Monthly Trend RealTest Strategy

This is a simple monthly trend following strategy. 

Backtest is showing daily equity curve but entries & exits are at the end of the month not daily.

Main info

• S&P500 Current & Past Stocks
• Daily Timeframe
• Monthly Entries & Exits
• Backtested period 2001-2024
• Starting Balance $100000

Included files

• RealTest file (.rtd)
• .TXT file with RealTest code for the AmiBroker or Python users

Requirements

• RealTest
• Norgate Data – US Stocks (Platinum / Diamond package)

Info

• Included Trading Cost (IBKR Commissions + Slippage)
• Survivorship bias-free
• Lookahead bias-free
• Included limit extras

Tutorial - for RealTest users

1. Unzip folder
2. Open RealTest
3. Open the downloaded .rtd file
4. Click import
5. Click run

We’re not financial advisors and this is not financial advice.