Beat Nasdaq with Stochastic Momentum Index

Beating Nasdaq with Stochastic Momentum Index

Nasdaq, also called Nasdaq  Composite is a stock market index that includes almost all stocks listed on the Nasdaq stock market. To be included in the index a stock must be listed on the Nasdaq market and it must be a common stock of an individual company - preferred stocks, exchange traded funds and other securities are not included. There are more than 3400 stocks listed in Nasdaq at the time of this writing - end of 2020. Nasdaq has a high concentration of companies in the technology sector. The index is weighted by market capitalization and some of the largest companies in the world are Nasdaq listed. 

Test 3 

sell rule : ClosePrice[i] < SMA27[i] && StocMomIndex(12, 4, 3)[i - 2]- StocMomIndex(12, 4, 3)[i]> 16.38 && StocMomIndex(12, 4, 3)[i - 2]>73.47

buy rule : SMI(i,9,3,3)>SMI(i-1,9,3,3)>SMI(i-2,9,3,3)

Result: 

You have bought shares  = 4.0633887672477345 for 1000.0000000000001 dolars at 1984-12-31

You should sell at 2007-07-30 sell price = 2511.25
Now you have shares = 0 but your cash is = 10204.185041750874

You should buy at  2007-08-27 buy price = 2596.360107
Now you have shares = 3.9301886568968434 but your cash is = 0

You should sell at 2007-11-12 sell price = 2637.23999
Now you have shares = 0 but your cash is = 10364.850694212744

You should buy at  2007-12-24 buy price = 2674.459961
Now you have shares = 3.8754929388949426 but your cash is = 0

You should sell at 2010-05-03 sell price = 2265.639893
Now you have shares = 0 but your cash is = 8780.471407400193

You should buy at  2010-07-12 buy price = 2179.050049
Now you have shares = 4.029495059753073 but your cash is = 0

You should sell at 2015-12-14 sell price = 4923.080078
Now you have shares = 0 but your cash is = 19837.526853069776

You should buy at  2016-01-25 buy price = 4613.950195
Now you have shares = 4.299467054188645 but your cash is = 0

You should sell at 2020-02-24 sell price = 8567.370117
Now you have shares = 0 but your cash is = 36835.12555908182

You should buy at  2020-04-06 buy price = 8153.580078
Now you have shares = 4.517662818872706 but your cash is = 0

Now you have shares = 4.517662818872706
Your total cash is = 0
The current value of SP500 index is 12804.734375
Congratulations! You have BEAT the Market over the past 35 years with 11.17968468305499 % !!!
Time elapsed: 00:19:42.1957783

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Return = 4.5177/4.0634=111.2% of Nasdaq return