Author: rgearyiii

Subject: Re: Basic GTR1 help request

Date: 8/4/2020

Recommendations: 30

rdutt: GTR1 has a one-click radio button for running a backtest on ^GSPC (the S&P 500) Not anymore. For a long time I`ve been meaning to change the default benchmark symbol from ^GSPC to ^S5T (the S&P 500/90 market capitalization-weighted total return index calculated by the backtester itself back to 19251231), which of course includes all ordinary cash dividends. I automatically stop reading any financial writing that uses the price-return S&P 500 as a "benchmark", whether I suspect the authors are being intentionally deceptive or not, so my backtester ought to reflect this standard as well. This happened to be the first thing I was reading that reminded me at a time when I am able to make the change, so as of now, the default benchmark symbol is ^S5T. Some other benchmark symbols that may be of interest (there are hundreds of GTR1-calculated indexes available): GTR1 Symbol Universe Return Type Weighting Rebalance Daily Return Multiplier Starting Date Proxy For ^S5T S&P 500/90 Total Market Cap Daily 1 19251231 SPY ^S5 S&P 500/90 Price Market Cap Daily 1 19251231 ^GSPC ^S5TE S&P 500/90 Total Equal Staggered Quartly 1 19251231 RSP ^S5TL2 S&P 500/90 Total Market Cap Daily 2 19251231 SSO ^S5TL3 S&P 500/90 Total Market Cap Daily 3 19251231 SPXL ^S5TS1 S&P 500/90 Total Market Cap Daily -1 19251231 SH ^S5TS3 S&P 500/90 Total Market Cap Daily -3 19251231 SPXS ^N1T NASDAQ 100 Total Market Cap Daily 1 19721214 QQQ ^N1 NASDAQ 100 Price Market Cap Daily 1 19721214 ^NDX ^N1TE NASDAQ 100 Total Equal Staggered Quartly 1 19721214 QQQE ^N1TL2 NASDAQ 100 Total Market Cap Daily 2 19721214 QLD ^N1TL3 NASDAQ 100 Total Market Cap Daily 3 19721214 TQQQ ^N1TS1 NASDAQ 100 Total Market Cap Daily -1 19721214 PSQ ^N1TS3 NASDAQ 100 Total Market Cap Daily -3 19721214 SQQQ ^RUTPT Russell-Eligible Middle Half Total Market Cap Daily 1 19251231 IWM ^RUTP Russell-Eligible Middle Half Price Market Cap Daily 1 19251231 ^RUT ^RUTPTE Russell-Eligible Middle Half Total Equal Staggered Quartly 1 19251231 EWRS ^RUTPTL2 Russell-Eligible Middle Half Total Market Cap Daily 2 19251231 UWM ^RUTPTL3 Russell-Eligible Middle Half Total Market Cap Daily 3 19251231 TNA ^RUTPTS1 Russell-Eligible Middle Half Total Market Cap Daily -1 19251231 RWM ^RUTPTS3 Russell-Eligible Middle Half Total Market Cap Daily -3 19251231 TZA ^ZY100T Zero-Yield 100 Total Market Cap Daily 1 19261230 ^ZY100 Zero-Yield 100 Price Market Cap Daily 1 19261230 ^ZY100TE Zero-Yield 100 Total Equal Staggered Quartly 1 19261230 ^ZY100TL2 Zero-Yield 100 Total Market Cap Daily 2 19261230 ^ZY100TL3 Zero-Yield 100 Total Market Cap Daily 3 19261230 ^ZY100TS1 Zero-Yield 100 Total Market Cap Daily -1 19261230 ^ZY100TS3 Zero-Yield 100 Total Market Cap Daily -3 19261230 I use the Zero-Yield 100 (which I defined in http://boards.fool.com/Message.asp?mid=32177298) as a proxy for NASDAQ 100-linked ETFs before 19721214. If there is interest, I can detail more of these indexes. Robbie Geary