By popular demand a new beta update is available for the Global Equities Momentum Excel VBA spreadsheet. The new edition sources data from Tiingo's. Following the same work flow as
before, the spreadsheet allows to backtest
Gary Antonacci's popular GEM strategy (
see post).
 |
| GEM with mutual funds for longer historical backtest |
NB! Backtested results do not reflect actual trading. Furthermore, trading costs, slippage, and taxes are disregarded. Results are therefore purely hypothetical. Terms and conditions apply.
Next to some bug fixes a new pie chart and an annual returns table have been added to the spreadsheet. The pie chart shows the average allocations over the test periode. And the annual returns table specifies GEM's annual returns along with those of the underlying components and the classical 60/40 benchmark.
