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Backtest notes in Python

Notes from testing market data and rule-based strategies in Python.

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Strategy Backtest US ETF

SPY 200-Day Moving Average Backtest in Python

A reproducible SPY 200 day moving average backtest using adjusted close data, lagged signals, transaction costs, and Python-generated CSV outputs.

#SPY#moving-average#trend-following
Updated Jul 03, 2026 / Yahoo Finance via yfinance, adjusted OHLCV

What each note includes

Rule

The rule being tested, when the signal is calculated, and when the trade is assumed to happen.

Data

The data source, date range, benchmark, and basic cost assumptions.

Result

Charts, summary metrics, code links, and known limitations.