Security Trading Analytics

Gain Lock In Backtests for Trading ETFs Based on Major Market Indexes  The Security Trading Analytics blog includes a growing series of posts featuring the Proper Order Gain Lock‑in (POGL) model because of its repeated success in different contexts.   The model implements an algorithm for specifying when to buy and sell a financial security.   This post presents backtested results for the model’s gain lock-in feature. If you have ever been frustrated by watching accumulated gains evaporate before you can harvest them, this post may be worth your time. Data analysts may also find value in the discussion of the model, the demonstration of a backtesting workflow, and the evaluation of backtested outcomes. Listener‑friendly audio deep dives on the POGL model are available in either of the following posts: A Preliminary Analysis of EMA Period Lengths and Price Action in a Buy-Sell Model Posts On Single-Stock ETFs and Modeling Buy-Sell Decisions An Overview of the POGL Model Th...

  Comparing Bull/Bear ETF Returns: Reusable Spreadsheets for Excel & Google Sheets Google Sheets and Microsoft Excel both offer powerful built-in functions for retrieving historical ticker prices.  These tools empower you to evaluate price trends and backtest trading strategies.  This post provides ready-to-use spreadsheet templates designed to automate market data downloads and compute returns.  Within this prior blog post , you can find an introductory comparison of the Google Sheets and Microsoft for downloading historical ticker prices. By analyzing pairs of Bull and Bear ETFs, you can verify data quality and confirm if performance aligns with your expectations.  For example, Bull ETFs generally appreciate while Bear ETFs normally decline over time – especially longer-run timeframes.  Even if market conditions cause Bull ETFs to decline, it is reasonable to expect Bear ETFs to decline more over an evaluation timeframe.  Additionally, ticker pr...