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 | 238.00 |
| NoOfWins | 97.00 |
| NoOfLosses | 141.00 |
| SharpRatio | 0.36 |
| SortinoRatio | 0.45 |
| GrossProfit | $12661.33 |
| FirstDate | 1998-02-02 |
| LastDate | 2022-08-26 |
| FirstEquity | $10000.00 |
| FinalEquity | $22661.33 |
| OpenEquity | $0.00 |
| LongEquity | $12661.33 |
| ShortEquity | $0.00 |
| PercentWins | 40.76% |
| AveWin | 3.58% |
| AveLoss | -1.62% |
| AveWinLoss | 2.21 |
| Expectancy | 0.50% |
| AveDrawUp | 16.50% |
| AveDrawDown | -9.86% |
| MaxDrawDown | -25.53% |
| Kelly | 13.99% |
| Thrope | 60.02 |
| APR | 3.39% |
| CalmarRatio | 0.34 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1998-02-02 | 1998-02-04 | $64.22 | $64.62 | Long | 126.0 | 0.63% | 10050.60 | 10050.60 |
| SPY | 1998-02-05 | 1998-05-18 | $64.58 | $71.27 | Long | 126.0 | 10.36% | 10893.40 | 10893.40 |
| SPY | 1998-06-25 | 1998-07-23 | $73.19 | $73.82 | Long | 120.0 | 0.86% | 10968.56 | 10968.56 |
| SPY | 1998-10-23 | 1998-12-03 | $69.32 | $74.83 | Long | 128.0 | 7.96% | 11674.41 | 11674.41 |
| SPY | 1998-12-04 | 1998-12-07 | $76.80 | $77.16 | Long | 123.0 | 0.48% | 11719.30 | 11719.30 |
| SPY | 1998-12-10 | 1998-12-11 | $75.83 | $75.99 | Long | 125.0 | 0.20% | 11738.31 | 11738.31 |
| SPY | 1998-12-31 | 1999-02-16 | $80.26 | $79.98 | Long | 118.0 | -0.35% | 11704.70 | 11704.70 |
| SPY | 1999-04-16 | 1999-06-02 | $85.83 | $84.74 | Long | 110.0 | -1.26% | 11585.83 | 11585.83 |
| SPY | 1999-06-03 | 1999-06-14 | $85.21 | $84.79 | Long | 110.0 | -0.50% | 11538.73 | 11538.73 |
| SPY | 1999-06-17 | 1999-06-22 | $87.80 | $87.50 | Long | 106.0 | -0.35% | 11506.09 | 11506.09 |
| SPY | 1999-06-23 | 1999-07-26 | $87.07 | $88.19 | Long | 107.0 | 1.29% | 11626.45 | 11626.45 |
| SPY | 1999-07-27 | 1999-07-28 | $88.93 | $89.21 | Long | 105.0 | 0.32% | 11656.52 | 11656.52 |
| SPY | 1999-08-18 | 1999-09-29 | $87.47 | $83.23 | Long | 107.0 | -4.86% | 11201.97 | 11201.97 |
| SPY | 1999-09-30 | 1999-10-01 | $84.50 | $84.31 | Long | 107.0 | -0.22% | 11182.22 | 11182.22 |
| SPY | 1999-10-08 | 1999-10-15 | $87.86 | $81.96 | Long | 103.0 | -6.72% | 10573.83 | 10573.83 |
| SPY | 1999-10-22 | 2000-04-11 | $85.38 | $99.20 | Long | 100.0 | 16.19% | 11955.95 | 11955.95 |
| SPY | 2000-05-01 | 2000-05-10 | $97.00 | $91.10 | Long | 99.0 | -6.08% | 11372.37 | 11372.37 |
| SPY | 2000-05-12 | 2000-05-22 | $94.19 | $92.38 | Long | 97.0 | -1.93% | 11196.43 | 11196.43 |
| SPY | 2000-06-02 | 2000-07-28 | $97.51 | $93.94 | Long | 93.0 | -3.66% | 10864.45 | 10864.45 |
| SPY | 2000-08-07 | 2000-08-10 | $97.93 | $97.00 | Long | 89.0 | -0.95% | 10781.70 | 10781.70 |
| SPY | 2000-08-11 | 2000-09-27 | $97.45 | $94.89 | Long | 89.0 | -2.63% | 10553.29 | 10553.29 |
| SPY | 2000-09-28 | 2000-10-04 | $96.11 | $95.24 | Long | 88.0 | -0.91% | 10476.73 | 10476.73 |
| SPY | 2000-11-02 | 2000-11-20 | $94.59 | $89.27 | Long | 89.0 | -5.62% | 10003.88 | 10003.88 |
| SPY | 2001-01-03 | 2001-02-20 | $89.76 | $85.37 | Long | 90.0 | -4.90% | 9608.33 | 9608.33 |
| SPY | 2001-04-18 | 2001-06-18 | $82.67 | $81.08 | Long | 94.0 | -1.93% | 9458.21 | 9458.21 |
| SPY | 2001-06-28 | 2001-08-17 | $81.67 | $78.06 | Long | 93.0 | -4.42% | 9122.43 | 9122.43 |
| SPY | 2001-08-22 | 2001-08-28 | $78.24 | $77.95 | Long | 94.0 | -0.38% | 9094.77 | 9094.77 |
| SPY | 2001-10-03 | 2002-02-07 | $72.05 | $72.75 | Long | 102.0 | 0.97% | 9165.91 | 9165.91 |
| SPY | 2002-02-13 | 2002-02-14 | $75.61 | $75.47 | Long | 98.0 | -0.19% | 9152.05 | 9152.05 |
| SPY | 2002-03-04 | 2002-06-04 | $77.95 | $70.66 | Long | 95.0 | -9.35% | 8459.60 | 8459.60 |
| SPY | 2002-06-05 | 2002-06-06 | $71.33 | $69.87 | Long | 96.0 | -2.04% | 8320.21 | 8320.21 |
| SPY | 2002-06-28 | 2002-07-01 | $67.07 | $65.76 | Long | 100.0 | -1.95% | 8189.40 | 8189.40 |
| SPY | 2002-08-19 | 2002-09-03 | $64.66 | $59.83 | Long | 102.0 | -7.46% | 7697.17 | 7697.17 |
| SPY | 2002-10-22 | 2002-12-27 | $60.95 | $59.78 | Long | 102.0 | -1.92% | 7577.95 | 7577.95 |
| SPY | 2003-01-02 | 2003-01-27 | $62.30 | $58.29 | Long | 98.0 | -6.45% | 7184.41 | 7184.41 |
| SPY | 2003-01-28 | 2003-02-04 | $58.72 | $58.41 | Long | 99.0 | -0.52% | 7153.94 | 7153.94 |
| SPY | 2003-02-05 | 2003-02-06 | $58.05 | $57.77 | Long | 99.0 | -0.47% | 7126.85 | 7126.85 |
| SPY | 2003-03-03 | 2003-03-04 | $57.53 | $56.61 | Long | 100.0 | -1.59% | 7035.18 | 7035.18 |
| SPY | 2003-03-17 | 2004-03-16 | $59.37 | $77.72 | Long | 95.0 | 30.92% | 8778.76 | 8778.76 |
| SPY | 2004-03-17 | 2004-03-22 | $78.59 | $76.50 | Long | 90.0 | -2.65% | 8591.03 | 8591.03 |
| SPY | 2004-03-25 | 2004-04-29 | $77.45 | $78.02 | Long | 89.0 | 0.75% | 8642.57 | 8642.57 |
| SPY | 2004-05-25 | 2004-07-08 | $78.04 | $78.04 | Long | 89.0 | -0.00% | 8642.30 | 8642.30 |
| SPY | 2004-08-24 | 2004-08-25 | $77.27 | $77.80 | Long | 90.0 | 0.68% | 8689.57 | 8689.57 |
| SPY | 2004-08-26 | 2004-10-18 | $77.80 | $78.53 | Long | 90.0 | 0.94% | 8755.28 | 8755.28 |
| SPY | 2004-10-26 | 2005-01-07 | $78.43 | $83.92 | Long | 90.0 | 7.01% | 9249.84 | 9249.84 |
| SPY | 2005-01-10 | 2005-01-11 | $84.32 | $83.74 | Long | 88.0 | -0.69% | 9198.71 | 9198.71 |
| SPY | 2005-01-31 | 2005-03-10 | $83.73 | $85.91 | Long | 88.0 | 2.61% | 9390.76 | 9390.76 |
| SPY | 2005-05-09 | 2005-05-10 | $83.81 | $82.95 | Long | 90.0 | -1.04% | 9312.65 | 9312.65 |
| SPY | 2005-05-16 | 2005-08-10 | $83.09 | $88.09 | Long | 90.0 | 6.02% | 9762.45 | 9762.45 |
| SPY | 2005-08-11 | 2005-08-12 | $88.44 | $87.89 | Long | 89.0 | -0.61% | 9714.14 | 9714.14 |
| SPY | 2005-08-15 | 2005-08-16 | $88.44 | $87.29 | Long | 88.0 | -1.30% | 9612.95 | 9612.95 |
| SPY | 2005-09-01 | 2005-09-22 | $87.49 | $87.03 | Long | 89.0 | -0.52% | 9572.43 | 9572.43 |
| SPY | 2005-09-23 | 2005-10-05 | $87.10 | $85.80 | Long | 89.0 | -1.49% | 9456.89 | 9456.89 |
| SPY | 2005-10-21 | 2006-03-07 | $84.73 | $92.27 | Long | 90.0 | 8.91% | 10135.99 | 10135.99 |
| SPY | 2006-03-10 | 2006-05-12 | $92.72 | $93.56 | Long | 88.0 | 0.91% | 10209.85 | 10209.85 |
| SPY | 2006-06-02 | 2006-06-05 | $93.39 | $92.03 | Long | 88.0 | -1.46% | 10090.08 | 10090.08 |
| SPY | 2006-06-29 | 2006-07-12 | $92.54 | $91.66 | Long | 88.0 | -0.96% | 10012.02 | 10012.02 |
| SPY | 2006-08-25 | 2006-09-28 | $94.39 | $97.64 | Long | 85.0 | 3.44% | 10288.11 | 10288.11 |
| SPY | 2006-10-06 | 2006-11-01 | $98.60 | $99.95 | Long | 84.0 | 1.37% | 10401.60 | 10401.60 |
| SPY | 2006-11-06 | 2006-11-10 | $100.85 | $100.96 | Long | 83.0 | 0.12% | 10411.30 | 10411.30 |
| SPY | 2006-11-13 | 2006-12-19 | $101.21 | $104.45 | Long | 83.0 | 3.20% | 10679.96 | 10679.96 |
| SPY | 2006-12-22 | 2007-01-18 | $103.37 | $104.68 | Long | 83.0 | 1.27% | 10789.08 | 10789.08 |
| SPY | 2007-01-19 | 2007-03-01 | $104.89 | $103.19 | Long | 83.0 | -1.62% | 10648.27 | 10648.27 |
| SPY | 2007-03-20 | 2007-05-10 | $103.94 | $110.29 | Long | 82.0 | 6.11% | 11168.84 | 11168.84 |
| SPY | 2007-05-11 | 2007-05-14 | $111.23 | $110.99 | Long | 81.0 | -0.22% | 11149.13 | 11149.13 |
| SPY | 2007-05-22 | 2007-05-24 | $112.38 | $111.38 | Long | 80.0 | -0.89% | 11068.91 | 11068.91 |
| SPY | 2007-05-25 | 2007-06-07 | $111.85 | $109.94 | Long | 80.0 | -1.71% | 10916.13 | 10916.13 |
| SPY | 2007-06-08 | 2007-06-12 | $111.37 | $110.34 | Long | 79.0 | -0.92% | 10835.17 | 10835.17 |
| SPY | 2007-06-13 | 2007-07-24 | $111.99 | $112.04 | Long | 78.0 | 0.04% | 10838.50 | 10838.50 |
| SPY | 2007-08-24 | 2007-08-28 | $109.84 | $106.42 | Long | 79.0 | -3.11% | 10568.82 | 10568.82 |
| SPY | 2007-08-29 | 2007-09-07 | $108.51 | $108.16 | Long | 78.0 | -0.32% | 10541.68 | 10541.68 |
| SPY | 2007-09-11 | 2007-10-19 | $109.22 | $111.35 | Long | 78.0 | 1.96% | 10708.47 | 10708.47 |
| SPY | 2007-12-06 | 2007-12-13 | $112.30 | $110.90 | Long | 77.0 | -1.25% | 10600.77 | 10600.77 |
| SPY | 2007-12-21 | 2007-12-28 | $110.78 | $110.16 | Long | 77.0 | -0.56% | 10552.98 | 10552.98 |
| SPY | 2008-02-13 | 2008-02-14 | $101.99 | $101.09 | Long | 83.0 | -0.88% | 10478.49 | 10478.49 |
| SPY | 2008-02-26 | 2008-02-27 | $103.48 | $103.37 | Long | 82.0 | -0.10% | 10469.90 | 10469.90 |
| SPY | 2008-03-25 | 2008-03-27 | $101.34 | $99.79 | Long | 83.0 | -1.54% | 10340.78 | 10340.78 |
| SPY | 2008-04-01 | 2008-04-09 | $102.67 | $102.08 | Long | 81.0 | -0.57% | 10293.30 | 10293.30 |
| SPY | 2008-04-16 | 2008-04-17 | $102.85 | $103.00 | Long | 81.0 | 0.15% | 10305.47 | 10305.47 |
| SPY | 2008-04-18 | 2008-04-22 | $104.07 | $103.67 | Long | 80.0 | -0.39% | 10273.01 | 10273.01 |
| SPY | 2008-04-28 | 2008-04-30 | $104.94 | $103.91 | Long | 79.0 | -0.98% | 10191.67 | 10191.67 |
| SPY | 2008-05-12 | 2008-06-02 | $105.56 | $104.39 | Long | 78.0 | -1.11% | 10100.22 | 10100.22 |
| SPY | 2008-06-05 | 2008-06-09 | $105.80 | $102.67 | Long | 77.0 | -2.95% | 9859.50 | 9859.50 |
| SPY | 2008-07-21 | 2008-08-21 | $95.21 | $96.53 | Long | 83.0 | 1.39% | 9969.21 | 9969.21 |
| SPY | 2008-08-22 | 2008-08-25 | $97.93 | $95.94 | Long | 82.0 | -2.03% | 9806.31 | 9806.31 |
| SPY | 2008-08-28 | 2008-08-29 | $98.34 | $97.28 | Long | 80.0 | -1.08% | 9721.71 | 9721.71 |
| SPY | 2008-09-02 | 2008-09-04 | $96.68 | $93.69 | Long | 81.0 | -3.09% | 9479.43 | 9479.43 |
| SPY | 2008-09-08 | 2008-09-09 | $95.92 | $93.07 | Long | 80.0 | -2.97% | 9251.62 | 9251.62 |
| SPY | 2008-09-19 | 2008-09-23 | $94.28 | $90.04 | Long | 79.0 | -4.49% | 8917.39 | 8917.39 |
| SPY | 2008-12-08 | 2008-12-09 | $69.12 | $67.98 | Long | 104.0 | -1.65% | 8798.90 | 8798.90 |
| SPY | 2008-12-16 | 2008-12-18 | $69.79 | $67.82 | Long | 102.0 | -2.82% | 8598.24 | 8598.24 |
| SPY | 2008-12-19 | 2008-12-23 | $67.53 | $65.98 | Long | 103.0 | -2.30% | 8438.13 | 8438.13 |
| SPY | 2008-12-31 | 2009-01-09 | $69.10 | $68.22 | Long | 98.0 | -1.27% | 8351.83 | 8351.83 |
| SPY | 2009-03-18 | 2009-03-19 | $61.21 | $60.45 | Long | 110.0 | -1.24% | 8268.44 | 8268.44 |
| SPY | 2009-03-20 | 2009-06-22 | $59.17 | $69.25 | Long | 113.0 | 17.04% | 9407.89 | 9407.89 |
| SPY | 2009-06-25 | 2009-07-06 | $71.43 | $69.66 | Long | 106.0 | -2.48% | 9220.42 | 9220.42 |
| SPY | 2009-07-15 | 2009-10-27 | $72.34 | $82.94 | Long | 103.0 | 14.65% | 10312.36 | 10312.36 |
| SPY | 2009-11-11 | 2009-11-12 | $85.85 | $84.98 | Long | 97.0 | -1.02% | 10227.68 | 10227.68 |
| SPY | 2009-11-16 | 2009-11-20 | $86.68 | $85.29 | Long | 95.0 | -1.60% | 10095.89 | 10095.89 |
| SPY | 2009-11-23 | 2009-11-27 | $86.37 | $85.40 | Long | 94.0 | -1.13% | 10004.31 | 10004.31 |
| SPY | 2009-11-30 | 2010-01-22 | $85.69 | $85.57 | Long | 94.0 | -0.13% | 9993.68 | 9993.68 |
| SPY | 2010-02-16 | 2010-05-06 | $85.99 | $88.86 | Long | 94.0 | 3.34% | 10263.83 | 10263.83 |
| SPY | 2010-05-11 | 2010-05-14 | $91.14 | $89.61 | Long | 91.0 | -1.67% | 10124.93 | 10124.93 |
| SPY | 2010-05-17 | 2010-05-18 | $89.66 | $88.44 | Long | 91.0 | -1.36% | 10013.95 | 10013.95 |
| SPY | 2010-06-16 | 2010-06-17 | $88.09 | $88.23 | Long | 92.0 | 0.16% | 10026.98 | 10026.98 |
| SPY | 2010-06-21 | 2010-06-28 | $88.08 | $85.01 | Long | 92.0 | -3.48% | 9744.78 | 9744.78 |
| SPY | 2010-07-22 | 2010-08-11 | $86.53 | $86.41 | Long | 91.0 | -0.15% | 9733.27 | 9733.27 |
| SPY | 2010-09-10 | 2010-11-23 | $88.13 | $94.14 | Long | 89.0 | 6.82% | 10268.28 | 10268.28 |
| SPY | 2010-11-24 | 2011-01-28 | $95.53 | $102.04 | Long | 87.0 | 6.81% | 10834.64 | 10834.64 |
| SPY | 2011-01-31 | 2011-03-14 | $102.81 | $103.90 | Long | 85.0 | 1.06% | 10927.68 | 10927.68 |
| SPY | 2011-03-21 | 2011-05-05 | $104.11 | $107.21 | Long | 85.0 | 2.98% | 11191.63 | 11191.63 |
| SPY | 2011-05-10 | 2011-05-16 | $109.02 | $106.87 | Long | 83.0 | -1.97% | 11013.14 | 11013.14 |
| SPY | 2011-05-18 | 2011-05-23 | $107.81 | $105.97 | Long | 82.0 | -1.71% | 10861.81 | 10861.81 |
| SPY | 2011-05-31 | 2011-06-01 | $108.25 | $105.81 | Long | 81.0 | -2.25% | 10664.87 | 10664.87 |
| SPY | 2011-06-02 | 2011-06-03 | $105.70 | $104.65 | Long | 81.0 | -0.99% | 10579.73 | 10579.73 |
| SPY | 2011-06-21 | 2011-06-22 | $104.39 | $103.76 | Long | 82.0 | -0.60% | 10528.15 | 10528.15 |
| SPY | 2011-06-23 | 2011-07-27 | $103.46 | $105.31 | Long | 82.0 | 1.79% | 10680.23 | 10680.23 |
| SPY | 2011-09-07 | 2011-09-08 | $97.00 | $95.99 | Long | 89.0 | -1.04% | 10590.52 | 10590.52 |
| SPY | 2011-10-12 | 2011-10-17 | $97.87 | $97.45 | Long | 87.0 | -0.43% | 10553.85 | 10553.85 |
| SPY | 2011-10-18 | 2011-11-09 | $99.35 | $99.82 | Long | 86.0 | 0.47% | 10594.28 | 10594.28 |
| SPY | 2011-12-06 | 2011-12-08 | $102.34 | $100.46 | Long | 83.0 | -1.83% | 10438.88 | 10438.88 |
| SPY | 2011-12-09 | 2011-12-15 | $102.17 | $99.03 | Long | 82.0 | -3.07% | 10181.67 | 10181.67 |
| SPY | 2011-12-16 | 2011-12-19 | $99.18 | $98.12 | Long | 83.0 | -1.07% | 10093.66 | 10093.66 |
| SPY | 2011-12-20 | 2012-03-02 | $101.08 | $112.00 | Long | 80.0 | 10.80% | 10966.74 | 10966.74 |
| SPY | 2012-03-08 | 2012-04-10 | $111.78 | $111.33 | Long | 79.0 | -0.40% | 10931.60 | 10931.60 |
| SPY | 2012-04-11 | 2012-04-13 | $112.23 | $112.35 | Long | 78.0 | 0.10% | 10940.55 | 10940.55 |
| SPY | 2012-04-16 | 2012-04-18 | $112.28 | $113.55 | Long | 78.0 | 1.14% | 11040.23 | 11040.23 |
| SPY | 2012-04-20 | 2012-04-23 | $113.01 | $112.06 | Long | 79.0 | -0.84% | 10965.16 | 10965.16 |
| SPY | 2012-04-24 | 2012-05-04 | $112.49 | $112.23 | Long | 78.0 | -0.23% | 10945.35 | 10945.35 |
| SPY | 2012-05-08 | 2012-05-11 | $111.87 | $111.10 | Long | 79.0 | -0.69% | 10884.51 | 10884.51 |
| SPY | 2012-06-06 | 2012-06-11 | $108.11 | $107.65 | Long | 81.0 | -0.42% | 10847.35 | 10847.35 |
| SPY | 2012-06-12 | 2012-07-23 | $108.89 | $111.24 | Long | 80.0 | 2.15% | 11034.99 | 11034.99 |
| SPY | 2012-07-27 | 2012-07-30 | $114.19 | $114.19 | Long | 78.0 | 0.00% | 11034.99 | 11034.99 |
| SPY | 2012-08-07 | 2012-08-10 | $115.54 | $115.97 | Long | 77.0 | 0.37% | 11067.97 | 11067.97 |
| SPY | 2012-08-16 | 2012-10-12 | $116.92 | $118.29 | Long | 76.0 | 1.17% | 11172.07 | 11172.07 |
| SPY | 2012-10-16 | 2012-10-18 | $120.48 | $120.71 | Long | 75.0 | 0.19% | 11189.45 | 11189.45 |
| SPY | 2012-11-26 | 2013-04-09 | $116.77 | $131.27 | Long | 77.0 | 12.42% | 12306.52 | 12306.52 |
| SPY | 2013-04-10 | 2013-04-15 | $132.88 | $129.91 | Long | 75.0 | -2.24% | 12083.55 | 12083.55 |
| SPY | 2013-04-23 | 2013-08-15 | $132.14 | $140.07 | Long | 74.0 | 6.01% | 12670.90 | 12670.90 |
| SPY | 2013-08-22 | 2013-08-27 | $139.80 | $137.51 | Long | 73.0 | -1.64% | 12503.12 | 12503.12 |
| SPY | 2013-08-29 | 2013-08-30 | $138.21 | $137.77 | Long | 73.0 | -0.32% | 12471.16 | 12471.16 |
| SPY | 2013-09-03 | 2014-01-31 | $138.40 | $151.56 | Long | 72.0 | 9.51% | 13418.67 | 13418.67 |
| SPY | 2014-02-11 | 2014-03-26 | $154.79 | $158.03 | Long | 70.0 | 2.09% | 13645.47 | 13645.47 |
| SPY | 2014-03-31 | 2014-04-04 | $159.77 | $159.25 | Long | 69.0 | -0.33% | 13609.51 | 13609.51 |
| SPY | 2014-04-09 | 2014-04-10 | $159.84 | $156.48 | Long | 68.0 | -2.10% | 13381.19 | 13381.19 |
| SPY | 2014-04-22 | 2014-04-24 | $160.52 | $160.47 | Long | 67.0 | -0.03% | 13377.76 | 13377.76 |
| SPY | 2014-05-23 | 2014-07-10 | $162.63 | $168.55 | Long | 66.0 | 3.64% | 13768.44 | 13768.44 |
| SPY | 2014-07-14 | 2014-07-15 | $169.63 | $169.31 | Long | 65.0 | -0.19% | 13747.79 | 13747.79 |
| SPY | 2014-08-15 | 2014-08-21 | $168.01 | $171.26 | Long | 66.0 | 1.93% | 13961.96 | 13961.96 |
| SPY | 2014-08-22 | 2014-09-15 | $170.99 | $170.81 | Long | 66.0 | -0.11% | 13950.06 | 13950.06 |
| SPY | 2014-10-24 | 2014-12-01 | $169.41 | $177.46 | Long | 66.0 | 4.75% | 14481.14 | 14481.14 |
| SPY | 2014-12-03 | 2014-12-04 | $179.30 | $179.10 | Long | 65.0 | -0.11% | 14468.25 | 14468.25 |
| SPY | 2014-12-05 | 2014-12-08 | $179.39 | $178.19 | Long | 65.0 | -0.67% | 14390.32 | 14390.32 |
| SPY | 2014-12-09 | 2014-12-10 | $178.07 | $175.22 | Long | 65.0 | -1.60% | 14204.77 | 14204.77 |
| SPY | 2014-12-17 | 2015-01-06 | $174.03 | $173.28 | Long | 66.0 | -0.43% | 14155.14 | 14155.14 |
| SPY | 2015-01-07 | 2015-01-15 | $175.44 | $172.59 | Long | 65.0 | -1.63% | 13969.69 | 13969.69 |
| SPY | 2015-01-16 | 2015-01-20 | $174.85 | $175.22 | Long | 64.0 | 0.21% | 13993.55 | 13993.55 |
| SPY | 2015-01-22 | 2015-01-23 | $178.73 | $177.75 | Long | 63.0 | -0.55% | 13931.82 | 13931.82 |
| SPY | 2015-02-03 | 2015-03-10 | $177.64 | $177.76 | Long | 63.0 | 0.07% | 13939.47 | 13939.47 |
| SPY | 2015-03-12 | 2015-04-30 | $179.60 | $181.57 | Long | 62.0 | 1.10% | 14062.17 | 14062.17 |
| SPY | 2015-05-15 | 2015-05-19 | $185.04 | $185.56 | Long | 61.0 | 0.28% | 14093.52 | 14093.52 |
| SPY | 2015-05-20 | 2015-05-26 | $185.42 | $183.53 | Long | 61.0 | -1.02% | 13977.69 | 13977.69 |
| SPY | 2015-05-27 | 2015-05-28 | $185.27 | $185.06 | Long | 61.0 | -0.11% | 13964.94 | 13964.94 |
| SPY | 2015-05-29 | 2015-06-29 | $183.91 | $179.84 | Long | 61.0 | -2.21% | 13717.02 | 13717.02 |
| SPY | 2015-06-30 | 2015-07-01 | $180.21 | $181.68 | Long | 61.0 | 0.82% | 13806.72 | 13806.72 |
| SPY | 2015-09-09 | 2015-09-14 | $170.47 | $171.54 | Long | 65.0 | 0.63% | 13876.13 | 13876.13 |
| SPY | 2015-09-17 | 2015-09-22 | $174.79 | $170.62 | Long | 64.0 | -2.39% | 13608.68 | 13608.68 |
| SPY | 2015-09-24 | 2015-09-25 | $169.76 | $169.71 | Long | 64.0 | -0.03% | 13605.30 | 13605.30 |
| SPY | 2015-10-12 | 2015-10-21 | $177.32 | $177.61 | Long | 62.0 | 0.16% | 13623.30 | 13623.30 |
| SPY | 2015-10-28 | 2015-11-12 | $183.85 | $180.24 | Long | 60.0 | -1.96% | 13406.85 | 13406.85 |
| SPY | 2015-11-25 | 2015-12-03 | $184.18 | $180.92 | Long | 58.0 | -1.77% | 13217.51 | 13217.51 |
| SPY | 2016-02-24 | 2016-04-05 | $171.03 | $181.69 | Long | 62.0 | 6.23% | 13878.25 | 13878.25 |
| SPY | 2016-04-08 | 2016-05-05 | $181.96 | $182.38 | Long | 61.0 | 0.23% | 13903.76 | 13903.76 |
| SPY | 2016-05-27 | 2016-06-16 | $187.07 | $185.41 | Long | 60.0 | -0.89% | 13803.92 | 13803.92 |
| SPY | 2016-06-20 | 2016-06-21 | $185.91 | $186.44 | Long | 60.0 | 0.28% | 13835.59 | 13835.59 |
| SPY | 2016-07-01 | 2016-07-05 | $187.76 | $186.41 | Long | 59.0 | -0.72% | 13755.90 | 13755.90 |
| SPY | 2016-07-08 | 2016-10-17 | $190.20 | $190.92 | Long | 58.0 | 0.38% | 13797.77 | 13797.77 |
| SPY | 2016-10-18 | 2016-10-21 | $192.12 | $192.36 | Long | 58.0 | 0.13% | 13811.85 | 13811.85 |
| SPY | 2016-11-09 | 2017-03-07 | $194.52 | $214.31 | Long | 57.0 | 10.18% | 14940.16 | 14940.16 |
| SPY | 2017-03-10 | 2017-03-14 | $214.94 | $214.22 | Long | 56.0 | -0.33% | 14900.16 | 14900.16 |
| SPY | 2017-03-15 | 2017-03-21 | $216.08 | $212.28 | Long | 55.0 | -1.76% | 14691.20 | 14691.20 |
| SPY | 2017-03-24 | 2017-04-13 | $212.40 | $211.17 | Long | 56.0 | -0.58% | 14622.54 | 14622.54 |
| SPY | 2017-04-19 | 2017-05-17 | $212.02 | $214.18 | Long | 55.0 | 1.02% | 14741.43 | 14741.43 |
| SPY | 2017-05-19 | 2017-05-24 | $216.44 | $218.53 | Long | 55.0 | 0.97% | 14856.32 | 14856.32 |
| SPY | 2017-06-01 | 2017-06-21 | $221.03 | $221.73 | Long | 54.0 | 0.32% | 14894.31 | 14894.31 |
| SPY | 2017-06-22 | 2017-07-27 | $221.63 | $225.61 | Long | 54.0 | 1.80% | 15109.18 | 15109.18 |
| SPY | 2017-08-30 | 2017-10-25 | $224.52 | $234.15 | Long | 54.0 | 4.29% | 15628.86 | 15628.86 |
| SPY | 2017-10-27 | 2017-10-30 | $236.36 | $235.48 | Long | 53.0 | -0.37% | 15582.20 | 15582.20 |
| SPY | 2017-11-02 | 2017-11-07 | $236.25 | $237.25 | Long | 53.0 | 0.42% | 15634.70 | 15634.70 |
| SPY | 2017-11-16 | 2018-02-02 | $237.20 | $253.92 | Long | 53.0 | 7.05% | 16520.70 | 16520.70 |
| SPY | 2018-02-21 | 2018-02-28 | $248.94 | $250.41 | Long | 53.0 | 0.59% | 16598.87 | 16598.87 |
| SPY | 2018-03-02 | 2018-03-27 | $248.04 | $241.19 | Long | 54.0 | -2.76% | 16228.64 | 16228.64 |
| SPY | 2018-03-29 | 2018-04-02 | $243.55 | $238.29 | Long | 53.0 | -2.16% | 15950.02 | 15950.02 |
| SPY | 2018-04-12 | 2018-07-20 | $246.12 | $260.01 | Long | 52.0 | 5.64% | 16672.26 | 16672.26 |
| SPY | 2018-07-23 | 2018-07-24 | $260.49 | $261.80 | Long | 51.0 | 0.50% | 16739.11 | 16739.11 |
| SPY | 2018-08-09 | 2018-08-15 | $265.02 | $261.96 | Long | 51.0 | -1.15% | 16583.12 | 16583.12 |
| SPY | 2018-08-16 | 2018-09-12 | $264.08 | $268.79 | Long | 50.0 | 1.78% | 16818.33 | 16818.33 |
| SPY | 2018-09-14 | 2018-09-17 | $270.42 | $268.99 | Long | 50.0 | -0.53% | 16746.74 | 16746.74 |
| SPY | 2018-09-20 | 2018-10-02 | $272.93 | $272.28 | Long | 49.0 | -0.24% | 16714.89 | 16714.89 |
| SPY | 2018-10-03 | 2018-10-04 | $272.43 | $270.30 | Long | 49.0 | -0.78% | 16610.55 | 16610.55 |
| SPY | 2018-11-08 | 2018-11-09 | $261.95 | $259.40 | Long | 51.0 | -0.98% | 16480.05 | 16480.05 |
| SPY | 2019-01-08 | 2019-03-06 | $241.22 | $260.54 | Long | 55.0 | 8.01% | 17542.38 | 17542.38 |
| SPY | 2019-04-05 | 2019-04-09 | $272.29 | $271.10 | Long | 52.0 | -0.44% | 17480.56 | 17480.56 |
| SPY | 2019-04-10 | 2019-04-15 | $272.02 | $273.61 | Long | 52.0 | 0.58% | 17562.99 | 17562.99 |
| SPY | 2019-04-26 | 2019-05-01 | $276.85 | $275.34 | Long | 51.0 | -0.55% | 17486.00 | 17486.00 |
| SPY | 2019-05-03 | 2019-05-07 | $277.44 | $271.68 | Long | 51.0 | -2.07% | 17192.45 | 17192.45 |
| SPY | 2019-06-18 | 2019-07-17 | $275.90 | $282.31 | Long | 50.0 | 2.32% | 17512.79 | 17512.79 |
| SPY | 2019-09-09 | 2019-09-27 | $282.74 | $281.39 | Long | 50.0 | -0.48% | 17445.00 | 17445.00 |
| SPY | 2019-10-31 | 2019-11-14 | $288.94 | $294.87 | Long | 48.0 | 2.05% | 17729.40 | 17729.40 |
| SPY | 2019-11-25 | 2020-01-24 | $298.50 | $314.71 | Long | 48.0 | 5.43% | 18507.12 | 18507.12 |
| SPY | 2020-02-19 | 2020-02-21 | $323.87 | $319.22 | Long | 46.0 | -1.44% | 18293.12 | 18293.12 |
| SPY | 2020-04-14 | 2020-04-16 | $273.32 | $268.80 | Long | 54.0 | -1.65% | 18049.21 | 18049.21 |
| SPY | 2020-04-17 | 2020-05-13 | $276.06 | $271.21 | Long | 52.0 | -1.76% | 17796.80 | 17796.80 |
| SPY | 2020-05-18 | 2020-06-23 | $284.12 | $301.87 | Long | 50.0 | 6.25% | 18684.36 | 18684.36 |
| SPY | 2020-06-26 | 2020-06-30 | $290.26 | $298.30 | Long | 52.0 | 2.77% | 19102.38 | 19102.38 |
| SPY | 2020-07-17 | 2020-08-27 | $311.22 | $336.96 | Long | 49.0 | 8.27% | 20363.72 | 20363.72 |
| SPY | 2020-08-28 | 2020-08-31 | $339.14 | $337.91 | Long | 48.0 | -0.36% | 20304.75 | 20304.75 |
| SPY | 2020-09-01 | 2020-09-03 | $341.09 | $334.12 | Long | 48.0 | -2.04% | 19969.97 | 19969.97 |
| SPY | 2020-09-09 | 2020-10-28 | $328.70 | $317.28 | Long | 49.0 | -3.47% | 19410.30 | 19410.30 |
| SPY | 2020-10-29 | 2020-10-30 | $320.51 | $317.16 | Long | 49.0 | -1.04% | 19246.58 | 19246.58 |
| SPY | 2020-11-02 | 2021-04-20 | $320.72 | $403.37 | Long | 48.0 | 25.77% | 23213.72 | 23213.72 |
| SPY | 2021-04-21 | 2021-07-08 | $407.18 | $423.12 | Long | 46.0 | 3.91% | 23946.56 | 23946.56 |
| SPY | 2021-07-09 | 2021-07-13 | $427.63 | $427.70 | Long | 45.0 | 0.02% | 23949.65 | 23949.65 |
| SPY | 2021-08-11 | 2021-08-13 | $435.74 | $437.84 | Long | 44.0 | 0.48% | 24042.11 | 24042.11 |
| SPY | 2021-08-25 | 2021-08-26 | $440.78 | $438.18 | Long | 44.0 | -0.59% | 23927.62 | 23927.62 |
| SPY | 2021-08-27 | 2021-09-09 | $442.10 | $440.85 | Long | 43.0 | -0.28% | 23874.00 | 23874.00 |
| SPY | 2021-09-17 | 2021-09-20 | $434.81 | $427.56 | Long | 44.0 | -1.67% | 23555.00 | 23555.00 |
| SPY | 2021-09-23 | 2021-10-04 | $436.56 | $422.24 | Long | 43.0 | -3.28% | 22939.11 | 22939.11 |
| SPY | 2021-10-05 | 2021-10-06 | $426.63 | $428.41 | Long | 43.0 | 0.42% | 23015.36 | 23015.36 |
| SPY | 2021-10-07 | 2021-10-12 | $432.11 | $427.14 | Long | 43.0 | -1.15% | 22801.87 | 22801.87 |
| SPY | 2021-10-13 | 2021-10-18 | $428.68 | $440.51 | Long | 43.0 | 2.76% | 23310.59 | 23310.59 |
| SPY | 2021-10-19 | 2021-10-22 | $443.91 | $446.35 | Long | 42.0 | 0.55% | 23413.20 | 23413.20 |
| SPY | 2021-11-01 | 2021-11-18 | $453.17 | $462.72 | Long | 41.0 | 2.11% | 23804.55 | 23804.55 |
| SPY | 2022-03-22 | 2022-03-25 | $445.81 | $448.89 | Long | 43.0 | 0.69% | 23936.73 | 23936.73 |
| SPY | 2022-03-29 | 2022-03-31 | $457.67 | $447.85 | Long | 42.0 | -2.15% | 23524.01 | 23524.01 |
| SPY | 2022-06-07 | 2022-06-10 | $412.25 | $386.53 | Long | 46.0 | -6.24% | 22340.79 | 22340.79 |
| SPY | 2022-07-19 | 2022-07-22 | $390.65 | $393.46 | Long | 46.0 | 0.72% | 22469.97 | 22469.97 |
| SPY | 2022-07-27 | 2022-08-26 | $399.39 | $403.64 | Long | 45.0 | 1.06% | 22661.33 | 22661.33 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| MC-EOD | 0.90 | 0.00 | Out | EOD |