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 | default |
| NoOfTrades | 214.00 |
| NoOfWins | 85.00 |
| NoOfLosses | 129.00 |
| SharpRatio | 0.34 |
| SortinoRatio | 0.43 |
| GrossProfit | $12693.31 |
| FirstDate | 1998-02-09 |
| LastDate | 2023-08-14 |
| FirstEquity | $10000.00 |
| FinalEquity | $22693.31 |
| OpenEquity | $18212.00 |
| LongEquity | $12693.31 |
| ShortEquity | $0.00 |
| PercentWins | 39.72% |
| AveWin | 3.95% |
| AveLoss | -1.69% |
| AveWinLoss | 2.35 |
| Expectancy | 0.55% |
| AveDrawUp | 16.54% |
| AveDrawDown | -10.15% |
| MaxDrawDown | -25.11% |
| Kelly | 14.02% |
| Thorpe | 58.21 |
| Rachev | 0.93 |
| APR | 3.26% |
| CalmarRatio | 0.32 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1998-02-09 | 1998-05-26 | $64.06 | $69.44 | Long | 126.0 | 8.39% | 10677.43 | 10677.43 |
| SPY | 1998-06-29 | 1998-07-06 | $72.61 | $73.82 | Long | 119.0 | 1.67% | 10821.79 | 10821.79 |
| SPY | 1998-07-08 | 1998-07-21 | $74.22 | $74.14 | Long | 118.0 | -0.11% | 10812.40 | 10812.40 |
| SPY | 1998-10-29 | 1998-12-14 | $69.87 | $72.64 | Long | 125.0 | 3.97% | 11159.15 | 11159.15 |
| SPY | 1998-12-17 | 1998-12-21 | $75.60 | $76.99 | Long | 119.0 | 1.83% | 11323.51 | 11323.51 |
| SPY | 1998-12-24 | 1998-12-28 | $78.61 | $78.41 | Long | 116.0 | -0.25% | 11300.29 | 11300.29 |
| SPY | 1998-12-30 | 1999-02-17 | $79.01 | $78.65 | Long | 115.0 | -0.46% | 11258.84 | 11258.84 |
| SPY | 1999-04-21 | 1999-06-14 | $86.63 | $83.46 | Long | 105.0 | -3.66% | 10925.85 | 10925.85 |
| SPY | 1999-06-16 | 1999-07-26 | $85.63 | $86.81 | Long | 103.0 | 1.38% | 11047.83 | 11047.83 |
| SPY | 1999-07-27 | 1999-08-03 | $87.54 | $85.32 | Long | 102.0 | -2.53% | 10821.95 | 10821.95 |
| SPY | 1999-08-17 | 1999-10-04 | $86.73 | $84.47 | Long | 101.0 | -2.61% | 10593.49 | 10593.49 |
| SPY | 1999-10-05 | 1999-10-07 | $84.39 | $85.19 | Long | 101.0 | 0.96% | 10675.05 | 10675.05 |
| SPY | 1999-10-08 | 1999-10-15 | $86.49 | $80.67 | Long | 99.0 | -6.72% | 10099.44 | 10099.44 |
| SPY | 1999-10-22 | 2000-04-12 | $84.04 | $94.97 | Long | 97.0 | 13.00% | 11159.34 | 11159.34 |
| SPY | 2000-05-01 | 2000-05-09 | $95.48 | $91.74 | Long | 94.0 | -3.91% | 10808.43 | 10808.43 |
| SPY | 2000-05-16 | 2000-05-18 | $95.23 | $93.08 | Long | 91.0 | -2.26% | 10612.72 | 10612.72 |
| SPY | 2000-06-08 | 2000-07-07 | $95.38 | $96.38 | Long | 90.0 | 1.05% | 10702.68 | 10702.68 |
| SPY | 2000-07-10 | 2000-07-28 | $96.21 | $92.47 | Long | 90.0 | -3.89% | 10365.90 | 10365.90 |
| SPY | 2000-08-07 | 2000-10-05 | $96.40 | $94.08 | Long | 87.0 | -2.41% | 10163.95 | 10163.95 |
| SPY | 2000-10-31 | 2000-11-20 | $93.27 | $87.88 | Long | 88.0 | -5.78% | 9689.38 | 9689.38 |
| SPY | 2001-01-04 | 2001-02-21 | $87.41 | $82.22 | Long | 89.0 | -5.94% | 9227.64 | 9227.64 |
| SPY | 2001-03-08 | 2001-03-12 | $83.20 | $77.28 | Long | 89.0 | -7.11% | 8701.06 | 8701.06 |
| SPY | 2001-04-19 | 2001-06-20 | $82.46 | $80.58 | Long | 85.0 | -2.29% | 8540.85 | 8540.85 |
| SPY | 2001-06-21 | 2001-08-17 | $81.49 | $76.84 | Long | 84.0 | -5.71% | 8149.98 | 8149.98 |
| SPY | 2001-08-22 | 2001-08-24 | $77.02 | $78.33 | Long | 85.0 | 1.71% | 8261.87 | 8261.87 |
| SPY | 2001-10-04 | 2002-02-19 | $70.98 | $72.10 | Long | 94.0 | 1.57% | 8366.92 | 8366.92 |
| SPY | 2002-02-25 | 2002-06-12 | $73.88 | $68.19 | Long | 91.0 | -7.70% | 7849.39 | 7849.39 |
| SPY | 2002-06-28 | 2002-07-01 | $66.02 | $64.73 | Long | 96.0 | -1.95% | 7725.78 | 7725.78 |
| SPY | 2002-08-20 | 2002-08-27 | $62.97 | $62.82 | Long | 99.0 | -0.24% | 7710.59 | 7710.59 |
| SPY | 2002-10-22 | 2003-02-07 | $59.99 | $56.17 | Long | 104.0 | -6.36% | 7313.61 | 7313.61 |
| SPY | 2003-02-21 | 2003-02-24 | $57.36 | $56.43 | Long | 103.0 | -1.62% | 7217.89 | 7217.89 |
| SPY | 2003-03-03 | 2003-03-04 | $56.63 | $55.72 | Long | 103.0 | -1.59% | 7124.95 | 7124.95 |
| SPY | 2003-03-17 | 2004-04-29 | $58.44 | $76.80 | Long | 98.0 | 31.43% | 8924.77 | 8924.77 |
| SPY | 2004-05-27 | 2004-07-06 | $77.52 | $77.12 | Long | 93.0 | -0.51% | 8888.20 | 8888.20 |
| SPY | 2004-09-07 | 2004-09-27 | $77.79 | $76.65 | Long | 92.0 | -1.46% | 8783.50 | 8783.50 |
| SPY | 2004-09-28 | 2005-01-24 | $77.02 | $81.29 | Long | 92.0 | 5.54% | 9176.41 | 9176.41 |
| SPY | 2005-01-25 | 2005-03-10 | $81.52 | $84.56 | Long | 91.0 | 3.73% | 9453.14 | 9453.14 |
| SPY | 2005-05-23 | 2005-05-24 | $83.87 | $83.68 | Long | 91.0 | -0.23% | 9435.30 | 9435.30 |
| SPY | 2005-05-26 | 2005-10-05 | $84.06 | $84.46 | Long | 90.0 | 0.47% | 9471.10 | 9471.10 |
| SPY | 2005-10-21 | 2005-10-27 | $83.40 | $83.38 | Long | 91.0 | -0.03% | 9469.17 | 9469.17 |
| SPY | 2005-10-28 | 2006-05-15 | $84.58 | $92.28 | Long | 90.0 | 9.10% | 10162.16 | 10162.16 |
| SPY | 2006-06-02 | 2006-06-05 | $91.92 | $90.58 | Long | 89.0 | -1.46% | 10042.93 | 10042.93 |
| SPY | 2006-06-29 | 2006-06-30 | $91.10 | $91.10 | Long | 89.0 | 0.01% | 10043.57 | 10043.57 |
| SPY | 2006-07-03 | 2006-07-07 | $91.48 | $90.62 | Long | 88.0 | -0.93% | 9968.61 | 9968.61 |
| SPY | 2006-08-28 | 2006-09-28 | $93.36 | $96.11 | Long | 86.0 | 2.95% | 10205.42 | 10205.42 |
| SPY | 2006-10-06 | 2007-03-02 | $97.06 | $100.25 | Long | 85.0 | 3.28% | 10476.26 | 10476.26 |
| SPY | 2007-03-20 | 2007-05-10 | $102.31 | $108.56 | Long | 82.0 | 6.11% | 10988.68 | 10988.68 |
| SPY | 2007-05-11 | 2007-05-14 | $109.49 | $109.25 | Long | 81.0 | -0.22% | 10969.28 | 10969.28 |
| SPY | 2007-05-22 | 2007-05-24 | $110.63 | $109.64 | Long | 80.0 | -0.89% | 10890.31 | 10890.31 |
| SPY | 2007-05-25 | 2007-07-24 | $110.10 | $110.28 | Long | 80.0 | 0.17% | 10905.30 | 10905.30 |
| SPY | 2007-08-30 | 2007-09-07 | $106.53 | $106.47 | Long | 82.0 | -0.05% | 10900.51 | 10900.51 |
| SPY | 2007-09-13 | 2007-09-17 | $108.54 | $107.95 | Long | 81.0 | -0.54% | 10852.69 | 10852.69 |
| SPY | 2007-09-18 | 2007-10-19 | $111.13 | $109.61 | Long | 79.0 | -1.37% | 10732.79 | 10732.79 |
| SPY | 2007-10-26 | 2007-10-30 | $112.50 | $112.09 | Long | 77.0 | -0.36% | 10701.22 | 10701.22 |
| SPY | 2007-10-31 | 2007-11-01 | $113.26 | $110.61 | Long | 76.0 | -2.34% | 10499.73 | 10499.73 |
| SPY | 2007-12-07 | 2007-12-11 | $110.52 | $108.32 | Long | 76.0 | -1.99% | 10332.76 | 10332.76 |
| SPY | 2007-12-24 | 2007-12-27 | $109.86 | $108.71 | Long | 76.0 | -1.05% | 10245.48 | 10245.48 |
| SPY | 2008-04-07 | 2008-04-08 | $101.32 | $101.21 | Long | 81.0 | -0.10% | 10237.09 | 10237.09 |
| SPY | 2008-04-16 | 2008-04-17 | $101.24 | $101.38 | Long | 81.0 | 0.15% | 10249.07 | 10249.07 |
| SPY | 2008-04-18 | 2008-04-22 | $102.44 | $102.04 | Long | 81.0 | -0.39% | 10216.71 | 10216.71 |
| SPY | 2008-04-28 | 2008-04-30 | $103.29 | $102.28 | Long | 80.0 | -0.98% | 10135.64 | 10135.64 |
| SPY | 2008-05-12 | 2008-06-11 | $103.91 | $99.08 | Long | 79.0 | -4.64% | 9754.60 | 9754.60 |
| SPY | 2008-06-13 | 2008-06-20 | $100.72 | $97.83 | Long | 78.0 | -2.87% | 9529.52 | 9529.52 |
| SPY | 2008-07-22 | 2008-08-21 | $94.78 | $95.02 | Long | 81.0 | 0.25% | 9548.79 | 9548.79 |
| SPY | 2008-08-22 | 2008-08-25 | $96.40 | $94.44 | Long | 80.0 | -2.03% | 9392.36 | 9392.36 |
| SPY | 2008-08-28 | 2008-08-29 | $96.80 | $95.76 | Long | 78.0 | -1.08% | 9311.16 | 9311.16 |
| SPY | 2008-09-02 | 2008-09-04 | $95.16 | $92.22 | Long | 79.0 | -3.09% | 9078.56 | 9078.56 |
| SPY | 2008-09-08 | 2008-09-09 | $94.42 | $91.62 | Long | 77.0 | -2.97% | 8862.72 | 8862.72 |
| SPY | 2008-09-19 | 2008-09-23 | $92.80 | $88.64 | Long | 77.0 | -4.49% | 8542.06 | 8542.06 |
| SPY | 2009-01-06 | 2009-01-07 | $70.45 | $68.34 | Long | 98.0 | -3.00% | 8335.23 | 8335.23 |
| SPY | 2009-03-23 | 2009-03-30 | $62.43 | $59.82 | Long | 108.0 | -4.17% | 8053.96 | 8053.96 |
| SPY | 2009-03-31 | 2009-07-07 | $60.38 | $67.24 | Long | 108.0 | 11.36% | 8794.91 | 8794.91 |
| SPY | 2009-07-08 | 2009-07-10 | $67.19 | $67.16 | Long | 106.0 | -0.05% | 8791.67 | 8791.67 |
| SPY | 2009-07-13 | 2009-10-27 | $68.80 | $81.64 | Long | 103.0 | 18.68% | 10115.04 | 10115.04 |
| SPY | 2009-11-11 | 2009-11-12 | $84.51 | $83.65 | Long | 96.0 | -1.02% | 10032.55 | 10032.55 |
| SPY | 2009-11-16 | 2009-11-20 | $85.32 | $83.95 | Long | 95.0 | -1.60% | 9902.82 | 9902.82 |
| SPY | 2009-11-23 | 2009-11-27 | $85.02 | $84.06 | Long | 94.0 | -1.13% | 9812.67 | 9812.67 |
| SPY | 2009-11-30 | 2010-01-22 | $84.34 | $84.23 | Long | 94.0 | -0.13% | 9802.20 | 9802.20 |
| SPY | 2010-02-16 | 2010-05-07 | $84.64 | $86.17 | Long | 93.0 | 1.81% | 9944.29 | 9944.29 |
| SPY | 2010-05-10 | 2010-05-19 | $89.96 | $86.56 | Long | 89.0 | -3.79% | 9641.00 | 9641.00 |
| SPY | 2010-06-21 | 2010-06-28 | $86.70 | $83.68 | Long | 90.0 | -3.48% | 9369.26 | 9369.26 |
| SPY | 2010-07-26 | 2010-07-28 | $86.81 | $86.24 | Long | 87.0 | -0.65% | 9319.84 | 9319.84 |
| SPY | 2010-07-29 | 2010-08-10 | $85.82 | $87.45 | Long | 87.0 | 1.90% | 9461.34 | 9461.34 |
| SPY | 2010-09-13 | 2011-03-15 | $87.72 | $101.11 | Long | 87.0 | 15.27% | 10626.26 | 10626.26 |
| SPY | 2011-03-21 | 2011-05-05 | $102.48 | $105.53 | Long | 83.0 | 2.98% | 10879.97 | 10879.97 |
| SPY | 2011-05-09 | 2011-05-16 | $106.41 | $105.20 | Long | 82.0 | -1.14% | 10780.88 | 10780.88 |
| SPY | 2011-05-18 | 2011-05-20 | $106.12 | $105.53 | Long | 82.0 | -0.56% | 10732.30 | 10732.30 |
| SPY | 2011-05-31 | 2011-06-01 | $106.55 | $104.16 | Long | 81.0 | -2.25% | 10538.45 | 10538.45 |
| SPY | 2011-06-27 | 2011-07-26 | $101.55 | $105.83 | Long | 84.0 | 4.21% | 10897.83 | 10897.83 |
| SPY | 2011-10-18 | 2011-10-19 | $97.80 | $96.64 | Long | 90.0 | -1.18% | 10793.71 | 10793.71 |
| SPY | 2011-10-24 | 2011-10-25 | $100.12 | $98.17 | Long | 87.0 | -1.94% | 10624.35 | 10624.35 |
| SPY | 2011-10-27 | 2011-11-09 | $102.63 | $98.26 | Long | 83.0 | -4.25% | 10262.12 | 10262.12 |
| SPY | 2011-11-15 | 2011-11-17 | $100.59 | $97.42 | Long | 82.0 | -3.15% | 10002.39 | 10002.39 |
| SPY | 2011-12-05 | 2011-12-15 | $100.70 | $97.48 | Long | 80.0 | -3.20% | 9744.53 | 9744.53 |
| SPY | 2011-12-16 | 2011-12-19 | $97.62 | $96.58 | Long | 80.0 | -1.07% | 9661.03 | 9661.03 |
| SPY | 2011-12-20 | 2012-03-06 | $99.50 | $108.19 | Long | 78.0 | 8.73% | 10338.64 | 10338.64 |
| SPY | 2012-03-07 | 2012-05-04 | $108.94 | $110.48 | Long | 76.0 | 1.41% | 10455.15 | 10455.15 |
| SPY | 2012-05-08 | 2012-05-10 | $110.11 | $109.69 | Long | 76.0 | -0.39% | 10422.67 | 10422.67 |
| SPY | 2012-06-08 | 2012-06-11 | $107.33 | $105.97 | Long | 78.0 | -1.27% | 10316.37 | 10316.37 |
| SPY | 2012-06-14 | 2012-07-24 | $107.63 | $108.56 | Long | 77.0 | 0.86% | 10387.60 | 10387.60 |
| SPY | 2012-07-27 | 2012-07-30 | $112.41 | $112.41 | Long | 74.0 | 0.00% | 10387.60 | 10387.60 |
| SPY | 2012-08-07 | 2012-08-13 | $113.74 | $114.10 | Long | 73.0 | 0.32% | 10414.23 | 10414.23 |
| SPY | 2012-08-15 | 2012-10-19 | $114.25 | $116.84 | Long | 73.0 | 2.27% | 10603.94 | 10603.94 |
| SPY | 2012-11-01 | 2012-11-02 | $116.39 | $115.35 | Long | 73.0 | -0.89% | 10528.39 | 10528.39 |
| SPY | 2012-11-06 | 2012-11-07 | $116.49 | $113.85 | Long | 73.0 | -2.27% | 10335.66 | 10335.66 |
| SPY | 2012-11-26 | 2013-04-15 | $114.94 | $127.87 | Long | 72.0 | 11.26% | 11267.09 | 11267.09 |
| SPY | 2013-04-16 | 2013-04-17 | $129.76 | $127.87 | Long | 70.0 | -1.46% | 11134.37 | 11134.37 |
| SPY | 2013-04-19 | 2013-08-19 | $128.17 | $136.55 | Long | 70.0 | 6.53% | 11720.60 | 11720.60 |
| SPY | 2013-08-20 | 2014-02-03 | $137.22 | $145.83 | Long | 69.0 | 6.27% | 12314.70 | 12314.70 |
| SPY | 2014-02-10 | 2014-03-27 | $150.72 | $155.23 | Long | 66.0 | 2.99% | 12612.41 | 12612.41 |
| SPY | 2014-03-31 | 2014-04-04 | $157.27 | $156.76 | Long | 64.0 | -0.33% | 12579.58 | 12579.58 |
| SPY | 2014-04-09 | 2014-04-10 | $157.34 | $154.03 | Long | 64.0 | -2.10% | 12368.06 | 12368.06 |
| SPY | 2014-04-22 | 2014-04-24 | $158.01 | $157.96 | Long | 63.0 | -0.03% | 12364.88 | 12364.88 |
| SPY | 2014-05-12 | 2014-05-13 | $159.61 | $159.75 | Long | 62.0 | 0.09% | 12373.74 | 12373.74 |
| SPY | 2014-05-27 | 2014-05-28 | $161.06 | $160.95 | Long | 62.0 | -0.07% | 12366.44 | 12366.44 |
| SPY | 2014-05-29 | 2014-06-03 | $161.78 | $162.14 | Long | 61.0 | 0.22% | 12388.50 | 12388.50 |
| SPY | 2014-06-05 | 2014-07-10 | $163.53 | $165.91 | Long | 61.0 | 1.45% | 12533.61 | 12533.61 |
| SPY | 2014-07-14 | 2014-07-15 | $166.97 | $166.66 | Long | 60.0 | -0.19% | 12514.85 | 12514.85 |
| SPY | 2014-08-13 | 2014-09-15 | $164.64 | $168.14 | Long | 61.0 | 2.12% | 12728.24 | 12728.24 |
| SPY | 2014-10-24 | 2014-11-28 | $166.76 | $175.90 | Long | 61.0 | 5.48% | 13285.98 | 13285.98 |
| SPY | 2014-12-03 | 2014-12-04 | $176.49 | $176.29 | Long | 60.0 | -0.11% | 13274.27 | 13274.27 |
| SPY | 2014-12-05 | 2014-12-08 | $176.58 | $175.40 | Long | 60.0 | -0.67% | 13203.46 | 13203.46 |
| SPY | 2014-12-09 | 2014-12-10 | $175.28 | $172.47 | Long | 61.0 | -1.60% | 13032.05 | 13032.05 |
| SPY | 2014-12-17 | 2015-01-21 | $171.31 | $173.35 | Long | 61.0 | 1.19% | 13156.65 | 13156.65 |
| SPY | 2015-01-22 | 2015-01-28 | $175.93 | $170.84 | Long | 60.0 | -2.89% | 12851.40 | 12851.40 |
| SPY | 2015-01-29 | 2015-01-30 | $172.42 | $170.25 | Long | 60.0 | -1.26% | 12721.30 | 12721.30 |
| SPY | 2015-02-02 | 2015-04-30 | $172.36 | $178.73 | Long | 59.0 | 3.70% | 13097.13 | 13097.13 |
| SPY | 2015-05-01 | 2015-05-05 | $180.67 | $179.11 | Long | 58.0 | -0.86% | 13006.62 | 13006.62 |
| SPY | 2015-05-15 | 2015-05-19 | $182.14 | $182.65 | Long | 57.0 | 0.28% | 13035.45 | 13035.45 |
| SPY | 2015-05-20 | 2015-05-26 | $182.52 | $180.65 | Long | 57.0 | -1.02% | 12928.91 | 12928.91 |
| SPY | 2015-05-27 | 2015-05-28 | $182.37 | $182.16 | Long | 57.0 | -0.11% | 12917.18 | 12917.18 |
| SPY | 2015-05-29 | 2015-06-29 | $181.03 | $177.03 | Long | 57.0 | -2.21% | 12689.15 | 12689.15 |
| SPY | 2015-06-30 | 2015-07-01 | $177.39 | $178.84 | Long | 57.0 | 0.82% | 12771.65 | 12771.65 |
| SPY | 2015-10-15 | 2015-10-16 | $175.26 | $176.06 | Long | 59.0 | 0.45% | 12818.67 | 12818.67 |
| SPY | 2015-10-28 | 2015-10-30 | $180.97 | $180.10 | Long | 57.0 | -0.48% | 12768.80 | 12768.80 |
| SPY | 2015-11-02 | 2015-11-12 | $182.23 | $177.42 | Long | 56.0 | -2.64% | 12499.61 | 12499.61 |
| SPY | 2015-11-24 | 2015-12-03 | $181.33 | $178.09 | Long | 55.0 | -1.79% | 12321.44 | 12321.44 |
| SPY | 2015-12-29 | 2015-12-30 | $180.73 | $179.44 | Long | 55.0 | -0.71% | 12250.99 | 12250.99 |
| SPY | 2016-02-26 | 2016-03-23 | $170.00 | $177.98 | Long | 58.0 | 4.70% | 12714.12 | 12714.12 |
| SPY | 2016-03-29 | 2016-04-05 | $179.66 | $178.84 | Long | 57.0 | -0.45% | 12667.69 | 12667.69 |
| SPY | 2016-04-08 | 2016-05-13 | $179.11 | $179.34 | Long | 57.0 | 0.13% | 12680.67 | 12680.67 |
| SPY | 2016-05-16 | 2016-05-17 | $181.11 | $179.42 | Long | 56.0 | -0.93% | 12586.01 | 12586.01 |
| SPY | 2016-05-24 | 2016-06-17 | $182.07 | $181.83 | Long | 55.0 | -0.13% | 12572.93 | 12572.93 |
| SPY | 2016-06-20 | 2016-06-24 | $183.00 | $178.94 | Long | 55.0 | -2.22% | 12349.70 | 12349.70 |
| SPY | 2016-07-01 | 2016-07-06 | $184.82 | $184.59 | Long | 54.0 | -0.12% | 12337.33 | 12337.33 |
| SPY | 2016-07-07 | 2016-10-25 | $184.48 | $189.52 | Long | 54.0 | 2.73% | 12609.58 | 12609.58 |
| SPY | 2016-11-09 | 2017-03-08 | $191.47 | $210.57 | Long | 53.0 | 9.97% | 13621.53 | 13621.53 |
| SPY | 2017-03-13 | 2017-03-14 | $211.68 | $210.87 | Long | 52.0 | -0.38% | 13579.41 | 13579.41 |
| SPY | 2017-03-15 | 2017-03-21 | $212.70 | $208.96 | Long | 51.0 | -1.76% | 13388.69 | 13388.69 |
| SPY | 2017-03-27 | 2017-04-05 | $208.86 | $209.89 | Long | 51.0 | 0.50% | 13441.57 | 13441.57 |
| SPY | 2017-04-06 | 2017-04-13 | $210.48 | $207.87 | Long | 51.0 | -1.24% | 13307.98 | 13307.98 |
| SPY | 2017-04-20 | 2017-05-17 | $210.40 | $210.82 | Long | 51.0 | 0.20% | 13329.87 | 13329.87 |
| SPY | 2017-05-22 | 2017-05-23 | $214.13 | $214.61 | Long | 50.0 | 0.22% | 13353.56 | 13353.56 |
| SPY | 2017-06-01 | 2017-07-28 | $217.57 | $221.82 | Long | 49.0 | 1.95% | 13561.81 | 13561.81 |
| SPY | 2017-08-30 | 2018-02-05 | $221.01 | $239.49 | Long | 49.0 | 8.36% | 14467.41 | 14467.41 |
| SPY | 2018-02-16 | 2018-02-20 | $247.82 | $246.27 | Long | 47.0 | -0.63% | 14394.48 | 14394.48 |
| SPY | 2018-02-21 | 2018-02-28 | $245.04 | $246.49 | Long | 47.0 | 0.59% | 14462.72 | 14462.72 |
| SPY | 2018-03-02 | 2018-03-27 | $244.16 | $237.41 | Long | 47.0 | -2.76% | 14145.52 | 14145.52 |
| SPY | 2018-03-29 | 2018-04-02 | $239.74 | $234.56 | Long | 47.0 | -2.16% | 13902.32 | 13902.32 |
| SPY | 2018-04-12 | 2018-07-27 | $242.27 | $257.53 | Long | 46.0 | 6.30% | 14604.47 | 14604.47 |
| SPY | 2018-07-31 | 2018-08-03 | $257.45 | $259.53 | Long | 45.0 | 0.81% | 14697.94 | 14697.94 |
| SPY | 2018-08-06 | 2018-08-07 | $260.48 | $261.34 | Long | 45.0 | 0.33% | 14736.65 | 14736.65 |
| SPY | 2018-08-08 | 2018-08-15 | $261.23 | $257.86 | Long | 45.0 | -1.29% | 14585.11 | 14585.11 |
| SPY | 2018-08-16 | 2018-09-12 | $259.95 | $264.58 | Long | 45.0 | 1.78% | 14793.48 | 14793.48 |
| SPY | 2018-09-20 | 2018-10-02 | $268.66 | $268.02 | Long | 44.0 | -0.24% | 14765.32 | 14765.32 |
| SPY | 2019-01-09 | 2019-01-14 | $238.56 | $238.03 | Long | 50.0 | -0.22% | 14738.97 | 14738.97 |
| SPY | 2019-01-15 | 2019-01-17 | $240.76 | $243.17 | Long | 49.0 | 1.00% | 14857.23 | 14857.23 |
| SPY | 2019-01-18 | 2019-01-22 | $246.41 | $243.08 | Long | 48.0 | -1.35% | 14697.44 | 14697.44 |
| SPY | 2019-01-24 | 2019-02-06 | $243.72 | $252.22 | Long | 48.0 | 3.49% | 15105.36 | 15105.36 |
| SPY | 2019-02-13 | 2019-03-06 | $254.30 | $256.46 | Long | 48.0 | 0.85% | 15209.23 | 15209.23 |
| SPY | 2019-03-12 | 2019-04-17 | $258.46 | $268.84 | Long | 47.0 | 4.02% | 15697.27 | 15697.27 |
| SPY | 2019-04-23 | 2019-05-02 | $272.03 | $270.45 | Long | 46.0 | -0.58% | 15624.63 | 15624.63 |
| SPY | 2019-05-03 | 2019-05-07 | $273.09 | $267.43 | Long | 46.0 | -2.07% | 15364.01 | 15364.01 |
| SPY | 2019-06-21 | 2019-06-24 | $274.40 | $274.06 | Long | 45.0 | -0.12% | 15348.89 | 15348.89 |
| SPY | 2019-06-27 | 2019-07-15 | $272.06 | $280.70 | Long | 45.0 | 3.17% | 15737.39 | 15737.39 |
| SPY | 2019-09-09 | 2019-09-27 | $278.32 | $276.98 | Long | 45.0 | -0.48% | 15677.34 | 15677.34 |
| SPY | 2019-10-30 | 2019-11-15 | $285.18 | $292.35 | Long | 44.0 | 2.52% | 15992.95 | 15992.95 |
| SPY | 2019-11-25 | 2020-01-27 | $293.83 | $304.81 | Long | 44.0 | 3.74% | 16476.22 | 16476.22 |
| SPY | 2020-01-28 | 2020-01-29 | $308.01 | $307.75 | Long | 43.0 | -0.08% | 16465.28 | 16465.28 |
| SPY | 2020-02-12 | 2020-02-21 | $317.93 | $314.22 | Long | 41.0 | -1.17% | 16313.07 | 16313.07 |
| SPY | 2020-04-17 | 2020-04-20 | $271.74 | $266.96 | Long | 48.0 | -1.76% | 16083.26 | 16083.26 |
| SPY | 2020-04-28 | 2020-05-12 | $270.88 | $271.77 | Long | 48.0 | 0.33% | 16126.04 | 16126.04 |
| SPY | 2020-05-20 | 2020-07-09 | $281.50 | $299.36 | Long | 46.0 | 6.35% | 16947.71 | 16947.71 |
| SPY | 2020-07-10 | 2020-09-03 | $302.42 | $328.89 | Long | 45.0 | 8.75% | 18138.95 | 18138.95 |
| SPY | 2020-09-10 | 2020-10-28 | $317.94 | $312.31 | Long | 46.0 | -1.77% | 17880.21 | 17880.21 |
| SPY | 2020-10-29 | 2020-10-30 | $315.49 | $312.20 | Long | 45.0 | -1.04% | 17732.21 | 17732.21 |
| SPY | 2020-11-02 | 2021-04-20 | $315.70 | $397.05 | Long | 45.0 | 25.77% | 21393.18 | 21393.18 |
| SPY | 2021-04-21 | 2021-07-14 | $400.81 | $421.63 | Long | 43.0 | 5.20% | 22288.60 | 22288.60 |
| SPY | 2021-07-21 | 2021-07-22 | $420.00 | $420.88 | Long | 42.0 | 0.21% | 22325.54 | 22325.54 |
| SPY | 2021-08-03 | 2021-08-04 | $426.38 | $424.28 | Long | 42.0 | -0.49% | 22237.45 | 22237.45 |
| SPY | 2021-08-06 | 2021-08-13 | $427.67 | $430.99 | Long | 42.0 | 0.78% | 22376.69 | 22376.69 |
| SPY | 2021-08-31 | 2021-09-08 | $436.44 | $435.81 | Long | 41.0 | -0.14% | 22350.93 | 22350.93 |
| SPY | 2021-09-23 | 2021-09-29 | $429.73 | $421.26 | Long | 42.0 | -1.97% | 21995.40 | 21995.40 |
| SPY | 2021-10-05 | 2021-10-06 | $419.95 | $421.70 | Long | 42.0 | 0.42% | 22068.71 | 22068.71 |
| SPY | 2021-10-07 | 2021-10-08 | $425.34 | $424.57 | Long | 42.0 | -0.18% | 22036.13 | 22036.13 |
| SPY | 2021-10-11 | 2021-10-12 | $421.50 | $420.46 | Long | 42.0 | -0.25% | 21992.55 | 21992.55 |
| SPY | 2021-10-13 | 2021-10-22 | $421.97 | $439.37 | Long | 42.0 | 4.12% | 22723.16 | 22723.16 |
| SPY | 2021-11-01 | 2021-11-18 | $446.08 | $455.47 | Long | 41.0 | 2.11% | 23108.39 | 23108.39 |
| SPY | 2022-03-22 | 2022-03-23 | $438.84 | $433.18 | Long | 42.0 | -1.29% | 22871.03 | 22871.03 |
| SPY | 2022-03-29 | 2022-03-31 | $450.51 | $440.84 | Long | 41.0 | -2.15% | 22474.44 | 22474.44 |
| SPY | 2022-06-08 | 2022-06-09 | $401.38 | $391.84 | Long | 45.0 | -2.38% | 22044.86 | 22044.86 |
| SPY | 2022-07-29 | 2022-08-26 | $403.87 | $397.32 | Long | 44.0 | -1.62% | 21756.74 | 21756.74 |
| SPY | 2022-10-26 | 2022-11-02 | $376.04 | $369.00 | Long | 46.0 | -1.87% | 21432.99 | 21432.99 |
| SPY | 2022-11-07 | 2022-11-09 | $374.00 | $368.27 | Long | 46.0 | -1.53% | 21169.46 | 21169.46 |
| SPY | 2022-11-11 | 2022-11-16 | $392.27 | $389.26 | Long | 43.0 | -0.77% | 21039.94 | 21039.94 |
| SPY | 2022-11-25 | 2022-11-28 | $396.03 | $389.71 | Long | 43.0 | -1.60% | 20768.20 | 20768.20 |
| SPY | 2023-01-03 | 2023-02-21 | $376.60 | $394.67 | Long | 44.0 | 4.80% | 21563.17 | 21563.17 |
| SPY | 2023-04-03 | 2023-04-04 | $407.97 | $405.70 | Long | 42.0 | -0.55% | 21468.11 | 21468.11 |
| SPY | 2023-04-11 | 2023-04-18 | $406.75 | $411.20 | Long | 42.0 | 1.10% | 21655.32 | 21655.32 |
| SPY | 2023-04-19 | 2023-04-20 | $411.13 | $408.89 | Long | 42.0 | -0.55% | 21561.09 | 21561.09 |
| SPY | 2023-04-21 | 2023-04-24 | $409.21 | $409.63 | Long | 42.0 | 0.10% | 21579.02 | 21579.02 |
| SPY | 2023-05-19 | 2023-05-25 | $415.58 | $411.64 | Long | 42.0 | -0.95% | 21413.49 | 21413.49 |
| SPY | 2023-06-01 | 2023-07-05 | $418.76 | $441.55 | Long | 41.0 | 5.44% | 22348.10 | 22348.10 |
| SPY | 2023-07-10 | 2023-08-14 | $438.10 | $446.52 | Long | 41.0 | 1.92% | 22693.31 | 22693.31 |