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MO Equity Backtester
1 - Select from the following dropdown menus, pick any combination of variables.
2 - Figure will take ~10s to generate and refresh when complete.
3 - If figure does not generate, there are no matches. Try a similar combination.
Ticker
10 Year US Note
2 Year US Note
30 Year US Bond
5 Year US Note
AUD/USD
BTCUSD
CAD/USD
CHF/USD
Cocoa
Coffee
Copper
Corn
Cotton No. 2
DJIA
DXY
ETHUSD
EUR/USD
GBP/USD
Gold
Heating Oil
JPY/USD
Lean Hogs
Live Cattle
Lumber
MXN/USD
Nasdaq 100
Natural Gas
Nikkei
NZD/USD
Oats
Orange Juice
Palladium
Platinum
RBOB Gasoline
Rough Rice
S&P 500
Silver
Soybeans
VIX
Wheat
WTI Crude Oil
Consec. Bars
1
2
3
4
5
6
7
8
9
10
Bull / Bear
Bear
Bull
Width
Day
Month
Week
SQN Regime
BBear
BBull
BearQ
BearV
BullQ
BullV
Neutral
None
MO Summary Predictor |
New!
In addition to the customizable equity backtester above, we've created a summary view of expected price action for the next ten weeks. Instead of
you
defining arbitrary price action (bull/bear patterns) and SQN regimes (like the tool above) for each underlying, we've captured the
current
price action
and
SQN regime. We take the
current
price action/SQN regime combinations and find past occurences where price action patterns and SQN regime are equal to current. The forecasted returns below are an average of observed returns. We only include underlyings with > 30 occurences to ensure signal integrity. These data are updated weekly.