Instructions:
Symbol - Enter any symbol tracked in our database, or use a ratio between
symbols by entering two symbols like 'sym1:sym2'.
Moving Averages - Can be either Simple or Exponential for the number of days specified. With a single
MA the holding is determined by the value of Price relative to the Moving Average. When two MA's are used, the
holding is determined by the relationship between the two Moving Averages.
Holdings - The fund to be held can be the same or different from the fund
used for the calculations above. For example, you could model buying/selling a leveraged fund
based on the moving average of the unleveraged fund.
Benchmark - SPY is the default, but any symbol can be used.
Statistics - The Stats include three volatility measures that you want to be low, the Standard Deviation,
Ulcer Index, and Max Drawdown. Additionally there are three return:risk measures where higher is better. These include the Sharpe
Ratio, Sortino Ratio, and Martin Ratio.