Strategy - IndicatorRR


Rachev Ratio Signal

Description

This uses the Rachev ratio at the 50% level. The idea here is that being in the market when negative returns outweigh positive is bad. 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 37e44577-c6b6-4a9a-95eb-6e99cb051fb4
NoOfTrades 234.00
NoOfWins 124.00
NoOfLosses 110.00
SharpRatio 0.79
SortinoRatio 1.00
GrossProfit $23351.88
FirstDate 2004-04-26
LastDate 2024-04-09
FirstEquity $10000.00
FinalEquity $33351.88
OpenEquity $0.00
LongEquity $23351.88
ShortEquity $0.00
PercentWins 52.99%
AveWin 2.32%
AveLoss -1.18%
AveWinLoss 1.97
Expectancy 0.67%
MedianDrawUp 12.87%
MednDrawDown -5.46%
MaxDrawDown -13.90%
Kelly 29.07%
Thorpe 10.18
Rachev 1.21
PAPR 1.81%
APR 6.22%
CalmarRatio 0.96

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPY 2004-04-26 2004-04-29 $78.07 $76.86 Long 103 -1.55% 9874.99 9874.99
SPY 2004-06-02 2004-06-04 $77.07 $77.04 Long 104 -0.04% 9871.44 9871.44
SPY 2004-06-10 2004-07-07 $77.76 $76.52 Long 102 -1.60% 9744.66 9744.66
SPY 2004-08-26 2004-08-27 $75.94 $76.10 Long 104 0.22% 9761.74 9761.74
SPY 2004-08-31 2004-11-11 $75.73 $80.52 Long 103 6.33% 10255.54 10255.54
SPY 2004-11-16 2004-12-02 $81.58 $82.09 Long 101 0.63% 10307.06 10307.06
SPY 2004-12-07 2005-01-21 $82.36 $81.57 Long 101 -0.95% 10227.70 10227.70
SPY 2005-02-02 2005-02-18 $82.45 $83.27 Long 101 0.99% 10310.24 10310.24
SPY 2005-02-23 2005-02-24 $82.36 $82.57 Long 100 0.26% 10331.70 10331.70
SPY 2005-02-25 2005-03-08 $83.29 $84.95 Long 101 2.00% 10499.56 10499.56
SPY 2005-05-19 2005-05-26 $82.75 $83.28 Long 103 0.65% 10554.70 10554.70
SPY 2005-05-27 2005-06-06 $83.47 $83.39 Long 102 -0.09% 10546.90 10546.90
SPY 2005-06-08 2005-06-16 $83.73 $84.16 Long 102 0.52% 10591.58 10591.58
SPY 2005-06-21 2005-08-29 $84.81 $84.05 Long 101 -0.90% 10514.73 10514.73
SPY 2005-09-01 2005-09-23 $85.52 $84.99 Long 100 -0.63% 10461.13 10461.13
SPY 2005-09-26 2005-10-06 $85.53 $83.96 Long 99 -1.84% 10305.69 10305.69
SPY 2005-11-04 2005-12-28 $85.80 $88.61 Long 97 3.27% 10578.23 10578.23
SPY 2005-12-30 2006-01-17 $87.95 $90.34 Long 96 2.72% 10808.25 10808.25
SPY 2006-01-18 2006-01-20 $89.91 $90.40 Long 96 0.55% 10855.60 10855.60
SPY 2006-01-23 2006-03-09 $88.94 $90.40 Long 97 1.64% 10997.10 10997.10
SPY 2006-03-13 2006-03-28 $90.79 $91.93 Long 98 1.25% 11108.06 11108.06
SPY 2006-03-29 2006-05-15 $91.56 $91.12 Long 97 -0.48% 11065.51 11065.51
SPY 2006-08-29 2006-09-07 $92.73 $92.43 Long 97 -0.33% 11035.87 11035.87
SPY 2006-09-08 2006-10-02 $92.44 $95.32 Long 96 3.11% 11311.91 11311.91
SPY 2006-10-10 2006-12-19 $96.43 $101.60 Long 95 5.36% 11802.73 11802.73
SPY 2006-12-26 2007-01-10 $101.07 $100.90 Long 94 -0.16% 11787.21 11787.21
SPY 2007-01-12 2007-01-19 $102.03 $102.31 Long 93 0.27% 11813.24 11813.24
SPY 2007-01-24 2007-02-28 $102.62 $100.76 Long 93 -1.80% 11641.02 11641.02
SPY 2007-03-01 2007-03-02 $100.01 $100.52 Long 93 0.51% 11688.42 11688.42
SPY 2007-03-22 2007-03-23 $103.39 $103.25 Long 93 -0.14% 11675.01 11675.01
SPY 2007-03-26 2007-03-27 $103.41 $103.13 Long 91 -0.26% 11650.10 11650.10
SPY 2007-03-30 2007-04-17 $102.50 $105.91 Long 91 3.33% 11960.26 11960.26
SPY 2007-04-18 2007-05-11 $105.64 $107.91 Long 91 2.15% 12166.82 12166.82
SPY 2007-05-31 2007-06-08 $110.73 $107.79 Long 90 -2.66% 11901.57 11901.57
SPY 2007-06-11 2007-06-13 $108.76 $108.45 Long 89 -0.28% 11873.99 11873.99
SPY 2007-06-14 2007-06-25 $109.57 $108.73 Long 88 -0.77% 11799.39 11799.39
SPY 2007-06-28 2007-07-23 $108.83 $111.58 Long 89 2.53% 12044.14 12044.14
SPY 2007-09-07 2007-09-10 $106.01 $106.03 Long 91 0.03% 12046.77 12046.77
SPY 2007-09-17 2007-09-18 $107.33 $107.71 Long 91 0.35% 12081.02 12081.02
SPY 2007-09-19 2007-10-22 $111.02 $108.24 Long 90 -2.51% 11830.52 11830.52
SPY 2007-12-11 2007-12-12 $110.62 $109.84 Long 87 -0.71% 11762.20 11762.20
SPY 2007-12-26 2007-12-28 $108.65 $108.57 Long 87 -0.07% 11755.21 11755.21
SPY 2008-04-04 2008-04-07 $100.71 $101.26 Long 95 0.55% 11807.54 11807.54
SPY 2008-04-08 2008-04-10 $100.03 $99.46 Long 94 -0.57% 11754.38 11754.38
SPY 2008-04-11 2008-04-14 $98.78 $97.82 Long 95 -0.97% 11663.67 11663.67
SPY 2008-04-17 2008-04-24 $99.90 $101.42 Long 95 1.51% 11807.41 11807.41
SPY 2008-04-29 2008-05-05 $102.38 $103.60 Long 93 1.19% 11920.79 11920.79
SPY 2008-05-13 2008-05-22 $103.41 $102.41 Long 94 -0.97% 11826.21 11826.21
SPY 2008-05-23 2008-06-04 $102.13 $101.14 Long 93 -0.97% 11733.99 11733.99
SPY 2008-06-05 2008-06-12 $101.78 $98.86 Long 93 -2.87% 11462.14 11462.14
SPY 2008-06-17 2008-06-19 $100.67 $98.53 Long 93 -2.13% 11262.68 11262.68
SPY 2008-06-20 2008-06-23 $98.06 $97.51 Long 92 -0.56% 11211.75 11211.75
SPY 2008-07-24 2008-07-25 $94.74 $92.93 Long 96 -1.91% 11038.12 11038.12
SPY 2008-07-28 2008-07-29 $92.65 $91.52 Long 96 -1.22% 10929.70 10929.70
SPY 2008-07-30 2008-08-22 $93.83 $94.98 Long 96 1.23% 11040.25 11040.25
SPY 2009-01-05 2009-01-12 $69.32 $66.49 Long 132 -4.09% 10665.85 10665.85
SPY 2009-03-24 2009-03-31 $61.24 $59.98 Long 145 -2.07% 10482.22 10482.22
SPY 2009-04-01 2009-07-07 $59.20 $68.01 Long 141 14.88% 11724.25 11724.25
SPY 2009-07-16 2009-07-27 $70.50 $74.20 Long 136 5.25% 12227.38 12227.38
SPY 2009-08-03 2009-09-02 $75.70 $75.64 Long 132 -0.07% 12220.38 12220.38
SPY 2009-09-08 2009-09-21 $78.08 $80.66 Long 129 3.30% 12552.32 12552.32
SPY 2009-09-24 2009-10-26 $81.05 $82.42 Long 124 1.68% 12721.39 12721.39
SPY 2009-12-03 2009-12-11 $84.97 $84.63 Long 121 -0.39% 12680.84 12680.84
SPY 2009-12-15 2009-12-18 $84.90 $84.39 Long 120 -0.60% 12619.61 12619.61
SPY 2009-12-22 2010-01-25 $85.44 $84.40 Long 120 -1.22% 12494.63 12494.63
SPY 2010-02-18 2010-02-22 $84.30 $85.42 Long 119 1.34% 12628.59 12628.59
SPY 2010-02-23 2010-02-26 $84.89 $84.83 Long 119 -0.08% 12620.39 12620.39
SPY 2010-03-01 2010-03-12 $85.15 $88.79 Long 120 4.27% 13056.89 13056.89
SPY 2010-03-15 2010-03-17 $88.26 $89.41 Long 119 1.30% 13193.58 13193.58
SPY 2010-03-19 2010-04-15 $89.18 $93.04 Long 119 4.33% 13652.94 13652.94
SPY 2010-04-19 2010-05-10 $91.51 $89.05 Long 118 -2.69% 13362.58 13362.58
SPY 2010-05-11 2010-05-20 $88.48 $84.11 Long 121 -4.94% 12833.16 12833.16
SPY 2010-06-28 2010-06-29 $83.46 $81.91 Long 124 -1.86% 12640.60 12640.60
SPY 2010-08-03 2010-08-11 $86.90 $85.49 Long 118 -1.63% 12473.76 12473.76
SPY 2010-09-14 2010-12-13 $86.92 $97.13 Long 116 11.75% 13658.51 13658.51
SPY 2010-12-14 2010-12-17 $96.90 $96.88 Long 113 -0.01% 13656.90 13656.90
SPY 2010-12-20 2010-12-22 $97.32 $97.98 Long 114 0.67% 13731.67 13731.67
SPY 2010-12-23 2011-03-11 $98.10 $101.13 Long 113 3.09% 14074.02 14074.02
SPY 2011-03-28 2011-04-04 $103.19 $104.64 Long 110 1.41% 14233.60 14233.60
SPY 2011-04-11 2011-05-04 $104.30 $106.39 Long 109 2.01% 14461.83 14461.83
SPY 2011-06-29 2011-07-01 $102.61 $104.10 Long 115 1.45% 14633.12 14633.12
SPY 2011-07-05 2011-07-07 $105.43 $106.52 Long 113 1.03% 14756.01 14756.01
SPY 2011-07-11 2011-07-27 $104.62 $104.49 Long 113 -0.12% 14741.76 14741.76
SPY 2011-10-25 2011-11-02 $98.93 $98.09 Long 121 -0.85% 14640.16 14640.16
SPY 2011-11-03 2011-11-10 $99.23 $98.85 Long 120 -0.38% 14594.54 14594.54
SPY 2011-12-12 2011-12-15 $98.98 $97.46 Long 119 -1.54% 14413.55 14413.55
SPY 2011-12-21 2012-01-26 $98.79 $106.14 Long 119 7.44% 15288.17 15288.17
SPY 2012-01-27 2012-03-07 $104.62 $107.66 Long 116 2.91% 15641.40 15641.40
SPY 2012-03-12 2012-04-11 $109.65 $109.92 Long 115 0.25% 15672.63 15672.63
SPY 2012-04-12 2012-04-16 $109.79 $110.36 Long 115 0.52% 15738.01 15738.01
SPY 2012-04-18 2012-04-19 $110.86 $110.99 Long 115 0.12% 15753.66 15753.66
SPY 2012-04-30 2012-05-01 $112.18 $111.92 Long 113 -0.23% 15724.71 15724.71
SPY 2012-06-20 2012-07-23 $109.21 $108.21 Long 117 -0.91% 15607.96 15607.96
SPY 2012-07-30 2012-07-31 $111.47 $111.45 Long 114 -0.02% 15605.20 15605.20
SPY 2012-08-20 2012-09-19 $114.26 $118.13 Long 110 3.39% 16030.99 16030.99
SPY 2012-09-20 2012-10-15 $117.52 $115.88 Long 109 -1.39% 15852.52 15852.52
SPY 2012-10-18 2012-10-19 $117.98 $117.76 Long 108 -0.19% 15828.93 15828.93
SPY 2012-11-30 2012-12-05 $115.00 $114.37 Long 111 -0.54% 15759.78 15759.78
SPY 2012-12-06 2013-03-18 $114.37 $126.32 Long 111 10.45% 17085.87 17085.87
SPY 2013-03-20 2013-04-16 $127.29 $127.92 Long 108 0.50% 17153.93 17153.93
SPY 2013-04-24 2013-05-02 $129.18 $129.87 Long 108 0.54% 17229.07 17229.07
SPY 2013-05-03 2013-07-15 $131.89 $138.20 Long 107 4.79% 17904.81 17904.81
SPY 2013-07-16 2013-07-26 $138.44 $138.41 Long 104 -0.02% 17901.38 17901.38
SPY 2013-07-29 2013-08-16 $138.79 $136.63 Long 104 -1.55% 17677.19 17677.19
SPY 2013-08-26 2013-08-27 $137.23 $135.23 Long 104 -1.46% 17469.26 17469.26
SPY 2013-09-06 2013-09-09 $137.00 $136.95 Long 103 -0.04% 17464.17 17464.17
SPY 2013-09-10 2013-09-19 $138.75 $142.77 Long 103 2.89% 17877.74 17877.74
SPY 2013-09-20 2013-10-10 $142.49 $138.32 Long 101 -2.92% 17456.85 17456.85
SPY 2013-10-11 2014-01-28 $139.66 $148.08 Long 102 6.03% 18316.38 18316.38
SPY 2014-01-29 2014-01-30 $147.62 $148.66 Long 100 0.70% 18420.29 18420.29
SPY 2014-01-31 2014-02-03 $147.15 $147.94 Long 100 0.54% 18500.09 18500.09
SPY 2014-02-12 2014-02-25 $151.50 $153.84 Long 100 1.54% 18733.69 18733.69
SPY 2014-02-26 2014-03-27 $153.88 $154.26 Long 98 0.25% 18771.01 18771.01
SPY 2014-04-02 2014-04-04 $157.38 $158.36 Long 97 0.62% 18865.77 18865.77
SPY 2014-06-09 2014-07-11 $163.11 $164.62 Long 93 0.93% 19006.17 19006.17
SPY 2014-08-19 2014-09-16 $165.98 $166.62 Long 93 0.39% 19066.25 19066.25
SPY 2014-10-29 2014-12-01 $167.35 $173.97 Long 93 3.95% 19681.59 19681.59
SPY 2014-12-10 2014-12-11 $173.56 $171.85 Long 92 -0.99% 19524.18 19524.18
SPY 2014-12-19 2015-01-16 $174.95 $168.46 Long 91 -3.71% 18933.41 18933.41
SPY 2015-01-20 2015-01-22 $171.54 $172.88 Long 91 0.79% 19056.03 19056.03
SPY 2015-01-27 2015-01-28 $172.02 $173.04 Long 88 0.59% 19145.53 19145.53
SPY 2015-02-06 2015-02-11 $175.06 $175.10 Long 89 0.02% 19149.30 19149.30
SPY 2015-02-13 2015-03-11 $177.19 $173.99 Long 88 -1.81% 18867.39 18867.39
SPY 2015-03-13 2015-04-14 $175.24 $177.79 Long 87 1.45% 19088.88 19088.88
SPY 2015-04-17 2015-05-01 $177.86 $178.25 Long 86 0.22% 19122.55 19122.55
SPY 2015-06-03 2015-06-05 $180.47 $178.72 Long 86 -0.97% 18972.47 18972.47
SPY 2015-06-08 2015-06-30 $178.46 $177.29 Long 85 -0.65% 18873.54 18873.54
SPY 2015-10-16 2015-10-19 $174.42 $174.14 Long 88 -0.16% 18848.57 18848.57
SPY 2015-10-29 2015-11-10 $179.17 $178.45 Long 85 -0.40% 18787.17 18787.17
SPY 2015-11-27 2015-12-04 $180.10 $176.81 Long 84 -1.82% 18511.23 18511.23
SPY 2016-02-29 2016-03-08 $168.80 $172.44 Long 88 2.16% 18831.75 18831.75
SPY 2016-03-09 2016-04-06 $172.48 $177.56 Long 88 2.95% 19279.31 19279.31
SPY 2016-04-12 2016-04-22 $177.59 $181.35 Long 87 2.12% 19606.90 19606.90
SPY 2016-04-26 2016-05-18 $181.78 $177.78 Long 87 -2.20% 19258.89 19258.89
SPY 2016-05-25 2016-06-08 $181.46 $184.22 Long 87 1.52% 19498.71 19498.71
SPY 2016-06-10 2016-06-14 $183.02 $180.88 Long 85 -1.17% 19316.88 19316.88
SPY 2016-06-16 2016-06-17 $180.66 $181.10 Long 86 0.24% 19354.41 19354.41
SPY 2016-06-20 2016-06-27 $182.54 $176.22 Long 86 -3.46% 18810.89 18810.89
SPY 2016-07-11 2016-10-25 $186.36 $188.61 Long 82 1.21% 18995.73 18995.73
SPY 2016-11-11 2016-11-21 $189.84 $192.56 Long 80 1.43% 19212.91 19212.91
SPY 2016-11-25 2016-11-29 $194.25 $193.74 Long 80 -0.26% 19172.14 19172.14
SPY 2016-11-30 2016-12-07 $194.72 $194.62 Long 80 -0.05% 19164.41 19164.41
SPY 2016-12-13 2017-03-01 $199.45 $210.68 Long 78 5.63% 20040.06 20040.06
SPY 2017-03-02 2017-03-07 $211.71 $209.77 Long 77 -0.92% 19890.35 19890.35
SPY 2017-03-31 2017-04-03 $209.39 $209.30 Long 77 -0.04% 19883.51 19883.51
SPY 2017-04-12 2017-04-13 $208.36 $207.38 Long 77 -0.47% 19808.33 19808.33
SPY 2017-04-24 2017-05-04 $210.52 $211.99 Long 76 0.70% 19919.64 19919.64
SPY 2017-05-08 2017-05-15 $212.81 $212.56 Long 75 -0.12% 19901.00 19901.00
SPY 2017-05-16 2017-05-18 $213.60 $209.24 Long 75 -2.04% 19574.14 19574.14
SPY 2017-06-05 2017-06-08 $216.55 $216.37 Long 73 -0.08% 19561.18 19561.18
SPY 2017-06-09 2017-06-16 $216.66 $216.54 Long 73 -0.06% 19552.35 19552.35
SPY 2017-06-20 2017-07-28 $217.86 $220.00 Long 72 0.98% 19706.48 19706.48
SPY 2017-09-01 2017-09-06 $221.13 $220.17 Long 72 -0.44% 19637.12 19637.12
SPY 2017-09-13 2017-09-15 $222.74 $222.92 Long 71 0.08% 19649.92 19649.92
SPY 2017-09-18 2017-09-21 $223.74 $223.98 Long 71 0.11% 19667.10 19667.10
SPY 2017-10-10 2017-10-11 $228.21 $228.13 Long 69 -0.04% 19661.53 19661.53
SPY 2017-10-12 2017-10-31 $228.27 $230.53 Long 69 0.99% 19817.39 19817.39
SPY 2017-11-01 2017-11-02 $231.30 $230.73 Long 69 -0.24% 19778.43 19778.43
SPY 2017-11-03 2017-11-08 $231.05 $231.68 Long 69 0.27% 19821.72 19821.72
SPY 2017-11-10 2017-11-14 $231.02 $230.73 Long 69 -0.12% 19801.93 19801.93
SPY 2017-11-17 2018-02-05 $231.46 $246.35 Long 69 6.44% 20829.64 20829.64
SPY 2018-02-28 2018-03-01 $248.36 $244.51 Long 67 -1.55% 20571.90 20571.90
SPY 2018-03-08 2018-03-28 $246.44 $235.85 Long 68 -4.30% 19851.65 19851.65
SPY 2018-04-18 2018-04-24 $244.84 $242.16 Long 66 -1.09% 19674.95 19674.95
SPY 2018-04-25 2018-07-26 $237.80 $257.31 Long 65 8.20% 20942.69 20942.69
SPY 2018-07-27 2018-07-30 $257.77 $255.77 Long 65 -0.78% 20812.77 20812.77
SPY 2018-08-23 2018-09-04 $259.83 $263.34 Long 64 1.35% 21037.80 21037.80
SPY 2018-09-06 2018-09-12 $262.71 $262.63 Long 64 -0.03% 21032.57 21032.57
SPY 2019-01-11 2019-03-08 $236.58 $250.60 Long 72 5.92% 22041.34 22041.34
SPY 2019-03-12 2019-03-25 $256.21 $257.16 Long 70 0.37% 22107.69 22107.69
SPY 2019-03-26 2019-04-18 $259.12 $267.52 Long 69 3.24% 22687.35 22687.35
SPY 2019-04-25 2019-05-03 $269.38 $270.03 Long 68 0.24% 22731.25 22731.25
SPY 2019-05-06 2019-05-08 $266.73 $265.15 Long 68 -0.59% 22623.39 22623.39
SPY 2019-07-01 2019-07-17 $274.92 $277.76 Long 67 1.03% 22813.99 22813.99
SPY 2019-09-10 2019-09-16 $275.55 $277.85 Long 66 0.83% 22965.67 22965.67
SPY 2019-09-18 2019-10-02 $278.45 $271.37 Long 66 -2.54% 22498.55 22498.55
SPY 2019-11-04 2019-11-18 $286.59 $290.02 Long 64 1.20% 22717.80 22717.80
SPY 2019-11-26 2019-12-26 $291.77 $300.90 Long 63 3.13% 23293.42 23293.42
SPY 2019-12-27 2020-01-28 $302.86 $304.09 Long 62 0.41% 23369.98 23369.98
SPY 2020-02-21 2020-02-24 $313.83 $302.30 Long 59 -3.68% 22689.43 22689.43
SPY 2020-04-21 2020-04-22 $260.47 $262.00 Long 69 0.59% 22794.64 22794.64
SPY 2020-04-23 2020-05-14 $264.01 $262.56 Long 70 -0.55% 22693.18 22693.18
SPY 2020-05-19 2020-05-20 $277.06 $278.44 Long 66 0.50% 22784.50 22784.50
SPY 2020-05-21 2020-06-08 $279.35 $301.41 Long 66 7.89% 24240.03 24240.03
SPY 2020-06-10 2020-07-09 $302.54 $299.55 Long 65 -0.99% 24045.63 24045.63
SPY 2020-07-15 2020-09-04 $304.81 $327.24 Long 65 7.36% 25503.27 25503.27
SPY 2020-09-18 2020-09-22 $318.35 $311.89 Long 65 -2.03% 25083.70 25083.70
SPY 2020-09-29 2020-10-01 $317.02 $320.55 Long 64 1.11% 25309.70 25309.70
SPY 2020-10-02 2020-10-12 $314.86 $331.85 Long 63 5.39% 26379.57 26379.57
SPY 2020-10-14 2020-10-29 $332.95 $310.32 Long 63 -6.80% 24953.87 24953.87
SPY 2020-11-06 2020-11-09 $332.17 $345.50 Long 60 4.01% 25753.52 25753.52
SPY 2020-11-11 2020-11-25 $338.31 $344.70 Long 62 1.89% 26149.60 26149.60
SPY 2020-12-01 2020-12-07 $347.02 $350.29 Long 61 0.94% 26349.37 26349.37
SPY 2020-12-08 2020-12-09 $349.06 $352.06 Long 60 0.86% 26529.35 26529.35
SPY 2020-12-10 2021-04-14 $346.83 $394.85 Long 61 13.85% 29458.54 29458.54
SPY 2021-04-27 2021-05-05 $399.72 $399.20 Long 59 -0.13% 29427.50 29427.50
SPY 2021-05-06 2021-05-07 $397.71 $401.60 Long 59 0.98% 29656.61 29656.61
SPY 2021-05-10 2021-05-11 $404.09 $395.10 Long 59 -2.22% 29126.17 29126.17
SPY 2021-05-19 2021-06-14 $389.19 $405.94 Long 59 4.30% 30114.25 30114.25
SPY 2021-06-15 2021-07-07 $406.89 $416.14 Long 60 2.27% 30669.63 30669.63
SPY 2021-08-13 2021-08-16 $427.59 $426.57 Long 58 -0.24% 30610.64 30610.64
SPY 2021-09-01 2021-09-09 $434.28 $432.50 Long 57 -0.41% 30508.90 30508.90
SPY 2021-09-20 2021-09-21 $418.66 $420.25 Long 57 0.38% 30599.44 30599.44
SPY 2021-09-22 2021-09-27 $419.79 $426.30 Long 58 1.55% 30976.90 30976.90
SPY 2021-09-28 2021-09-29 $423.29 $418.96 Long 58 -1.02% 30725.64 30725.64
SPY 2021-10-15 2021-10-19 $428.17 $432.18 Long 58 0.94% 30958.48 30958.48
SPY 2021-10-21 2021-10-25 $434.92 $437.34 Long 57 0.56% 31096.21 31096.21
SPY 2021-11-02 2021-11-19 $443.06 $452.10 Long 56 2.04% 31602.45 31602.45
SPY 2022-03-23 2022-04-06 $433.10 $433.08 Long 59 -0.00% 31601.30 31601.30
SPY 2022-06-09 2022-06-13 $396.69 $368.11 Long 63 -7.20% 29800.84 29800.84
SPY 2022-07-21 2022-07-25 $383.63 $385.17 Long 63 0.40% 29898.33 29898.33
SPY 2022-08-01 2022-08-30 $398.22 $393.06 Long 61 -1.30% 29583.67 29583.67
SPY 2022-10-27 2022-11-04 $374.38 $368.44 Long 64 -1.58% 29204.01 29204.01
SPY 2022-11-08 2022-11-10 $372.46 $379.24 Long 64 1.82% 29638.09 29638.09
SPY 2022-11-11 2022-11-18 $386.61 $388.71 Long 63 0.54% 29770.46 29770.46
SPY 2022-11-21 2022-11-22 $385.68 $387.63 Long 62 0.50% 29891.04 29891.04
SPY 2022-11-23 2022-11-28 $390.48 $390.03 Long 62 -0.12% 29863.17 29863.17
SPY 2023-01-05 2023-01-06 $374.79 $375.67 Long 64 0.23% 29919.10 29919.10
SPY 2023-01-09 2023-01-13 $383.28 $386.48 Long 64 0.83% 30123.32 30123.32
SPY 2023-01-17 2023-01-19 $391.25 $382.29 Long 63 -2.29% 29559.19 29559.19
SPY 2023-01-20 2023-02-22 $383.02 $392.27 Long 62 2.41% 30132.63 30132.63
SPY 2023-04-12 2023-04-13 $405.96 $403.30 Long 60 -0.65% 29973.55 29973.55
SPY 2023-04-14 2023-04-17 $406.88 $406.45 Long 60 -0.11% 29947.53 29947.53
SPY 2023-04-18 2023-04-19 $409.61 $406.30 Long 59 -0.81% 29752.13 29752.13
SPY 2023-04-20 2023-04-24 $405.31 $406.07 Long 59 0.19% 29797.49 29797.49
SPY 2023-04-25 2023-04-26 $404.68 $400.88 Long 59 -0.94% 29573.02 29573.02
SPY 2023-05-23 2023-05-26 $411.09 $409.37 Long 58 -0.42% 29472.98 29472.98
SPY 2023-05-30 2023-05-31 $415.97 $412.27 Long 58 -0.89% 29258.60 29258.60
SPY 2023-06-05 2023-06-27 $422.13 $427.73 Long 56 1.33% 29572.22 29572.22
SPY 2023-06-29 2023-07-07 $431.30 $433.94 Long 55 0.61% 29717.50 29717.50
SPY 2023-07-12 2023-08-14 $441.62 $439.95 Long 55 -0.38% 29625.54 29625.54
SPY 2023-11-27 2024-03-20 $451.40 $515.77 Long 53 14.26% 33037.21 33037.21
SPY 2024-03-21 2024-04-04 $523.39 $523.52 Long 51 0.02% 33043.84 33043.84
SPY 2024-04-05 2024-04-09 $514.46 $520.50 Long 51 1.17% 33351.88 33351.88

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
IndicatorRR 0.00 Out EndOfDay