I wanna backtest a strategy that involves owning Vanguard sector funds above their 200-MA & selling below it. Whats the best way to do that?


Vanguard has a super low cost ETF for each sector of the market (Financials, Energy, Utilities, Industrials, Materials, Technology, consumer discretionary, consumer staples and health care).

Basically my idea is to own these ETFs only while they are above their 200 day moving average, and then sell them as they dip below the 200 day MA.

At different points throughout the market cycle, these sectors will preform better relative to their peers and the idea behind this strategy is that I try to always have my money in the sectors that are doing better.

Before I implement this, I wanna see how this strategy would have preformed historically.

Is there a way to backtest this strategy where I only own these funds while they are above their 200 day moving average?


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