How To Backtest ETF Trading Strategies In Excel (FULL Tutorial w/ Best Practices + Examples)

@TactileTrade truly outstanding video. Succinct, functional, valuable! Built a backtest of my monthly GTAA risk-management trading approach!

Awesome video, very helpful!

very useful info but can you export indicator data to excel not just open close high and low eg. cci,roc .....

excellent video mate. ive sent you an email would be great if you could respond one time. thanks

What happend to this channel? Great content

wheres the actual balance if u trades two times at day

Bro your knowledge is valuable why you have no new videos

Excellent!!!... Can u help as how can I include Target and stop loss?

Hi, It is possible for you on paid basis to prepare a excel backtesting file, I will share strategy calculation signals n data, you just need to write your logics to get the summary of backtesting result

let me know if you can do this...

Hi Eli!! Solid Video, just a quick question - when the Trade Count is "Trade", how many units of QQQ are sold? Is it selling the entire capital of 10000 and re-buying $10k worth of TLT?

To automate your return box, you could use: a sum.if / vertical look up to find the ending day of a month and the starting day of a month

Complimenti per il tutorial, qual'è la procedura per avere questo foglio di calcolo? è in vendita, posso averlo per studiare? sarebbe importante. Grazie

Hey man, as you said you can automate this by using a two-way Vlookup/match function that searches for year, then month. Hope it helps!

amazing

Very informative video. I wish I watched it just after uploading the video.

What about short selling? How shiuld i adjust the percentage change? Just adding a *-1 at the end of the formula, or inversing it? I tested both and they both have tracking error

Thank you so much for making this.

PS; you’re really cute

Excellent video. Lots of useful ideas for creating a backtesting. Thank you very much for sharing this video!

Need intraday back tester. What is best source for minute by minute data? Entry (short sell put) will be based on underlying movement / trigger then must sell the put based on dte and delta. Position is closed based on new underlying trigger or prior to days close.

Halfway trough the video and i can’t thank you enough for this

thanks for your video!
do you use some kind of backtesting software except Excel?)

Great tutorial video, from my experience on trading, one thing I can attest to is that with adequate support from a qualified personnel can go a long way in helping you gain unvarying profit.

Awesome video!

can you sell us this spreadsheet?

He has "the Patagonia" I hope he works for a bank.

Thanks a lot.

Hey Eli! Thanks for the great content! I have a question on how to rebalance a portfolio. Could I use this content as a template and just program the rebalancing logic into it? Working over different data? It would be fairly straightforward, 1/4 allocation into 4 seperate asset classes rebalanced monthly. I imagine it could just be implemented into a simple rule but I just started learning excel! Thanks!

Are you guys aware of Behavioral-ETFs?

Could I use those ideas for FX trading?

Thank you very much . Detailed video

Hey Eli, I have a trade strategy I would like to back test but it’s based on a scale trading idea. Any chance you can consult with me?

Amazing Vid

And market value of this course is 14999 rupee here. in India.

very clear, structured and useful content. thank you.

thank you for sharing excel sheet one more thing is should i use adjusted close or close i am making excel sheet on your idea

CTRL + SHIFT + Down is your friend..

Nice Job Eli. I tried creating the spreadsheet in Google Sheets. For automating monthly returns I created an intermediary year/month table for capital net of fees at month end using the example formula below in each cell.

=IFNA(INDEX(FILTER($H$4:$H, MONTH($A$4:$A) = MONTH(P$45&1), YEAR($A$4:$A) = $O46),COUNTA(FILTER($H$4:$H, MONTH($A$4:$A) = MONTH(P$45&1), YEAR($A$4:$A) = $O46)),1),0)

This searches the date column (A) for the last day of the month and retrieves the corresponding Capital Net of fees (H). I then calculated the monthly returns in another table based on this. Something similar should work in Excel.

One tip! For Beta, you can use the function called "Slope".

Is this backtest really correct? If you base your strategy rules on closing data you won't be able to buy until the next open which often is a completely different price than the close. Great video though, helped me a lot!

Can you share the link of this sheet

Great video Sir. I really appreciate it. Thank you.

hi, is there anyway through excel to monitor the probability of a price change and by how much? through historical data...

Incredible and Genuine content. Thank you.

👍👍🙏