Can anyone share reliable historical data for SPY. Daily
OHLC. The "Past Data" on stockcharts.com is showing me
different prices than Matt's Trade History.
I wrote this in response to a question last week from Susan
about SPY quotation data:
Susan,
Beware of SPY on Stockcharts.com (or any equity that issues
dividends and cap gains), including stocks. I think Stockcharts is
generally fine for intraday charts, however Stcokcharts is one of
the few (I can't find another) that adjusts past prices not just
for splits (they all do that)
but also for dividends
and cap gains distributions!
You can verify this by checking some major SPY top or bottom in
the past on another charting service and comparing to Stockcharts.
They are different! Stockcharts historical data is artificially
adjusted downward.
What does it mean? Stockcharts is fabulous for comparing long
term total returns because it includes dividends. Good for buy and
hold investors and value investors. However, for short term
traders, you can't pinpoint old gaps, tops and bottoms that may
come into play.
It is generally fine for intraday charts as they usually do the
adjustments for dividends and cap gains once a quarter. Know when
SPY is adjusted so this doesn't throw you a head scrathing
curveball the day after.
I discussed this with the owner of Stockcharts, Chip Anderson, a
couple months ago when he spoke at our monthly cycles meeting in
Buena Park, CA and he confirmed what I just said. There is info
about it on stoccharts if you snoop around.
Damn, I didn't know you can download it in CSV format. It would
have saved me a ton of time when I was making worksheets for the
SPY system. The worksheet is similar to the one Tad51 created,
except I substituted SSO for SPY. Here's some stats. SSO started
trading in 2006, so all stats are from July 12, 2006 to the
present. I used $10,000 as a starting point:
BPT SPY Swing System Single-Entry using SSO/100% Compounding-
$10,000 turned to $815,639.21
BPT SPY Swing System Multi-Entry with 40/20/20/20 scale-in using
SSO/50% Compounding - $10,000 turned to $39,412.71
BPT SPY Swing System Multi-Entry 40/20/20/20using SSO with 100%
Compounding - $10,000 turned to $148,280.62
BPT SPY Swing System Multi-Entry 40/60 using SSO with 50%
Compounding - Performance from 6/21/2006 - $10,000 turned to
$57,574.02
BPT SPY Swing System Multi-Entry 40/60 using SSO with 100%
Compounding - $10,000 turned to $304,758.73
BPT SPY Swing System Multi-Entry 80/20 using SSO with 50%
Compounding - $10,000 turned to $95,134.47
BPT SPY Swing System Multi-Entry 80/20 using SSO with 100%
Compounding - $10,000 turned to $809,641.36
SPY Historical
Posted by ascr on 11th of May 2011 at 12:12 pm
Can anyone share reliable historical data for SPY. Daily OHLC. The "Past Data" on stockcharts.com is showing me different prices than Matt's Trade History.
Thanks everyone. Much appreciated!
Posted by ascr on 11th of May 2011 at 12:52 pm
Thanks everyone. Much appreciated!
Beware Stockcharts data is Total Return !
Posted by dougmil on 11th of May 2011 at 12:27 pm
Ascr,
I wrote this in response to a question last week from Susan about SPY quotation data:
Susan,
Beware of SPY on Stockcharts.com (or any equity that issues dividends and cap gains), including stocks. I think Stockcharts is generally fine for intraday charts, however Stcokcharts is one of the few (I can't find another) that adjusts past prices not just for splits (they all do that) but also for dividends and cap gains distributions!
You can verify this by checking some major SPY top or bottom in the past on another charting service and comparing to Stockcharts. They are different! Stockcharts historical data is artificially adjusted downward.
What does it mean? Stockcharts is fabulous for comparing long term total returns because it includes dividends. Good for buy and hold investors and value investors. However, for short term traders, you can't pinpoint old gaps, tops and bottoms that may come into play.
It is generally fine for intraday charts as they usually do the adjustments for dividends and cap gains once a quarter. Know when SPY is adjusted so this doesn't throw you a head scrathing curveball the day after.
I discussed this with the owner of Stockcharts, Chip Anderson, a couple months ago when he spoke at our monthly cycles meeting in Buena Park, CA and he confirmed what I just said. There is info about it on stoccharts if you snoop around.
Doug Milliken
I'm not typically a big fan of Yahoo but...
Posted by CopperMtn on 11th of May 2011 at 12:18 pm
here is a link to SPY historical prices. You can download in a CSV format I believe.
http://finance.yahoo.com/q/hp?s=SPY+Historical+Prices
Damn, I didn't know you
Posted by cw12 on 11th of May 2011 at 12:49 pm
Damn, I didn't know you can download it in CSV format. It would have saved me a ton of time when I was making worksheets for the SPY system. The worksheet is similar to the one Tad51 created, except I substituted SSO for SPY. Here's some stats. SSO started trading in 2006, so all stats are from July 12, 2006 to the present. I used $10,000 as a starting point:
BPT SPY Swing System Single-Entry using SSO/100% Compounding- $10,000 turned to $815,639.21
BPT SPY Swing System Multi-Entry with 40/20/20/20 scale-in using SSO/50% Compounding - $10,000 turned to $39,412.71
BPT SPY Swing System Multi-Entry 40/20/20/20using SSO with 100% Compounding - $10,000 turned to $148,280.62
BPT SPY Swing System Multi-Entry 40/60 using SSO with 50% Compounding - Performance from 6/21/2006 - $10,000 turned to $57,574.02
BPT SPY Swing System Multi-Entry 40/60 using SSO with 100% Compounding - $10,000 turned to $304,758.73
BPT SPY Swing System Multi-Entry 80/20 using SSO with 50% Compounding - $10,000 turned to $95,134.47
BPT SPY Swing System Multi-Entry 80/20 using SSO with 100% Compounding - $10,000 turned to $809,641.36
Yahoo has it. You can
Posted by cw12 on 11th of May 2011 at 12:17 pm
Yahoo has it. You can go all the way back to 1993.
SPY