Map

Last 20 Trades

Download Report Download Data

This application demonstrates how to back-test a Market Filter strategy using Shiny framework and Systematic Investor Toolbox . The Market Filter strategy invests in stock while the stock price is above the moving average and goes in cash otherwise. The periods where Market Filter strategy is invested are highlighted with green.


Author

Michael Kapler Systematic Investor Blog


Code

Original source code for this application at GitHub


References