S&P 500 Simple Moving Average Data Since 1950
October 1, 2009

I've received several emails asking why my S&P 500 moving average charts only go back to 1995 even though I frequently mention the data since 1950. There are two reasons: 1) the charts are primarily intended to illustrate the principle, and 2) 59 years of crossovers wouldn't be legible on the typical computer screen.

For those who would like to see the 10- and 12-month simple moving averages and the equity-versus-cash positions since 1950, here's an Excel file (xls format) of the data. My source for the monthly closes (Column B) is Yahoo! Finance. Columns D and F shows the positions signaled by the month-end close for the two SMA strategies.