Excel: Provided the link to the spreadsheet to complete the work.

https://docs.zoho.com/sheet/published.do?rid=4f6pkeb2abb03bfd94d36b1831397b3ad87f3

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Need to use the Excel to fill out the below

Technical analysis back testing assignment

In this project, you will conduct a basic back-test of a purely technical trading strategy, based on the simple moving average (SMA). The strategy is that you will buy the stock if it moves above its 50 day simple moving average by at least a certain threshold percentage, and sell it if it shoots below the SMA50 by the same percentage.

The included spreadsheet is already set up to test the strategy, given a time series of daily closing prices (using the adjusted close data, which is adjusted for stock splits and dividends). The spreadsheet is loaded with daily adjusted closing prices for SPY (an S&P 500 index ETF). The default settings are a threshold of 5%, and a trading fee of $10 per trade (a realistic fee you might pay per trade on an actual brokerage account).

Your first task is to examine the structure of the spreadsheet, and understand what it is doing.

Then, use the spreadsheet to answer the following questions:

1. With the default settings, what is the date on which you first buy the the ETF?

[insert answer/results here]

2. With the default settings, what is the date on which you first sell the ETF?

[insert answer/results here]

3. With the default settings, what is the total percentage return over the period from the start of the data series (day 50, where SMA50 is first available) to the end, using your trading strategy?

[insert answer/results here]

4. What is the total percentage return of the buy-and-hold strategy of buying the ETF on day 50 (first day that SMA50 is available), and selling at the end?

[insert answer/results here]

5. Looks like the trading strategy with the 5% threshold isn't working too well compared to buy-and-hold, eh? Let's try to tweak the threshold percentage, and see if we can come up with a better result! Tweak the percentage in the range of 0 to 20 (stick to integers), and see which threshold produces the best result. (1) What is the best percentage return you can achieve? (2) What threshold percentage gets you there? (3) Does it beat the buy-and-hold strategy?

[insert answer/results here]

6. Bonus question (+5%): make a new sheet, and adjust the strategy to use the 200-day SMA, then tweak the threshold between 0 and 20, as before. (1) What is the best percentage return you can achieve? (2) What threshold percentage gets you there? (3) Does it beat the buy-and-hold strategy?

[insert answer/results here]

[if you try this question, include the SPY 200-SMA sheet in your spreadsheet]

7. Let's try a different asset. Go back to the default settings, and then import the daily adjusted closing prices for Microsoft (MSFT), for the same time range 1993-01-29 to 2014-10-28. (On finance.yahoo.com, go to historical prices for MSFT, then download the CSV file by clicking the 'download to spreadsheet' button at the bottom.) Don't forget to re-sort the data series to go from oldest to newest. What is the total percentage return of your portfolio when trading MSFT with a threshold of 5%, using SMA50?

[insert answer/results here]

8. What is the total percentage return using buy-and-hold strategy on MSFT?

[insert answer/results here]

9. Tweak the threshold through integers between 0 and 20, and see if you can beat the buy and hold strategy. (1) What is the best percentage return you can achieve? (2) What threshold percentage gets you there? (3) Does it beat the buy-and-hold strategy?

[insert answer/results here]