Strategy - MC-EOD


Dual Momentum Signal

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