Ratio MA Substitutes
Mar 24, 2026
in Parameter Summary, Ratio
Last year we added a Substitute function to the Moving Average and Channel backtests, which made it possible to specify a different / replacement security for the execution of the trades.
We’ve now also added Substitute functionality to the following:
A Substitute can be nominated for either the Risk-On Security, the Risk-Off security, or both.
In the following Ratio MA example, when the VUG / RSP ratio is above its 5-month moving average (i.e. the ratio is trending up because VUG is outperforming RSP), rather than buying VUG, the backtest invests in QQQ. When the ratio is below its MA, the backtest switches to SCHD.
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note:
The Ratio MA Composite Backtest and Ratio MA Parameter Performance Summary are available to all (regular and pro) annual subscribers.
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