Is there a way to back test using the moving average? For example, I would
like to back test stock index data. I would like to use the moving average
information to give a buy or sell signal. If the security data point was
above the moving average, we would own the security and if the data point was
below the moving average, we would be out of the security. I would like to
take the days we own the security and calculate an annualized rate of return.


Thanks,