The 200-Day Rule on SPY: 7.2% a Year vs 12.5% Holding

The 200-day moving-average timing rule (exit SPY when price crosses below its 200-day average, re-enter above it) returned 7.2% a year over 2010-10-19 to 2026-09-11. Buying and holding SPY over the same window returned 12.5% a year.

Method. Daily SPY bars, the rule scored only once it has 200 bars of history, 10bps/side per switch trading cost charged on every switch, compared against buy-and-hold on the exact same window (not a longer or shorter one).

General information only. It doesn't consider your objectives, finances or needs. Tickfloor holds no financial services licence and never places trades.

Does the 200-day rule beat buying and holding SPY?

No. Over 2010-10-19 to 2026-09-11, the 200-day SMA timing rule returned 7.2% a year on SPY versus 12.5% a year for buying and holding, after 10bps/side per switch trading cost per switch.

What period was this measured over?

2010-10-19 to 2026-09-11, the full window the SPY price cache covers once the rule has 200 bars to work with.

Is this Tickfloor's own performance?

No. This is a backtest of a specific rule (exit when price crosses below its 200-day average, re-enter above it) on one index, not a claim about Tickfloor's agreement score or any live trade.

Full context in the evidence page's registry of 351 tested strategies, or the strategy family index.

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