20170327backtestLags AAII-SV-CIMI/20170327backtestLags/


Documentation
Data



This routine figures out the best of two portfolios, 4 Tbills Benchmarks and 18 lag structures.
Plotted and listed Below.


DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag8-24 673454.863062
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag21 532641.628132
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag12 491429.297265
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag11 426478.167670
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag10 412087.482262
DMFRB3moTBillCum_VFINX,NAESX,FGOVX_lag12 404953.576257
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag24 400607.812951
DMFRB3moTBillCum_VFINX,NAESX,FGOVX_lag 2 387484.805413
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 5 367881.149299
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag18 352962.886007
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 8 323344.067178
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_ag24-8 310522.145256
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 3 306592.705440
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag 1 298355.532508
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 7 281319.406088
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag 9 270973.359494
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag15 264585.451417
DM6moShiftedFF12MoWindowCum_VFINX,HAINX,VBMFX_lag27 249549.478983
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag15 243641.837824
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 2 239930.654593
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag11 234857.081440
DMFRB3moTBillCum_VFINX,NAESX,FGOVX_lag10 228065.409546
DM6moShiftedFF12MoWindowCum_VFINX,NAESX,FGOVX_lag24 227336.786567
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag30 225101.723401
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 6 220184.401363
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag30 209636.196430
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag 3 198401.999360
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag 5 194534.285892
DM6moShiftedFF12MoWindowCum_VFINX,NAESX,FGOVX_lag8-24 193377.741714
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_ag24-8 189765.270130
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag21 189317.787537
DM6moShiftedFF12MoWindowCum_VFINX,NAESX,FGOVX_lag 9 188304.041533
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag27 183098.486171
DMFRB3moTBillCum_VFINX,NAESX,FGOVX_lag36 170466.806315
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 4 166915.327112
DMFRB1moTBillCum_VFINX,NAESX,FGOVX_lag 8 160947.698532
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag33 158592.280524
DMFRB3moTBillCum_VFINX,HAINX,VBMFX_lag33 154002.371893
DMFRB1moTBillCum_VFINX,NAESX,FGOVX_lag 7 151136.736308
DMFRB1moTBillCum_VFINX,NAESX,FGOVX_lag 6 148563.920253
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag 1 147938.742010
DMFF12MoWindowCum_VFINX,HAINX,VBMFX_lag36 141701.418688
DMFRB1moTBillCum_VFINX,NAESX,FGOVX_lag 4 137354.479038
DMFF12MoWindowCum_VFINX,NAESX,FGOVX_lag18 128090.753962


VFINX_NAESX_FGOVX_lag8-24






VFINX_NAESX_FGOVX_lag8-23






VFINX_NAESX_FGOVX_lag12






VFINX_HAINX_VBMFX_lag8-24






VFINX_HAINX_VBMFX_lag8-23






VFINX_HAINX_VBMFX_lag12






Best2






Best10