Comparative Market Performance for a Buy-Sell Model Versus a Buy-and-Hold Strategy for Eight Tickers The last couple of Security Trading Analytics blog posts introduced and examined the logic of a buy-sell model based on close prices and two exponential moving averages (EMAs). The first post pulled data from the Google Finance site and showed how to implement the model manually within a Google Sheets workbook for two tickers (SPY and SPXL) over a couple of different timeframes. The second post illustrated how to use T-SQL to programmatically implement the buy-sell model and perform backtests from their original close price with a Google Sheets workbook of the model for eight tickers (SPY, SPXL, QQQ, TQQQ, GOOGL, MSFT, NVDA, and PLTR). The current post compares the market performance of the buy-sell model to a buy-and-hold strategy for the eight tickers in the second post. All eight tickers in this post are compared from the first trading date in 20...