``` usage: ema [-l LENGTH] [--spy] [--no_bench] [-h] [--export {csv,json,xlsx}] ``` A simple investment strategy where stock is bought when Price > EMA(l) ``` optional arguments: -l LENGTH EMA period to consider (default: 20) --spy Flag to add spy hold comparison (default: False) --no_bench Flag to not show buy and hold comparison (default: False) -h, --help show this help message (default: False) --export {csv,json,xlsx} Export raw data into csv, json, xlsx (default: ) ``` Example: ``` 2022 Feb 16, 09:59 (✨) /stocks/bt/ $ ema Stat AboveEMA MSFT Hold ------------------- ---------- ----------- Start 2019-02-10 2019-02-10 End 2022-02-15 2022-02-15 Risk-free rate 0.00% 0.00% Total Return 53.12% 195.22% Daily Sharpe 0.83 1.33 Daily Sortino 1.32 2.17 CAGR 15.18% 43.21% Max Drawdown -18.91% -28.04% Calmar Ratio 0.80 1.54 MTD -7.29% -3.38% 3m -15.90% -10.43% 6m -6.26% 2.99% YTD -9.30% -10.66% 1Y 0.12% 23.67% 3Y (ann.) 15.26% 42.12% 5Y (ann.) - - 10Y (ann.) - - Since Incep. (ann.) 15.18% 43.21% Daily Sharpe 0.83 1.33 Daily Sortino 1.32 2.17 Daily Mean (ann.) 15.98% 40.51% Daily Vol (ann.) 19.35% 30.43% Daily Skew 0.05 -0.13 Daily Kurt 5.04 10.90 Best Day 7.44% 14.22% Worst Day -6.19% -14.74% Monthly Sharpe 0.77 1.77 Monthly Sortino 1.71 4.66 Monthly Mean (ann.) 16.49% 36.33% Monthly Vol (ann.) 21.45% 20.53% Monthly Skew 0.08 0.21 Monthly Kurt -1.20 -0.14 Best Month 11.83% 17.63% Worst Month -9.55% -7.53% Yearly Sharpe 0.62 0.83 Yearly Sortino 2.29 4.57 Yearly Mean 12.32% 28.12% Yearly Vol 19.76% 33.95% Yearly Skew -0.98 -1.57 Yearly Kurt - - Best Year 29.43% 52.48% Worst Year -9.30% -10.66% Avg. Drawdown -4.56% -2.78% Avg. Drawdown Days 37.27 14.27 Avg. Up Month 6.15% 5.77% Avg. Down Month -4.59% -4.11% Win Year % 66.67% 66.67% Win 12m % 92.31% 100.00% ``` ![ema](https://user-images.githubusercontent.com/46355364/154291933-0243c1b1-29a9-4320-8efb-f589d3b7f220.png)