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 | 72.00 |
| NoOfWins | 48.00 |
| NoOfLosses | 24.00 |
| SharpRatio | 1.23 |
| SortinoRatio | 1.61 |
| GrossProfit | $379253.97 |
| FirstDate | 1998-01-29 |
| LastDate | 2022-04-29 |
| FirstEquity | $10000.00 |
| FinalEquity | $389253.97 |
| OpenEquity | $332803.56 |
| LongEquity | $379253.97 |
| ShortEquity | $0.00 |
| PercentWins | 66.67% |
| AveWin | $10810.17 |
| AveLoss | $-5818.08 |
| AveWinLoss | 1.86 |
| Expectancy | 4.03% |
| AveDrawUp | 37.44% |
| AveDrawDown | -11.13% |
| MaxDrawDown | -28.87% |
| Kelly | 48.73% |
| Thrope | 158.93 |
| APR | 16.30% |
| CalmarRatio | 1.46 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| VFINX | 1998-01-29 | 1998-04-30 | $59.39 | $67.24 | Long | 143.0 | 13.21% | 1614.72 | 11122.25 |
| VINEX | 1998-04-30 | 1998-08-31 | $2.55 | $2.38 | Long | 3728.0 | -6.53% | 1524.01 | 10501.58 |
| VUSTX | 1998-08-31 | 1998-10-30 | $3.12 | $3.17 | Long | 2879.0 | 1.54% | 1599.20 | 10640.13 |
| VFINX | 1998-10-30 | 1999-03-31 | $66.97 | $78.90 | Long | 135.0 | 17.82% | 1778.25 | 12251.28 |
| VINEX | 1999-03-31 | 2000-05-31 | $2.86 | $5.03 | Long | 3660.0 | 75.84% | 2930.14 | 20194.54 |
| VUSTX | 2000-05-31 | 2000-08-31 | $3.11 | $3.30 | Long | 5547.0 | 5.97% | 3122.59 | 21225.26 |
| VFINX | 2000-08-31 | 2000-09-29 | $94.78 | $89.77 | Long | 191.0 | -5.29% | 2939.59 | 20267.74 |
| VUSTX | 2000-09-29 | 2001-12-31 | $3.27 | $3.66 | Long | 5299.0 | 11.79% | 3236.19 | 22310.96 |
| VFINX | 2001-12-31 | 2002-01-31 | $72.80 | $71.73 | Long | 262.0 | -1.47% | 3195.44 | 22029.95 |
| VUSTX | 2002-01-31 | 2002-03-28 | $3.70 | $3.60 | Long | 5091.0 | -2.68% | 3122.43 | 21524.94 |
| VINEX | 2002-03-28 | 2002-06-28 | $3.80 | $3.78 | Long | 4847.0 | -0.50% | 3107.86 | 21432.66 |
| VUSTX | 2002-06-28 | 2003-03-31 | $3.82 | $4.30 | Long | 4803.0 | 12.72% | 3460.22 | 23764.35 |
| VFINX | 2003-03-31 | 2003-04-30 | $54.88 | $59.41 | Long | 370.0 | 8.25% | 3691.30 | 25440.15 |
| VINEX | 2003-04-30 | 2004-07-30 | $3.27 | $5.31 | Long | 6654.0 | 62.37% | 5657.67 | 39004.03 |
| VUSTX | 2004-07-30 | 2004-08-31 | $4.41 | $4.56 | Long | 7563.0 | 3.39% | 5824.07 | 40133.20 |
| VINEX | 2004-08-31 | 2006-07-31 | $5.35 | $8.72 | Long | 6409.0 | 62.86% | 8947.98 | 61699.10 |
| VUSTX | 2006-07-31 | 2006-08-31 | $4.79 | $4.92 | Long | 11023.0 | 2.74% | 9185.58 | 63142.91 |
| VFINX | 2006-08-31 | 2006-11-30 | $89.33 | $96.38 | Long | 604.0 | 7.89% | 9782.42 | 67400.13 |
| VINEX | 2006-11-30 | 2007-08-31 | $9.84 | $11.08 | Long | 5853.0 | 12.57% | 10824.64 | 74644.22 |
| VUSTX | 2007-08-31 | 2007-09-28 | $5.16 | $5.17 | Long | 12364.0 | 0.21% | 10943.89 | 74779.52 |
| VFINX | 2007-09-28 | 2007-10-31 | $106.57 | $108.25 | Long | 599.0 | 1.58% | 10992.87 | 75787.38 |
| VINEX | 2007-10-31 | 2007-11-30 | $11.98 | $11.01 | Long | 5409.0 | -8.06% | 10232.35 | 70567.10 |
| VUSTX | 2007-11-30 | 2008-05-30 | $5.49 | $5.46 | Long | 10998.0 | -0.51% | 10246.72 | 70258.05 |
| VFINX | 2008-05-30 | 2008-06-30 | $99.03 | $90.67 | Long | 606.0 | -8.44% | 9455.98 | 65194.19 |
| VUSTX | 2008-06-30 | 2009-04-30 | $5.56 | $6.06 | Long | 10032.0 | 9.15% | 10195.13 | 70291.88 |
| VINEX | 2009-04-30 | 2009-11-30 | $5.96 | $8.32 | Long | 10081.0 | 39.61% | 13700.22 | 94099.20 |
| VFINX | 2009-11-30 | 2010-01-29 | $80.48 | $79.09 | Long | 999.0 | -1.73% | 13445.67 | 92709.59 |
| VINEX | 2010-01-29 | 2010-02-26 | $8.29 | $8.21 | Long | 9567.0 | -0.89% | 13407.52 | 92006.07 |
| VFINX | 2010-02-26 | 2010-05-28 | $81.53 | $80.78 | Long | 964.0 | -0.92% | 13241.01 | 91279.72 |
| VUSTX | 2010-05-28 | 2010-07-30 | $6.36 | $6.65 | Long | 12269.0 | 4.49% | 13750.76 | 94781.33 |
| VINEX | 2010-07-30 | 2011-02-28 | $8.60 | $10.56 | Long | 9418.0 | 22.75% | 16508.14 | 113214.66 |
| VFINX | 2011-02-28 | 2011-04-29 | $99.80 | $102.77 | Long | 969.0 | 2.97% | 16844.03 | 116091.00 |
| VINEX | 2011-04-29 | 2011-06-30 | $11.13 | $10.55 | Long | 8915.0 | -5.19% | 16142.20 | 110940.35 |
| VFINX | 2011-06-30 | 2011-07-29 | $99.89 | $97.85 | Long | 949.0 | -2.05% | 15811.03 | 108999.96 |
| VUSTX | 2011-07-29 | 2011-10-31 | $6.82 | $7.89 | Long | 13664.0 | 15.73% | 17970.77 | 123662.06 |
| VFINX | 2011-10-31 | 2011-11-30 | $95.39 | $95.17 | Long | 1108.0 | -0.23% | 17896.71 | 123415.10 |
| VUSTX | 2011-11-30 | 2011-12-30 | $8.04 | $8.29 | Long | 13130.0 | 3.13% | 18377.94 | 126721.83 |
| VFINX | 2011-12-30 | 2012-05-31 | $96.13 | $101.03 | Long | 1127.0 | 5.09% | 19176.79 | 132237.04 |
| VUSTX | 2012-05-31 | 2012-06-29 | $8.79 | $8.66 | Long | 12862.0 | -1.44% | 19008.29 | 130603.94 |
| VFINX | 2012-06-29 | 2012-10-31 | $105.18 | $109.74 | Long | 1061.0 | 4.33% | 19643.52 | 135439.87 |
| VINEX | 2012-10-31 | 2013-03-28 | $9.40 | $10.44 | Long | 12317.0 | 11.07% | 21567.96 | 148254.78 |
| VFINX | 2013-03-28 | 2013-04-30 | $123.12 | $125.47 | Long | 1029.0 | 1.91% | 21848.98 | 150672.70 |
| VINEX | 2013-04-30 | 2013-05-31 | $10.83 | $10.77 | Long | 11897.0 | -0.49% | 21780.47 | 150038.50 |
| VFINX | 2013-05-31 | 2013-08-30 | $128.39 | $129.20 | Long | 999.0 | 0.63% | 21876.78 | 150852.89 |
| VINEX | 2013-08-30 | 2014-04-30 | $11.05 | $13.24 | Long | 11674.0 | 19.81% | 25700.38 | 176405.90 |
| VFINX | 2014-04-30 | 2015-03-31 | $150.86 | $168.58 | Long | 999.0 | 11.75% | 28159.38 | 194115.24 |
| VINEX | 2015-03-31 | 2015-08-31 | $13.30 | $13.19 | Long | 12476.0 | -0.85% | 27943.01 | 192706.45 |
| VUSTX | 2015-08-31 | 2015-10-30 | $9.15 | $9.28 | Long | 17998.0 | 1.42% | 28291.27 | 195051.38 |
| VFINX | 2015-10-30 | 2016-01-29 | $171.39 | $160.72 | Long | 973.0 | -6.22% | 26786.01 | 184675.23 |
| VUSTX | 2016-01-29 | 2016-03-31 | $9.66 | $9.94 | Long | 16346.0 | 2.91% | 27507.19 | 189274.88 |
| VFINX | 2016-03-31 | 2016-09-30 | $171.36 | $182.21 | Long | 944.0 | 6.33% | 28934.20 | 199514.96 |
| VINEX | 2016-09-30 | 2016-10-31 | $13.80 | $13.36 | Long | 12362.0 | -3.17% | 28299.79 | 194113.72 |
| VFINX | 2016-10-31 | 2017-03-31 | $178.87 | $200.53 | Long | 927.0 | 12.11% | 31061.46 | 214187.59 |
| VINEX | 2017-03-31 | 2017-11-30 | $14.59 | $17.80 | Long | 12553.0 | 21.99% | 37094.96 | 254452.97 |
| VFINX | 2017-11-30 | 2018-03-29 | $227.60 | $228.28 | Long | 955.0 | 0.30% | 37004.53 | 255102.08 |
| VINEX | 2018-03-29 | 2018-04-30 | $18.10 | $18.14 | Long | 12052.0 | 0.23% | 37068.00 | 255611.16 |
| VUSTX | 2018-04-30 | 2018-05-31 | $9.52 | $9.70 | Long | 22945.0 | 1.79% | 37812.05 | 259526.50 |
| VFINX | 2018-05-31 | 2018-10-31 | $234.62 | $236.73 | Long | 945.0 | 0.90% | 37928.07 | 261526.58 |
| VUSTX | 2018-10-31 | 2019-01-31 | $9.21 | $9.94 | Long | 24268.0 | 7.92% | 40544.01 | 279245.91 |
| VFINX | 2019-01-31 | 2019-02-28 | $237.28 | $244.87 | Long | 1006.0 | 3.20% | 41602.69 | 286885.59 |
| VUSTX | 2019-02-28 | 2019-03-29 | $9.81 | $10.35 | Long | 24993.0 | 5.47% | 43700.89 | 300304.73 |
| VFINX | 2019-03-29 | 2019-05-31 | $249.61 | $243.17 | Long | 1028.0 | -2.58% | 42594.39 | 293682.63 |
| VUSTX | 2019-05-31 | 2019-06-28 | $10.83 | $10.94 | Long | 23180.0 | 1.01% | 42965.83 | 296213.47 |
| VFINX | 2019-06-28 | 2019-12-31 | $260.28 | $288.52 | Long | 973.0 | 10.85% | 46947.39 | 323698.28 |
| VINEX | 2019-12-31 | 2020-01-31 | $16.88 | $16.20 | Long | 16396.0 | -4.02% | 45541.34 | 312578.83 |
| VFINX | 2020-01-31 | 2020-02-28 | $288.38 | $264.61 | Long | 926.0 | -8.24% | 42143.44 | 290571.37 |
| VUSTX | 2020-02-28 | 2020-05-29 | $12.91 | $13.66 | Long | 19238.0 | 5.79% | 44352.96 | 304951.61 |
| VFINX | 2020-05-29 | 2020-09-30 | $274.03 | $304.30 | Long | 951.0 | 11.05% | 48404.07 | 333741.19 |
| VINEX | 2020-09-30 | 2021-03-31 | $16.35 | $19.94 | Long | 17450.0 | 21.94% | 57727.21 | 396340.16 |
| VFINX | 2021-03-31 | 2022-01-31 | $362.15 | $415.78 | Long | 935.0 | 14.81% | 64748.83 | 446478.27 |
| VUSTX | 2022-01-31 | 2022-03-31 | $12.23 | $11.40 | Long | 31225.0 | -6.77% | 61000.57 | 420652.57 |
| VFINX | 2022-03-31 | 2022-04-29 | $418.20 | $381.69 | Long | 860.0 | -8.73% | 56450.41 | 389253.97 |