Description
The Micro Cap universe is used as a signal for Dual Momentum investing. The graph above represents buying SPY when in RiskOn mode.
This is only evaluated at the end of each month.
When in RiskOff mode extra caution should be taken in the markets.
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | 3848ce50-de35-4fa6-848b-777c93040af2 |
| NoOfTrades | 155.00 |
| NoOfWins | 113.00 |
| NoOfLosses | 42.00 |
| SharpRatio | 0.95 |
| SortinoRatio | 1.21 |
| GrossProfit | $37716.61 |
| FirstDate | 2004-04-30 |
| LastDate | 2024-03-27 |
| FirstEquity | $10000.00 |
| FinalEquity | $47716.61 |
| OpenEquity | $38184.11 |
| LongEquity | $37716.61 |
| ShortEquity | $0.00 |
| PercentWins | 72.90% |
| AveWin | 2.79% |
| AveLoss | -2.73% |
| AveWinLoss | 1.02 |
| Expectancy | 1.30% |
| MedianDrawUp | 14.60% |
| MednDrawDown | -5.67% |
| MaxDrawDown | -14.02% |
| Kelly | 46.40% |
| Thorpe | 11.51 |
| Rachev | 1.23 |
| PAPR | 3.79% |
| APR | 8.17% |
| CalmarRatio | 1.26 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 2004-04-30 | 2004-05-27 | $75.66 | $76.96 | Long | 107 | 1.72% | 10139.35 | 10139.35 |
| SPY | 2004-05-28 | 2004-06-29 | $76.96 | $77.96 | Long | 106 | 1.31% | 10245.95 | 10245.95 |
| SPY | 2004-06-30 | 2004-07-29 | $78.38 | $75.67 | Long | 105 | -3.46% | 9961.40 | 9961.40 |
| SPY | 2004-09-30 | 2004-10-28 | $76.80 | $77.80 | Long | 105 | 1.31% | 10066.74 | 10066.74 |
| SPY | 2004-10-29 | 2004-11-29 | $77.79 | $81.20 | Long | 104 | 4.38% | 10421.10 | 10421.10 |
| SPY | 2004-11-30 | 2004-12-30 | $81.25 | $83.88 | Long | 103 | 3.24% | 10691.99 | 10691.99 |
| SPY | 2004-12-31 | 2005-01-28 | $83.70 | $81.32 | Long | 103 | -2.85% | 10446.63 | 10446.63 |
| SPY | 2005-01-31 | 2005-02-25 | $81.83 | $84.09 | Long | 103 | 2.77% | 10679.87 | 10679.87 |
| SPY | 2005-02-28 | 2005-03-30 | $83.54 | $82.16 | Long | 103 | -1.64% | 10538.33 | 10538.33 |
| SPY | 2005-05-31 | 2005-06-29 | $83.07 | $83.64 | Long | 102 | 0.70% | 10597.29 | 10597.29 |
| SPY | 2005-06-30 | 2005-07-28 | $83.19 | $86.95 | Long | 103 | 4.52% | 10984.81 | 10984.81 |
| SPY | 2005-07-29 | 2005-08-30 | $86.37 | $84.50 | Long | 103 | -2.17% | 10791.41 | 10791.41 |
| SPY | 2005-08-31 | 2005-09-29 | $85.56 | $85.98 | Long | 102 | 0.49% | 10834.00 | 10834.00 |
| SPY | 2005-09-30 | 2005-10-28 | $86.25 | $83.98 | Long | 101 | -2.63% | 10604.61 | 10604.61 |
| SPY | 2005-10-31 | 2005-11-29 | $84.21 | $88.39 | Long | 102 | 4.96% | 11030.75 | 11030.75 |
| SPY | 2005-11-30 | 2005-12-29 | $87.91 | $88.22 | Long | 101 | 0.36% | 11062.28 | 11062.28 |
| SPY | 2005-12-30 | 2006-01-30 | $87.74 | $90.51 | Long | 102 | 3.16% | 11344.77 | 11344.77 |
| SPY | 2006-01-31 | 2006-02-27 | $89.85 | $91.23 | Long | 102 | 1.54% | 11485.65 | 11485.65 |
| SPY | 2006-02-28 | 2006-03-30 | $90.36 | $91.83 | Long | 102 | 1.63% | 11635.61 | 11635.61 |
| SPY | 2006-03-31 | 2006-04-27 | $91.85 | $92.70 | Long | 102 | 0.92% | 11722.20 | 11722.20 |
| SPY | 2006-04-28 | 2006-05-30 | $93.01 | $89.22 | Long | 102 | -4.08% | 11334.68 | 11334.68 |
| SPY | 2006-08-31 | 2006-09-28 | $92.84 | $95.42 | Long | 98 | 2.78% | 11587.97 | 11587.97 |
| SPY | 2006-10-31 | 2006-11-29 | $98.35 | $100.26 | Long | 95 | 1.94% | 11769.70 | 11769.70 |
| SPY | 2006-11-30 | 2006-12-28 | $100.31 | $102.07 | Long | 95 | 1.76% | 11937.31 | 11937.31 |
| SPY | 2006-12-29 | 2007-01-30 | $101.65 | $102.49 | Long | 95 | 0.83% | 12017.09 | 12017.09 |
| SPY | 2007-01-31 | 2007-02-27 | $103.18 | $100.13 | Long | 94 | -2.96% | 11730.35 | 11730.35 |
| SPY | 2007-02-28 | 2007-03-29 | $101.15 | $102.30 | Long | 93 | 1.14% | 11837.48 | 11837.48 |
| SPY | 2007-03-30 | 2007-04-27 | $102.33 | $107.75 | Long | 93 | 5.30% | 12342.11 | 12342.11 |
| SPY | 2007-04-30 | 2007-05-30 | $106.86 | $110.60 | Long | 93 | 3.50% | 12689.93 | 12689.93 |
| SPY | 2007-05-31 | 2007-06-28 | $110.48 | $108.83 | Long | 93 | -1.50% | 12536.06 | 12536.06 |
| SPY | 2007-06-29 | 2007-07-30 | $108.86 | $106.66 | Long | 93 | -2.03% | 12330.79 | 12330.79 |
| SPY | 2007-09-28 | 2007-10-30 | $110.94 | $111.29 | Long | 90 | 0.31% | 12362.20 | 12362.20 |
| SPY | 2007-10-31 | 2007-11-29 | $112.45 | $107.02 | Long | 89 | -4.83% | 11878.80 | 11878.80 |
| SPY | 2008-05-30 | 2008-06-27 | $103.08 | $94.14 | Long | 93 | -8.67% | 11047.42 | 11047.42 |
| SPY | 2008-07-31 | 2008-08-28 | $93.63 | $96.11 | Long | 95 | 2.65% | 11283.06 | 11283.06 |
| SPY | 2009-04-30 | 2009-05-28 | $65.90 | $68.54 | Long | 138 | 4.00% | 11647.16 | 11647.16 |
| SPY | 2009-05-29 | 2009-06-29 | $69.75 | $70.27 | Long | 135 | 0.75% | 11717.58 | 11717.58 |
| SPY | 2009-06-30 | 2009-07-30 | $69.71 | $74.80 | Long | 136 | 7.31% | 12410.41 | 12410.41 |
| SPY | 2009-07-31 | 2009-08-28 | $74.91 | $78.37 | Long | 134 | 4.63% | 12874.65 | 12874.65 |
| SPY | 2009-08-31 | 2009-09-29 | $77.67 | $80.74 | Long | 134 | 3.95% | 13285.55 | 13285.55 |
| SPY | 2009-09-30 | 2009-10-29 | $80.43 | $81.24 | Long | 133 | 1.00% | 13392.94 | 13392.94 |
| SPY | 2009-11-30 | 2009-12-30 | $83.74 | $86.17 | Long | 129 | 2.89% | 13705.65 | 13705.65 |
| SPY | 2009-12-31 | 2010-01-28 | $85.34 | $83.14 | Long | 130 | -2.58% | 13419.94 | 13419.94 |
| SPY | 2010-01-29 | 2010-02-25 | $82.24 | $84.75 | Long | 132 | 3.05% | 13751.49 | 13751.49 |
| SPY | 2010-02-26 | 2010-03-30 | $84.80 | $90.28 | Long | 131 | 6.45% | 14468.39 | 14468.39 |
| SPY | 2010-03-31 | 2010-04-29 | $89.97 | $92.94 | Long | 130 | 3.30% | 14854.25 | 14854.25 |
| SPY | 2010-04-30 | 2010-05-27 | $91.36 | $85.17 | Long | 131 | -6.78% | 14043.35 | 14043.35 |
| SPY | 2010-07-30 | 2010-08-30 | $85.20 | $81.36 | Long | 133 | -4.50% | 13533.68 | 13533.68 |
| SPY | 2010-09-30 | 2010-10-28 | $88.65 | $91.97 | Long | 123 | 3.74% | 13941.63 | 13941.63 |
| SPY | 2010-10-29 | 2010-11-29 | $92.04 | $92.56 | Long | 122 | 0.57% | 14005.12 | 14005.12 |
| SPY | 2010-11-30 | 2010-12-30 | $92.04 | $98.17 | Long | 123 | 6.66% | 14758.95 | 14758.95 |
| SPY | 2010-12-31 | 2011-01-28 | $98.19 | $99.73 | Long | 121 | 1.57% | 14945.07 | 14945.07 |
| SPY | 2011-01-31 | 2011-02-25 | $100.48 | $103.33 | Long | 120 | 2.84% | 15287.07 | 15287.07 |
| SPY | 2011-02-28 | 2011-03-30 | $103.97 | $104.12 | Long | 119 | 0.15% | 15305.20 | 15305.20 |
| SPY | 2011-03-31 | 2011-04-28 | $103.98 | $106.74 | Long | 119 | 2.65% | 15633.68 | 15633.68 |
| SPY | 2011-04-29 | 2011-05-27 | $106.99 | $104.70 | Long | 118 | -2.14% | 15363.48 | 15363.48 |
| SPY | 2011-05-31 | 2011-06-29 | $105.79 | $103.02 | Long | 117 | -2.62% | 15039.20 | 15039.20 |
| SPY | 2011-06-30 | 2011-07-28 | $104.00 | $102.62 | Long | 117 | -1.33% | 14877.84 | 14877.84 |
| SPY | 2011-10-31 | 2011-11-29 | $99.41 | $95.10 | Long | 121 | -4.34% | 14355.47 | 14355.47 |
| SPY | 2011-12-30 | 2012-01-30 | $100.04 | $104.72 | Long | 116 | 4.68% | 14898.27 | 14898.27 |
| SPY | 2012-01-31 | 2012-02-28 | $104.68 | $109.66 | Long | 115 | 4.75% | 15470.30 | 15470.30 |
| SPY | 2012-02-29 | 2012-03-29 | $109.23 | $112.27 | Long | 114 | 2.79% | 15817.77 | 15817.77 |
| SPY | 2012-03-30 | 2012-04-27 | $112.74 | $112.40 | Long | 113 | -0.30% | 15779.77 | 15779.77 |
| SPY | 2012-04-30 | 2012-05-30 | $111.99 | $105.49 | Long | 114 | -5.80% | 15039.55 | 15039.55 |
| SPY | 2012-06-29 | 2012-07-30 | $109.53 | $111.60 | Long | 111 | 1.90% | 15270.01 | 15270.01 |
| SPY | 2012-08-31 | 2012-09-27 | $113.60 | $117.02 | Long | 108 | 3.01% | 15639.64 | 15639.64 |
| SPY | 2012-09-28 | 2012-11-29 | $116.48 | $114.98 | Long | 108 | -1.28% | 15477.99 | 15477.99 |
| SPY | 2012-11-30 | 2012-12-28 | $115.01 | $114.10 | Long | 109 | -0.79% | 15379.41 | 15379.41 |
| SPY | 2012-12-31 | 2013-01-30 | $116.04 | $122.28 | Long | 107 | 5.38% | 16047.26 | 16047.26 |
| SPY | 2013-01-31 | 2013-02-27 | $121.98 | $123.78 | Long | 106 | 1.48% | 16238.15 | 16238.15 |
| SPY | 2013-02-28 | 2013-03-27 | $123.54 | $127.84 | Long | 106 | 3.48% | 16693.79 | 16693.79 |
| SPY | 2013-03-28 | 2013-04-29 | $128.23 | $130.38 | Long | 105 | 1.68% | 16919.81 | 16919.81 |
| SPY | 2013-04-30 | 2013-05-30 | $130.69 | $135.73 | Long | 104 | 3.85% | 17443.30 | 17443.30 |
| SPY | 2013-05-31 | 2013-06-27 | $133.78 | $132.53 | Long | 105 | -0.93% | 17312.65 | 17312.65 |
| SPY | 2013-06-28 | 2013-07-30 | $131.99 | $138.71 | Long | 106 | 5.09% | 18025.19 | 18025.19 |
| SPY | 2013-07-31 | 2013-08-29 | $138.81 | $135.08 | Long | 105 | -2.69% | 17632.97 | 17632.97 |
| SPY | 2013-08-30 | 2013-09-27 | $134.65 | $139.66 | Long | 106 | 3.72% | 18164.03 | 18164.03 |
| SPY | 2013-09-30 | 2013-10-30 | $138.91 | $145.76 | Long | 105 | 4.93% | 18882.86 | 18882.86 |
| SPY | 2013-10-31 | 2013-11-27 | $145.35 | $149.75 | Long | 105 | 3.03% | 19345.59 | 19345.59 |
| SPY | 2013-11-29 | 2013-12-30 | $149.65 | $152.81 | Long | 104 | 2.11% | 19673.42 | 19673.42 |
| SPY | 2013-12-31 | 2014-01-30 | $153.53 | $148.99 | Long | 103 | -2.96% | 19205.93 | 19205.93 |
| SPY | 2014-01-31 | 2014-02-27 | $148.12 | $154.47 | Long | 105 | 4.29% | 19872.78 | 19872.78 |
| SPY | 2014-02-28 | 2014-03-28 | $154.86 | $154.88 | Long | 103 | 0.01% | 19874.62 | 19874.62 |
| SPY | 2014-03-31 | 2014-04-29 | $156.15 | $156.76 | Long | 103 | 0.40% | 19938.26 | 19938.26 |
| SPY | 2014-05-30 | 2014-06-27 | $160.88 | $164.28 | Long | 100 | 2.12% | 20278.60 | 20278.60 |
| SPY | 2014-06-30 | 2014-07-30 | $164.20 | $165.26 | Long | 100 | 0.64% | 20384.31 | 20384.31 |
| SPY | 2014-08-29 | 2014-09-29 | $168.39 | $166.50 | Long | 98 | -1.12% | 20199.68 | 20199.68 |
| SPY | 2014-10-31 | 2014-11-26 | $169.98 | $175.02 | Long | 96 | 2.97% | 20683.56 | 20683.56 |
| SPY | 2014-12-31 | 2015-01-29 | $174.20 | $171.19 | Long | 96 | -1.73% | 20394.73 | 20394.73 |
| SPY | 2015-02-27 | 2015-03-30 | $178.54 | $177.28 | Long | 92 | -0.71% | 20278.65 | 20278.65 |
| SPY | 2015-03-31 | 2015-04-29 | $175.73 | $179.25 | Long | 93 | 2.01% | 20606.40 | 20606.40 |
| SPY | 2015-04-30 | 2015-05-28 | $177.45 | $180.86 | Long | 94 | 1.92% | 20926.48 | 20926.48 |
| SPY | 2015-05-29 | 2015-06-29 | $179.74 | $175.76 | Long | 94 | -2.21% | 20553.11 | 20553.11 |
| SPY | 2015-06-30 | 2015-07-30 | $176.12 | $180.34 | Long | 94 | 2.39% | 20949.53 | 20949.53 |
| SPY | 2015-10-30 | 2015-11-27 | $178.81 | $180.21 | Long | 94 | 0.78% | 21081.29 | 21081.29 |
| SPY | 2015-11-30 | 2015-12-30 | $179.46 | $178.16 | Long | 95 | -0.72% | 20957.71 | 20957.71 |
| SPY | 2016-03-31 | 2016-04-28 | $178.72 | $180.40 | Long | 94 | 0.94% | 21115.48 | 21115.48 |
| SPY | 2016-04-29 | 2016-05-27 | $179.42 | $182.82 | Long | 95 | 1.90% | 21438.49 | 21438.49 |
| SPY | 2016-05-31 | 2016-06-29 | $182.48 | $180.65 | Long | 95 | -1.00% | 21264.94 | 21264.94 |
| SPY | 2016-07-29 | 2016-08-30 | $189.79 | $190.56 | Long | 90 | 0.41% | 21334.17 | 21334.17 |
| SPY | 2016-08-31 | 2016-09-29 | $190.02 | $188.61 | Long | 90 | -0.74% | 21207.40 | 21207.40 |
| SPY | 2016-09-30 | 2016-10-28 | $190.04 | $186.73 | Long | 90 | -1.74% | 20910.09 | 20910.09 |
| SPY | 2016-11-30 | 2016-12-29 | $193.62 | $198.27 | Long | 87 | 2.40% | 21314.81 | 21314.81 |
| SPY | 2016-12-30 | 2017-01-30 | $197.55 | $201.10 | Long | 87 | 1.80% | 21623.90 | 21623.90 |
| SPY | 2017-01-31 | 2017-02-27 | $201.08 | $209.55 | Long | 87 | 4.21% | 22360.48 | 22360.48 |
| SPY | 2017-02-28 | 2017-03-30 | $208.98 | $209.73 | Long | 86 | 0.36% | 22425.07 | 22425.07 |
| SPY | 2017-03-31 | 2017-04-27 | $209.25 | $211.78 | Long | 86 | 1.21% | 22643.39 | 22643.39 |
| SPY | 2017-04-28 | 2017-05-30 | $211.32 | $214.36 | Long | 86 | 1.44% | 22904.45 | 22904.45 |
| SPY | 2017-06-30 | 2017-07-28 | $215.67 | $220.23 | Long | 86 | 2.11% | 23296.43 | 23296.43 |
| SPY | 2017-07-31 | 2017-08-30 | $220.10 | $219.43 | Long | 85 | -0.31% | 23238.81 | 23238.81 |
| SPY | 2017-08-31 | 2017-09-28 | $220.75 | $224.40 | Long | 85 | 1.66% | 23549.67 | 23549.67 |
| SPY | 2017-09-29 | 2017-10-30 | $225.19 | $230.14 | Long | 84 | 2.20% | 23965.30 | 23965.30 |
| SPY | 2017-10-31 | 2017-11-29 | $230.50 | $235.48 | Long | 84 | 2.16% | 24383.93 | 24383.93 |
| SPY | 2017-11-30 | 2017-12-28 | $237.54 | $241.33 | Long | 83 | 1.59% | 24697.76 | 24697.76 |
| SPY | 2017-12-29 | 2018-01-30 | $240.42 | $253.84 | Long | 83 | 5.58% | 25811.91 | 25811.91 |
| SPY | 2018-01-31 | 2018-02-27 | $253.97 | $247.24 | Long | 82 | -2.65% | 25260.07 | 25260.07 |
| SPY | 2018-03-29 | 2018-04-27 | $238.02 | $241.11 | Long | 85 | 1.30% | 25522.24 | 25522.24 |
| SPY | 2018-04-30 | 2018-05-30 | $239.25 | $246.58 | Long | 86 | 3.06% | 26152.32 | 26152.32 |
| SPY | 2018-05-31 | 2018-06-28 | $245.07 | $246.12 | Long | 86 | 0.43% | 26243.15 | 26243.15 |
| SPY | 2018-06-29 | 2018-07-30 | $246.48 | $254.36 | Long | 86 | 3.20% | 26920.60 | 26920.60 |
| SPY | 2018-07-31 | 2018-08-30 | $255.61 | $263.76 | Long | 85 | 3.19% | 27613.34 | 27613.34 |
| SPY | 2018-08-31 | 2018-09-27 | $263.77 | $265.31 | Long | 84 | 0.58% | 27742.83 | 27742.83 |
| SPY | 2018-09-28 | 2018-10-30 | $265.34 | $244.39 | Long | 84 | -7.89% | 25983.35 | 25983.35 |
| SPY | 2019-01-31 | 2019-02-27 | $247.83 | $256.34 | Long | 84 | 3.43% | 26698.28 | 26698.28 |
| SPY | 2019-02-28 | 2019-03-28 | $255.87 | $258.86 | Long | 84 | 1.17% | 26949.74 | 26949.74 |
| SPY | 2019-04-30 | 2019-05-30 | $271.13 | $257.31 | Long | 80 | -5.10% | 25843.89 | 25843.89 |
| SPY | 2019-06-28 | 2019-07-30 | $271.51 | $278.66 | Long | 77 | 2.63% | 26394.72 | 26394.72 |
| SPY | 2019-09-30 | 2019-10-30 | $276.28 | $283.14 | Long | 77 | 2.48% | 26923.03 | 26923.03 |
| SPY | 2019-11-29 | 2019-12-30 | $292.61 | $300.37 | Long | 74 | 2.65% | 27497.69 | 27497.69 |
| SPY | 2019-12-31 | 2020-01-30 | $301.10 | $306.55 | Long | 73 | 1.81% | 27895.14 | 27895.14 |
| SPY | 2020-04-30 | 2020-05-28 | $273.41 | $285.17 | Long | 82 | 4.30% | 28859.15 | 28859.15 |
| SPY | 2020-06-30 | 2020-07-30 | $291.53 | $306.28 | Long | 80 | 5.06% | 30039.03 | 30039.03 |
| SPY | 2020-07-31 | 2020-08-28 | $308.70 | $331.44 | Long | 78 | 7.37% | 31813.28 | 31813.28 |
| SPY | 2020-08-31 | 2020-09-29 | $330.24 | $315.50 | Long | 78 | -4.46% | 30663.35 | 30663.35 |
| SPY | 2020-09-30 | 2020-10-29 | $317.89 | $313.23 | Long | 78 | -1.47% | 30299.81 | 30299.81 |
| SPY | 2020-10-30 | 2020-11-27 | $309.97 | $345.21 | Long | 79 | 11.37% | 33084.20 | 33084.20 |
| SPY | 2020-11-30 | 2020-12-30 | $343.68 | $354.62 | Long | 77 | 3.18% | 33926.37 | 33926.37 |
| SPY | 2020-12-31 | 2021-01-28 | $356.42 | $360.00 | Long | 77 | 1.00% | 34201.64 | 34201.64 |
| SPY | 2021-01-29 | 2021-02-25 | $352.79 | $364.48 | Long | 78 | 3.31% | 35113.27 | 35113.27 |
| SPY | 2021-02-26 | 2021-03-30 | $362.60 | $377.53 | Long | 78 | 4.12% | 36278.09 | 36278.09 |
| SPY | 2021-03-31 | 2021-04-29 | $379.06 | $401.76 | Long | 77 | 5.99% | 38025.70 | 38025.70 |
| SPY | 2021-04-30 | 2021-05-27 | $399.12 | $401.02 | Long | 77 | 0.48% | 38172.25 | 38172.25 |
| SPY | 2021-05-28 | 2021-06-29 | $401.74 | $410.42 | Long | 76 | 2.16% | 38832.14 | 38832.14 |
| SPY | 2021-06-30 | 2021-07-29 | $410.77 | $422.85 | Long | 76 | 2.94% | 39750.33 | 39750.33 |
| SPY | 2021-07-30 | 2021-08-30 | $420.80 | $433.96 | Long | 76 | 3.13% | 40750.94 | 40750.94 |
| SPY | 2021-08-31 | 2021-09-29 | $433.32 | $418.25 | Long | 76 | -3.48% | 39605.61 | 39605.61 |
| SPY | 2021-09-30 | 2021-10-28 | $413.14 | $441.23 | Long | 77 | 6.80% | 41768.69 | 41768.69 |
| SPY | 2021-10-29 | 2021-11-29 | $442.13 | $447.28 | Long | 76 | 1.16% | 42160.13 | 42160.13 |
| SPY | 2023-01-31 | 2023-02-27 | $399.10 | $390.51 | Long | 85 | -2.15% | 41429.88 | 41429.88 |
| SPY | 2023-06-30 | 2023-07-28 | $438.54 | $452.04 | Long | 76 | 3.08% | 42455.45 | 42455.45 |
| SPY | 2023-07-31 | 2023-08-30 | $452.90 | $446.19 | Long | 75 | -1.48% | 41952.38 | 41952.38 |
| SPY | 2023-11-30 | 2023-12-28 | $453.14 | $475.20 | Long | 74 | 4.87% | 43585.34 | 43585.34 |
| SPY | 2023-12-29 | 2024-01-30 | $473.83 | $489.36 | Long | 74 | 3.28% | 44734.66 | 44734.66 |
| SPY | 2024-01-31 | 2024-02-28 | $481.37 | $504.68 | Long | 75 | 4.84% | 46482.70 | 46482.70 |
| SPY | 2024-02-29 | 2024-03-27 | $506.50 | $523.17 | Long | 74 | 3.29% | 47716.61 | 47716.61 |
Signals
| Strategy | Size | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| DMIndicatorMC | 0.80 | SPY | 2024-03-28 | Hold |
Long | -5.34% | EndOfMonth |