{"id":37705,"date":"2014-05-22T14:59:06","date_gmt":"2014-05-22T18:59:06","guid":{"rendered":"http:\/\/www.smbtraining.com\/blog\/?p=37705"},"modified":"2014-05-22T15:28:11","modified_gmt":"2014-05-22T19:28:11","slug":"spx-ratio-spread-3-year-back-test","status":"publish","type":"post","link":"https:\/\/www.smbtraining.com\/blog\/spx-ratio-spread-3-year-back-test","title":{"rendered":"SPX Ratio Spread: 3 Year Back Test"},"content":{"rendered":"<p>I recently completed a third year of back testing the SPX Ratio Spread on the SPY Detector signals. Without any changes to the rules or the signals, 2012 had remarkably similar results to the previous two years which were much more volatile.<\/p>\n<p>Here is some documentation for this back test:<\/p>\n<ul>\n<li>PDF Overview:\u00a0<a href=\"http:\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/05\/SPX-Ratio-Spread-Back-Testing-Results-Part-2.pdf\" target=\"_blank\">SPX Ratio Spread Back Testing Results &#8211; Part 2<\/a><\/li>\n<li>Excel spreadsheet: Day-by-day:\u00a0<a href=\"http:\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/05\/SPX-Ratio-on-SPY-Detector-V1.xlsx\" target=\"_blank\">SPX Ratio on SPY Detector V1<\/a><\/li>\n<li>Excel spreadsheet: Trade-by-trade\u00a0<a href=\"http:\/\/www.smbtraining.com\/blog\/wp-content\/uploads\/2014\/05\/One-Export-2010-2012.xlsx\" target=\"_blank\">ONE Export 2010-2012<\/a><\/li>\n<\/ul>\n<p>Let me know if you have any questions.<\/p>\n<p>Feel free to email if you want updates on the testing and development of this system.<\/p>\n<p>Andrew Falde<br \/>\nafalde@smbcap.com<\/p>\n<p>Please note: This\u00a0information was gathered in a simulated back test using historic data. No relevant positions.\u00a0<a href=\"http:\/\/www.cboe.com\/resources\/intro.aspx\">Options Risk Disclaimer<\/a><\/p>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>I recently completed a third year of back testing the SPX Ratio Spread on the SPY Detector signals. Without any changes to the rules or the signals, 2012 had remarkably similar results to the previous two years which were much more volatile. Here is some documentation for this back test: PDF Overview:\u00a0SPX Ratio Spread Back Testing Results &#8211; Part 2 &#8230; <a href=\"https:\/\/www.smbtraining.com\/blog\/spx-ratio-spread-3-year-back-test\" class=\"more-link\">Read More<\/a><\/p>\n","protected":false},"author":1039,"featured_media":37711,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2063,1937],"tags":[3888,4683,2136,1545],"class_list":["post-37705","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-smb-options-2","category-systems-trading","tag-back-test","tag-options","tag-spx","tag-system"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.1.1 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>SPX Ratio Spread: 3 Year Back Test | SMB Training<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.smbtraining.com\/blog\/spx-ratio-spread-3-year-back-test\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"SPX Ratio Spread: 3 Year Back Test | SMB Training\" \/>\n<meta property=\"og:description\" content=\"I recently completed a third year of back testing the SPX Ratio Spread on the SPY Detector signals. Without any changes to the rules or the signals, 2012 had remarkably similar results to the previous two years which were much more volatile. Here is some documentation for this back test: PDF Overview:\u00a0SPX Ratio Spread Back Testing Results &#8211; Part 2 ... 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