Dollar cost averaging (DCA) calc for US stocks?

A place to talk about speculative investing ideas for the optional Variable Portfolio

Moderator: Global Moderator

Post Reply
D1984
Executive Member
Executive Member
Posts: 607
Joined: Tue Aug 16, 2011 7:23 pm

Dollar cost averaging (DCA) calc for US stocks?

Post by D1984 » Wed Sep 08, 2021 2:34 am

First of all, if the mods (Xan or others) believe this should be in the "Stocks" or "Other Discussions" section, please feel free to move it to said section. This board does not have an "Investing - Theory and General" section like Bogleheads has; if it did then I would definitely put this thread there.

I am trying to run some backtests of dollar-cost averaging into the S&P 500 TR (or US TSM TR...but I think S&P 500 data goes back much farther) on a monthly basis (i.e. put in , say, $100 each month in inflation adjusted-terms) in order to figure out what the best and worst real returns would be for a 15-year, 20-year, 30-year, 40-year, and 50-year etc program of doing DCAing as mentioned above. I presume that the worst real returns would come in the periods ending July or August 1921, November 1907, May or June 1932, February 1933, December 1974, November 2008, and March 2009; there were bear markets in 1929, 1937-38, 1946, 1957, 1970, 1981, 2002, and 2020 but these would've had some times during the preceding15/20/30/40/50 years where one could've bought shares cheaply and then rode a big bull market up so the overall returns on a DCA'd portfolio wouldn't have been nearly as bad as in the above years.

I would start this series around, say, Jan 1st 1880. In other words, the first set of returns would be DCA'ing every month starting in Jan 1880 and going to (for the various 15/20/30/40/50 year periods) December 31st of 1894/1899/1909/1919/1929; the next set of returns would start Feb 1st 1880 and would go on to Jan 31st of 1895/1900/1910/1920/1930, and so on until the set of returns starting15/20/30/40/50 years until the present day.

I am aware of the DQYDJ website but it would require several hundred manual entries into the website for each individual data set (and there would be close to 1700 data sets in total and 12 months for each data set times the several hundred for each and every one of them).

What I am really looking for is something like Portfoliovisualizer but that goes back far beyond 1985 or 1972. Does any kind of website with a feature like this exist at all (free, paid, or otherwise)?
Post Reply