Quote Originally Posted by aly View Post
I would also like to see a SPY robot.

I understand the performance may be worse than the IWM Robot. Possible reasons for this include the general outperformance of small caps than large caps in recent years and the beta of IWM vs SPY (I think the beta of IWM is about 1.18 or so).
Here are two return tables (with stats included, but no pivots).
The LT signal is for both linked to the 20DMF.

Name:  IWM.gif
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Name:  SPY.gif
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SPY data is until May 20 (when I did that work). IWM is until yesterday.
Both start in August 2007

Pascal