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Using the Simple Moving Average algorithm (you can use a simple 2 moving averages, one short 40 days and one long 100 days, crossover), you

Using the Simple Moving Average algorithm (you can use a simple 2 moving averages, one short 40 days and one long 100 days, crossover), you should evaluate the indicators for each price series as well as the trading signal when the short crosses over the long. You do not have to use a signal line but can do so if you wish.

Starting with an initial investment of $100,000 evaluate the following assigned tasks.

Recommend the best selection of the periods to be used. In other words, which short period and long period selection would generate the best profit. Naturally, there are many possibilities and you do not need to exhaustively test all of them. Just give a short and long period selection that would outperform the 40/100 day initial default choice. State your profit on $100,000 using your recommended short/long period choice compared to the 40/100 days.

below data is for few days, but actual data is from 2007 to 2017

Date High Low Open Close Volume Adj Close
2/1/08 7.152143002 6.876786232 7.116786003 6.958570957 1079178800 6.00281477
3/1/08 7.04964304 6.88178587 6.978929043 6.961785793 842066400 6.005589962
4/1/08 6.892857075 6.38892889 6.837500095 6.430356979 1455832000 5.547152042
7/1/08 6.557143211 6.079642773 6.473214149 6.344285965 2072193200 5.472902775
8/1/08 6.516428947 6.099999905 6.433570862 6.116071224 1523816000 5.276031971
9/1/08 6.410714149 6.010714054 6.117856979 6.407143116 1813882000 5.527126312
10/1/08 6.464285851 6.264643192 6.342143059 6.357857227 1482975200 5.484609604
11/1/08 6.351786137 6.071428776 6.285714149 6.167500019 1232285600 5.320398331
14/1/08 6.407856941 6.256071091 6.340000153 6.385000229 1100450400 5.508024216
15/1/08 6.400713921 5.88071394 6.347143173 6.03714323 2343278000 5.207944393
16/1/08 6.036070824 5.596428871 5.901071072 5.70142889 2213845200 4.918340683
17/1/08 5.905714035 5.657856941 5.768214226 5.746070862 1757859600 4.956851482
18/1/08 5.919642925 5.70035696 5.77535677 5.76285696 1724343600 4.971331596
22/1/08 5.713571072 5.214285851 5.287857056 5.558570862 2434754000 4.79510355
23/1/08 5 4.505000114 4.863928795 4.966785908 3372969600 4.284599781
24/1/08 5.025000095 4.714643002 4.999642849 4.842856884 2005866800 4.177692413
25/1/08 4.96750021 4.628929138 4.963929176 4.643214226 1554739200 4.005470276
28/1/08 4.757143021 4.516070843 4.577143192 4.643214226 1474844000 4.005470276
29/1/08 4.742499828 4.608929157 4.683928967 4.697856903 1099982800 4.052609921
30/1/08 4.837500095 4.642857075 4.691785812 4.720714092 1243051600 4.07232666
31/1/08 4.880356789 4.621428967 4.623213768 4.834286213 1345674400 4.170300007
1/2/08 4.878213882 4.720714092 4.865714073 4.776785851 1010744000 4.120697975
4/2/08 4.853570938 4.693571091 4.793213844 4.701786041 899234000 4.055998325
5/2/08 4.785714149 4.603570938 4.658214092 4.619999886 1141042000 3.985445499

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