SMA Period Analysis Tool

This tool lets you analyze the performance of different SMA (Simple Moving Average) periods across historical data. The analysis runs simulations across all historical periods of the specified length to help you find the optimal SMA period.

SMA Period Range

Investment Parameters

S&P 500 Total Return Index

March 20, 1885 till today

ProShares Ultra S&P 500 - A 2x leveraged daily ETF

years
$
$

Advanced Parameters

The SMA trading strategy and tax parameters below apply to the leveraged investment only. Non-leveraged results are always calculated without SMA and taxes for comparison.

Check frequency: 1 days
Spread: 0.18 %
Trading cost: 1 $
Tax rate: 19 %
Tax-free allowance: 1000 $

Analysis Results

Click on column headers to sort by that metric. The table shows results for all SMA periods from 50 to 400 in steps of 25. For each SMA period, we've run simulations across all possible 30-year timeframes in the historical data.

About

Learn