Description
The Hanly strategy is based on the work of swhanly and Gary Antonacci
This uses the following risk-on assets: VFINX, VINEX, with VUSTX being the risk off haven It will buy one risk-on asset at a time.
Trading happens on the Close of the signal day, the last trading day of the month
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | default |
| NoOfTrades | 24.00 |
| NoOfWins | 18.00 |
| NoOfLosses | 6.00 |
| SharpRatio | 0.66 |
| SortinoRatio | 0.80 |
| GrossProfit | $23363.41 |
| FirstDate | 2010-12-30 |
| LastDate | 2023-05-31 |
| FirstEquity | $10000.00 |
| FinalEquity | $33363.41 |
| OpenEquity | $30047.44 |
| LongEquity | $23363.41 |
| ShortEquity | $0.00 |
| PercentWins | 75.00%% |
| AveWin | 10.37% |
| AveLoss | -6.06% |
| AveWinLoss | 1.71 |
| Expectancy | 6.26% |
| AveDrawUp | 30.47% |
| AveDrawDown | -11.82% |
| MaxDrawDown | -28.04% |
| Kelly | 60.38% |
| Thorpe | 70.89 |
| Rachev | 0.88 |
| APR | 10.19% |
| CalmarRatio | 0.86 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| VINEX | 2010-12-30 | 2011-02-28 | $10.09 | $10.38 | Long | 894.0 | 2.91% | 1064.92 | 10261.98 |
| VFINX | 2011-02-28 | 2011-04-29 | $97.84 | $100.75 | Long | 94.0 | 2.97% | 1028.31 | 10535.53 |
| VINEX | 2011-04-29 | 2011-06-30 | $10.94 | $10.37 | Long | 869.0 | -5.19% | 1032.43 | 10042.13 |
| VFINX | 2011-06-30 | 2012-10-31 | $97.93 | $107.58 | Long | 92.0 | 9.86% | 1072.01 | 10930.08 |
| VINEX | 2012-10-31 | 2013-03-28 | $9.24 | $10.26 | Long | 1067.0 | 11.07% | 1278.80 | 12021.05 |
| VFINX | 2013-03-28 | 2013-04-30 | $120.70 | $123.00 | Long | 89.0 | 1.91% | 1201.65 | 12226.08 |
| VINEX | 2013-04-30 | 2013-05-31 | $10.64 | $10.59 | Long | 1036.0 | -0.49% | 1221.47 | 12171.80 |
| VFINX | 2013-05-31 | 2013-08-30 | $125.87 | $126.67 | Long | 87.0 | 0.63% | 1199.32 | 12241.33 |
| VINEX | 2013-08-30 | 2014-04-30 | $10.86 | $13.01 | Long | 1017.0 | 19.81% | 1414.26 | 14429.00 |
| VFINX | 2014-04-30 | 2015-03-31 | $147.89 | $165.27 | Long | 88.0 | 11.75% | 1565.65 | 15958.36 |
| VINEX | 2015-03-31 | 2015-10-30 | $13.07 | $13.14 | Long | 1101.0 | 0.51% | 1581.70 | 16031.67 |
| VFINX | 2015-10-30 | 2016-09-30 | $168.02 | $178.63 | Long | 86.0 | 6.32% | 1661.46 | 16944.26 |
| VINEX | 2016-09-30 | 2016-10-31 | $13.56 | $13.13 | Long | 1127.0 | -3.17% | 1730.11 | 16460.35 |
| VFINX | 2016-10-31 | 2017-03-31 | $175.36 | $196.59 | Long | 84.0 | 12.11% | 1785.42 | 18243.63 |
| VINEX | 2017-03-31 | 2017-11-30 | $14.34 | $17.49 | Long | 1148.0 | 21.99% | 2226.83 | 21862.43 |
| VFINX | 2017-11-30 | 2018-03-29 | $223.13 | $223.80 | Long | 88.0 | 0.30% | 2145.25 | 21921.07 |
| VINEX | 2018-03-29 | 2018-05-31 | $17.78 | $17.68 | Long | 1112.0 | -0.61% | 2249.98 | 21801.04 |
| VFINX | 2018-05-31 | 2019-12-31 | $230.01 | $282.86 | Long | 85.0 | 22.98% | 2572.38 | 26292.94 |
| VINEX | 2019-12-31 | 2020-01-31 | $16.59 | $15.92 | Long | 1430.0 | -4.02% | 2722.60 | 25339.88 |
| VFINX | 2020-01-31 | 2020-03-12 | $282.72 | $217.99 | Long | 80.0 | -22.89% | 20162.03 | 20162.03 |
| VFINX | 2020-03-30 | 2020-09-30 | $231.00 | $298.32 | Long | 78.0 | 29.15% | 2482.34 | 25413.43 |
| VINEX | 2020-09-30 | 2021-03-31 | $16.07 | $19.59 | Long | 1427.0 | 21.94% | 3105.87 | 30444.19 |
| VFINX | 2021-03-31 | 2022-11-30 | $355.04 | $373.08 | Long | 77.0 | 5.08% | 3115.55 | 31832.69 |
| VINEX | 2022-11-30 | 2023-05-31 | $15.39 | $16.21 | Long | 1866.0 | 5.33% | 3315.97 | 33363.41 |