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 | 208.00 |
| NoOfWins | 82.00 |
| NoOfLosses | 126.00 |
| SharpRatio | 0.33 |
| SortinoRatio | 0.41 |
| GrossProfit | $11718.69 |
| FirstDate | 1998-02-02 |
| LastDate | 2023-02-21 |
| FirstEquity | $10000.00 |
| FinalEquity | $21718.69 |
| OpenEquity | $0.00 |
| LongEquity | $11718.69 |
| ShortEquity | $0.00 |
| PercentWins | 39.42% |
| AveWin | 4.00% |
| AveLoss | -1.71% |
| AveWinLoss | 2.34 |
| Expectancy | 0.54% |
| AveDrawUp | 16.71% |
| AveDrawDown | -10.15% |
| MaxDrawDown | -25.13% |
| Kelly | 13.55% |
| Thorpe | 55.46 |
| APR | 3.14% |
| CalmarRatio | 0.31 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1998-02-02 | 1998-02-03 | $63.68 | $64.15 | Long | 127.0 | 0.75% | 10060.69 | 10060.69 |
| SPY | 1998-02-09 | 1998-05-26 | $64.53 | $69.95 | Long | 126.0 | 8.39% | 10743.07 | 10743.07 |
| SPY | 1998-06-29 | 1998-07-06 | $73.14 | $74.36 | Long | 118.0 | 1.67% | 10887.26 | 10887.26 |
| SPY | 1998-07-08 | 1998-07-21 | $74.76 | $74.68 | Long | 117.0 | -0.11% | 10877.89 | 10877.89 |
| SPY | 1998-10-29 | 1998-12-14 | $70.38 | $73.17 | Long | 125.0 | 3.97% | 11227.17 | 11227.17 |
| SPY | 1998-12-17 | 1998-12-21 | $76.16 | $77.55 | Long | 119.0 | 1.83% | 11392.74 | 11392.74 |
| SPY | 1998-12-24 | 1998-12-28 | $79.18 | $78.98 | Long | 116.0 | -0.25% | 11369.34 | 11369.34 |
| SPY | 1998-12-30 | 1999-02-17 | $79.59 | $79.22 | Long | 115.0 | -0.46% | 11327.59 | 11327.59 |
| SPY | 1999-04-21 | 1999-06-14 | $87.26 | $84.07 | Long | 105.0 | -3.66% | 10992.17 | 10992.17 |
| SPY | 1999-06-16 | 1999-07-26 | $86.25 | $87.45 | Long | 103.0 | 1.38% | 11115.04 | 11115.04 |
| SPY | 1999-07-27 | 1999-08-03 | $88.18 | $85.94 | Long | 102.0 | -2.53% | 10887.50 | 10887.50 |
| SPY | 1999-08-17 | 1999-10-04 | $87.36 | $85.09 | Long | 100.0 | -2.61% | 10659.65 | 10659.65 |
| SPY | 1999-10-05 | 1999-10-07 | $85.00 | $85.82 | Long | 101.0 | 0.96% | 10741.81 | 10741.81 |
| SPY | 1999-10-08 | 1999-10-15 | $87.12 | $81.26 | Long | 99.0 | -6.72% | 10161.99 | 10161.99 |
| SPY | 1999-10-22 | 2000-04-12 | $84.66 | $95.67 | Long | 97.0 | 13.00% | 11229.64 | 11229.64 |
| SPY | 2000-05-01 | 2000-05-09 | $96.18 | $92.42 | Long | 94.0 | -3.91% | 10876.16 | 10876.16 |
| SPY | 2000-05-16 | 2000-05-18 | $95.93 | $93.76 | Long | 91.0 | -2.26% | 10679.03 | 10679.03 |
| SPY | 2000-06-08 | 2000-07-07 | $96.07 | $97.08 | Long | 90.0 | 1.05% | 10769.64 | 10769.64 |
| SPY | 2000-07-10 | 2000-07-28 | $96.92 | $93.15 | Long | 90.0 | -3.89% | 10430.40 | 10430.40 |
| SPY | 2000-08-07 | 2000-10-05 | $97.10 | $94.76 | Long | 87.0 | -2.41% | 10226.98 | 10226.98 |
| SPY | 2000-10-31 | 2000-11-20 | $93.95 | $88.52 | Long | 88.0 | -5.78% | 9748.94 | 9748.94 |
| SPY | 2001-01-04 | 2001-02-21 | $88.05 | $82.82 | Long | 89.0 | -5.94% | 9283.82 | 9283.82 |
| SPY | 2001-03-08 | 2001-03-12 | $83.81 | $77.85 | Long | 89.0 | -7.11% | 8753.39 | 8753.39 |
| SPY | 2001-04-19 | 2001-06-20 | $83.07 | $81.17 | Long | 85.0 | -2.29% | 8592.01 | 8592.01 |
| SPY | 2001-06-21 | 2001-08-17 | $82.09 | $77.40 | Long | 84.0 | -5.71% | 8198.28 | 8198.28 |
| SPY | 2001-08-22 | 2001-08-24 | $77.58 | $78.91 | Long | 85.0 | 1.71% | 8310.98 | 8310.98 |
| SPY | 2001-10-04 | 2002-02-19 | $71.50 | $72.63 | Long | 94.0 | 1.57% | 8416.81 | 8416.81 |
| SPY | 2002-02-25 | 2002-06-12 | $74.42 | $68.69 | Long | 91.0 | -7.70% | 7895.50 | 7895.50 |
| SPY | 2002-06-28 | 2002-07-01 | $66.51 | $65.21 | Long | 96.0 | -1.95% | 7770.98 | 7770.98 |
| SPY | 2002-08-20 | 2002-08-27 | $63.43 | $63.28 | Long | 99.0 | -0.24% | 7755.68 | 7755.68 |
| SPY | 2002-10-22 | 2003-02-07 | $60.43 | $56.59 | Long | 103.0 | -6.36% | 7359.63 | 7359.63 |
| SPY | 2003-02-21 | 2003-02-24 | $57.78 | $56.84 | Long | 103.0 | -1.62% | 7263.22 | 7263.22 |
| SPY | 2003-03-03 | 2003-03-04 | $57.04 | $56.13 | Long | 103.0 | -1.59% | 7169.60 | 7169.60 |
| SPY | 2003-03-17 | 2004-04-29 | $58.86 | $77.36 | Long | 98.0 | 31.43% | 8982.58 | 8982.58 |
| SPY | 2004-05-27 | 2004-07-06 | $78.08 | $77.69 | Long | 93.0 | -0.51% | 8945.75 | 8945.75 |
| SPY | 2004-09-07 | 2004-09-27 | $78.36 | $77.21 | Long | 92.0 | -1.46% | 8840.27 | 8840.27 |
| SPY | 2004-09-28 | 2005-01-24 | $77.58 | $81.89 | Long | 92.0 | 5.54% | 9236.05 | 9236.05 |
| SPY | 2005-01-25 | 2005-03-10 | $82.12 | $85.18 | Long | 91.0 | 3.73% | 9514.81 | 9514.81 |
| SPY | 2005-05-23 | 2005-05-24 | $84.49 | $84.29 | Long | 91.0 | -0.23% | 9496.84 | 9496.84 |
| SPY | 2005-05-26 | 2005-10-05 | $84.68 | $85.08 | Long | 90.0 | 0.47% | 9532.90 | 9532.90 |
| SPY | 2005-10-21 | 2005-10-27 | $84.01 | $83.99 | Long | 91.0 | -0.03% | 9530.96 | 9530.96 |
| SPY | 2005-10-28 | 2006-05-15 | $85.20 | $92.96 | Long | 90.0 | 9.10% | 10229.02 | 10229.02 |
| SPY | 2006-06-02 | 2006-06-05 | $92.60 | $91.25 | Long | 89.0 | -1.46% | 10108.92 | 10108.92 |
| SPY | 2006-06-29 | 2006-06-30 | $91.76 | $91.77 | Long | 89.0 | 0.01% | 10109.56 | 10109.56 |
| SPY | 2006-07-03 | 2006-07-07 | $92.14 | $91.29 | Long | 88.0 | -0.93% | 10034.05 | 10034.05 |
| SPY | 2006-08-28 | 2006-09-28 | $94.04 | $96.81 | Long | 86.0 | 2.95% | 10272.59 | 10272.59 |
| SPY | 2006-10-06 | 2007-03-02 | $97.77 | $100.98 | Long | 85.0 | 3.28% | 10545.41 | 10545.41 |
| SPY | 2007-03-20 | 2007-05-10 | $103.06 | $109.36 | Long | 82.0 | 6.11% | 11061.58 | 11061.58 |
| SPY | 2007-05-11 | 2007-05-14 | $110.29 | $110.05 | Long | 81.0 | -0.22% | 11042.04 | 11042.04 |
| SPY | 2007-05-22 | 2007-05-24 | $111.43 | $110.44 | Long | 80.0 | -0.89% | 10962.50 | 10962.50 |
| SPY | 2007-05-25 | 2007-07-24 | $110.90 | $111.09 | Long | 80.0 | 0.17% | 10977.59 | 10977.59 |
| SPY | 2007-08-30 | 2007-09-07 | $107.31 | $107.25 | Long | 82.0 | -0.05% | 10972.77 | 10972.77 |
| SPY | 2007-09-13 | 2007-09-17 | $109.33 | $108.74 | Long | 81.0 | -0.54% | 10924.60 | 10924.60 |
| SPY | 2007-09-18 | 2007-10-19 | $111.94 | $110.41 | Long | 79.0 | -1.37% | 10803.82 | 10803.82 |
| SPY | 2007-10-26 | 2007-10-30 | $113.33 | $112.91 | Long | 77.0 | -0.36% | 10772.01 | 10772.01 |
| SPY | 2007-10-31 | 2007-11-01 | $114.09 | $111.42 | Long | 76.0 | -2.34% | 10569.06 | 10569.06 |
| SPY | 2007-12-07 | 2007-12-11 | $111.33 | $109.11 | Long | 76.0 | -1.99% | 10400.86 | 10400.86 |
| SPY | 2007-12-24 | 2007-12-27 | $110.66 | $109.51 | Long | 76.0 | -1.05% | 10312.94 | 10312.94 |
| SPY | 2008-04-07 | 2008-04-08 | $102.06 | $101.95 | Long | 81.0 | -0.10% | 10304.49 | 10304.49 |
| SPY | 2008-04-16 | 2008-04-17 | $101.98 | $102.13 | Long | 81.0 | 0.15% | 10316.56 | 10316.56 |
| SPY | 2008-04-18 | 2008-04-22 | $103.19 | $102.79 | Long | 80.0 | -0.39% | 10284.37 | 10284.37 |
| SPY | 2008-04-28 | 2008-04-30 | $104.05 | $103.03 | Long | 80.0 | -0.98% | 10202.70 | 10202.70 |
| SPY | 2008-05-12 | 2008-06-11 | $104.67 | $99.81 | Long | 78.0 | -4.64% | 9823.74 | 9823.74 |
| SPY | 2008-06-13 | 2008-06-20 | $101.45 | $98.55 | Long | 78.0 | -2.87% | 9597.01 | 9597.01 |
| SPY | 2008-07-22 | 2008-08-21 | $95.48 | $95.72 | Long | 81.0 | 0.25% | 9616.43 | 9616.43 |
| SPY | 2008-08-22 | 2008-08-25 | $97.10 | $95.13 | Long | 80.0 | -2.03% | 9458.84 | 9458.84 |
| SPY | 2008-08-28 | 2008-08-29 | $97.51 | $96.46 | Long | 78.0 | -1.08% | 9377.06 | 9377.06 |
| SPY | 2008-09-02 | 2008-09-04 | $95.86 | $92.89 | Long | 79.0 | -3.09% | 9142.75 | 9142.75 |
| SPY | 2008-09-08 | 2008-09-09 | $95.11 | $92.29 | Long | 77.0 | -2.97% | 8925.34 | 8925.34 |
| SPY | 2008-09-19 | 2008-09-23 | $93.48 | $89.28 | Long | 77.0 | -4.49% | 8602.33 | 8602.33 |
| SPY | 2009-01-06 | 2009-01-07 | $70.97 | $68.84 | Long | 98.0 | -3.00% | 8393.99 | 8393.99 |
| SPY | 2009-03-23 | 2009-03-30 | $62.88 | $60.26 | Long | 108.0 | -4.17% | 8110.66 | 8110.66 |
| SPY | 2009-03-31 | 2009-07-07 | $60.82 | $67.73 | Long | 108.0 | 11.36% | 8857.03 | 8857.03 |
| SPY | 2009-07-08 | 2009-07-10 | $67.68 | $67.65 | Long | 105.0 | -0.05% | 8853.80 | 8853.80 |
| SPY | 2009-07-13 | 2009-10-27 | $69.30 | $82.24 | Long | 103.0 | 18.68% | 10186.84 | 10186.84 |
| SPY | 2009-11-11 | 2009-11-12 | $85.12 | $84.26 | Long | 96.0 | -1.02% | 10103.75 | 10103.75 |
| SPY | 2009-11-16 | 2009-11-20 | $85.94 | $84.57 | Long | 95.0 | -1.60% | 9973.07 | 9973.07 |
| SPY | 2009-11-23 | 2009-11-27 | $85.64 | $84.68 | Long | 94.0 | -1.13% | 9882.27 | 9882.27 |
| SPY | 2009-11-30 | 2010-01-22 | $84.96 | $84.85 | Long | 94.0 | -0.13% | 9871.72 | 9871.72 |
| SPY | 2010-02-16 | 2010-05-07 | $85.26 | $86.80 | Long | 93.0 | 1.81% | 10014.85 | 10014.85 |
| SPY | 2010-05-10 | 2010-05-19 | $90.62 | $87.19 | Long | 89.0 | -3.79% | 9709.34 | 9709.34 |
| SPY | 2010-06-21 | 2010-06-28 | $87.33 | $84.29 | Long | 90.0 | -3.48% | 9435.62 | 9435.62 |
| SPY | 2010-07-26 | 2010-07-28 | $87.45 | $86.88 | Long | 87.0 | -0.65% | 9385.83 | 9385.83 |
| SPY | 2010-07-29 | 2010-08-10 | $86.45 | $88.09 | Long | 87.0 | 1.90% | 9528.36 | 9528.36 |
| SPY | 2010-09-13 | 2011-03-15 | $88.36 | $101.84 | Long | 87.0 | 15.27% | 10701.81 | 10701.81 |
| SPY | 2011-03-21 | 2011-05-05 | $103.22 | $106.30 | Long | 83.0 | 2.98% | 10957.37 | 10957.37 |
| SPY | 2011-05-09 | 2011-05-16 | $107.19 | $105.97 | Long | 82.0 | -1.14% | 10857.55 | 10857.55 |
| SPY | 2011-05-18 | 2011-05-20 | $106.90 | $106.30 | Long | 82.0 | -0.56% | 10808.62 | 10808.62 |
| SPY | 2011-05-31 | 2011-06-01 | $107.33 | $104.92 | Long | 81.0 | -2.25% | 10613.35 | 10613.35 |
| SPY | 2011-06-27 | 2011-07-26 | $102.30 | $106.61 | Long | 84.0 | 4.21% | 10975.36 | 10975.36 |
| SPY | 2011-10-18 | 2011-10-19 | $98.51 | $97.35 | Long | 90.0 | -1.18% | 10870.48 | 10870.48 |
| SPY | 2011-10-24 | 2011-10-25 | $100.85 | $98.89 | Long | 87.0 | -1.94% | 10699.87 | 10699.87 |
| SPY | 2011-10-27 | 2011-11-09 | $103.38 | $98.98 | Long | 83.0 | -4.25% | 10335.00 | 10335.00 |
| SPY | 2011-11-15 | 2011-11-17 | $101.33 | $98.14 | Long | 82.0 | -3.15% | 10073.37 | 10073.37 |
| SPY | 2011-12-05 | 2011-12-15 | $101.44 | $98.19 | Long | 80.0 | -3.20% | 9813.63 | 9813.63 |
| SPY | 2011-12-16 | 2011-12-19 | $98.34 | $97.29 | Long | 80.0 | -1.07% | 9729.51 | 9729.51 |
| SPY | 2011-12-20 | 2012-03-06 | $100.23 | $108.98 | Long | 78.0 | 8.73% | 10412.08 | 10412.08 |
| SPY | 2012-03-07 | 2012-05-04 | $109.74 | $111.29 | Long | 76.0 | 1.41% | 10529.44 | 10529.44 |
| SPY | 2012-05-08 | 2012-05-10 | $110.92 | $110.49 | Long | 76.0 | -0.39% | 10496.72 | 10496.72 |
| SPY | 2012-06-08 | 2012-06-11 | $108.12 | $106.74 | Long | 78.0 | -1.27% | 10389.65 | 10389.65 |
| SPY | 2012-06-14 | 2012-07-24 | $108.42 | $109.35 | Long | 77.0 | 0.86% | 10461.40 | 10461.40 |
| SPY | 2012-07-27 | 2012-07-30 | $113.23 | $113.23 | Long | 74.0 | 0.00% | 10461.40 | 10461.40 |
| SPY | 2012-08-07 | 2012-08-13 | $114.57 | $114.93 | Long | 73.0 | 0.32% | 10488.22 | 10488.22 |
| SPY | 2012-08-15 | 2012-10-19 | $115.08 | $117.70 | Long | 73.0 | 2.27% | 10679.32 | 10679.32 |
| SPY | 2012-11-01 | 2012-11-02 | $117.24 | $116.20 | Long | 73.0 | -0.89% | 10603.22 | 10603.22 |
| SPY | 2012-11-06 | 2012-11-07 | $117.35 | $114.69 | Long | 73.0 | -2.27% | 10409.07 | 10409.07 |
| SPY | 2012-11-26 | 2013-04-15 | $115.78 | $128.81 | Long | 72.0 | 11.26% | 11347.32 | 11347.32 |
| SPY | 2013-04-16 | 2013-04-17 | $130.71 | $128.80 | Long | 70.0 | -1.46% | 11213.63 | 11213.63 |
| SPY | 2013-04-19 | 2013-08-19 | $129.11 | $137.54 | Long | 70.0 | 6.53% | 11804.15 | 11804.15 |
| SPY | 2013-08-20 | 2014-02-03 | $138.22 | $146.89 | Long | 69.0 | 6.27% | 12402.59 | 12402.59 |
| SPY | 2014-02-10 | 2014-03-27 | $151.82 | $156.36 | Long | 66.0 | 2.99% | 12702.48 | 12702.48 |
| SPY | 2014-03-31 | 2014-04-04 | $158.42 | $157.90 | Long | 64.0 | -0.33% | 12669.41 | 12669.41 |
| SPY | 2014-04-09 | 2014-04-10 | $158.49 | $155.16 | Long | 64.0 | -2.10% | 12456.34 | 12456.34 |
| SPY | 2014-04-22 | 2014-04-24 | $159.17 | $159.12 | Long | 63.0 | -0.03% | 12453.13 | 12453.13 |
| SPY | 2014-05-12 | 2014-05-13 | $160.78 | $160.92 | Long | 62.0 | 0.09% | 12462.06 | 12462.06 |
| SPY | 2014-05-27 | 2014-05-28 | $162.24 | $162.12 | Long | 62.0 | -0.07% | 12454.71 | 12454.71 |
| SPY | 2014-05-29 | 2014-06-03 | $162.96 | $163.33 | Long | 61.0 | 0.22% | 12476.93 | 12476.93 |
| SPY | 2014-06-05 | 2014-07-10 | $164.72 | $167.12 | Long | 61.0 | 1.45% | 12623.10 | 12623.10 |
| SPY | 2014-07-14 | 2014-07-15 | $168.19 | $167.88 | Long | 60.0 | -0.19% | 12604.20 | 12604.20 |
| SPY | 2014-08-13 | 2014-09-15 | $165.84 | $169.37 | Long | 61.0 | 2.12% | 12819.16 | 12819.16 |
| SPY | 2014-10-24 | 2014-11-28 | $167.98 | $177.19 | Long | 61.0 | 5.48% | 13380.97 | 13380.97 |
| SPY | 2014-12-03 | 2014-12-04 | $177.78 | $177.58 | Long | 60.0 | -0.11% | 13369.17 | 13369.17 |
| SPY | 2014-12-05 | 2014-12-08 | $177.87 | $176.68 | Long | 60.0 | -0.67% | 13297.85 | 13297.85 |
| SPY | 2014-12-09 | 2014-12-10 | $176.56 | $173.73 | Long | 61.0 | -1.60% | 13125.18 | 13125.18 |
| SPY | 2014-12-17 | 2015-01-21 | $172.56 | $174.62 | Long | 61.0 | 1.19% | 13250.69 | 13250.69 |
| SPY | 2015-01-22 | 2015-01-28 | $177.22 | $172.09 | Long | 60.0 | -2.89% | 12943.21 | 12943.21 |
| SPY | 2015-01-29 | 2015-01-30 | $173.68 | $171.50 | Long | 60.0 | -1.26% | 12812.17 | 12812.17 |
| SPY | 2015-02-02 | 2015-04-30 | $173.62 | $180.04 | Long | 59.0 | 3.70% | 13190.73 | 13190.73 |
| SPY | 2015-05-01 | 2015-05-05 | $181.99 | $180.42 | Long | 58.0 | -0.86% | 13099.57 | 13099.57 |
| SPY | 2015-05-15 | 2015-05-19 | $183.48 | $183.99 | Long | 57.0 | 0.28% | 13128.61 | 13128.61 |
| SPY | 2015-05-20 | 2015-05-26 | $183.86 | $181.97 | Long | 57.0 | -1.02% | 13021.29 | 13021.29 |
| SPY | 2015-05-27 | 2015-05-28 | $183.70 | $183.49 | Long | 57.0 | -0.11% | 13009.48 | 13009.48 |
| SPY | 2015-05-29 | 2015-06-29 | $182.35 | $178.32 | Long | 57.0 | -2.21% | 12779.77 | 12779.77 |
| SPY | 2015-06-30 | 2015-07-01 | $178.69 | $180.15 | Long | 57.0 | 0.82% | 12862.88 | 12862.88 |
| SPY | 2015-10-15 | 2015-10-16 | $176.55 | $177.35 | Long | 59.0 | 0.45% | 12910.24 | 12910.24 |
| SPY | 2015-10-28 | 2015-10-30 | $182.29 | $181.41 | Long | 57.0 | -0.48% | 12860.01 | 12860.01 |
| SPY | 2015-11-02 | 2015-11-12 | $183.56 | $178.72 | Long | 56.0 | -2.64% | 12588.85 | 12588.85 |
| SPY | 2015-11-24 | 2015-12-03 | $182.65 | $179.39 | Long | 55.0 | -1.79% | 12409.38 | 12409.38 |
| SPY | 2015-12-29 | 2015-12-30 | $182.05 | $180.76 | Long | 55.0 | -0.71% | 12338.41 | 12338.41 |
| SPY | 2016-02-26 | 2016-03-23 | $171.24 | $179.29 | Long | 58.0 | 4.70% | 12804.93 | 12804.93 |
| SPY | 2016-03-29 | 2016-04-05 | $180.97 | $180.15 | Long | 57.0 | -0.45% | 12758.16 | 12758.16 |
| SPY | 2016-04-08 | 2016-05-13 | $180.42 | $180.65 | Long | 57.0 | 0.13% | 12771.24 | 12771.24 |
| SPY | 2016-05-16 | 2016-05-17 | $182.44 | $180.73 | Long | 56.0 | -0.93% | 12675.88 | 12675.88 |
| SPY | 2016-05-24 | 2016-06-17 | $183.40 | $183.16 | Long | 55.0 | -0.13% | 12662.71 | 12662.71 |
| SPY | 2016-06-20 | 2016-06-24 | $184.34 | $180.25 | Long | 55.0 | -2.22% | 12437.84 | 12437.84 |
| SPY | 2016-07-01 | 2016-07-06 | $186.17 | $185.94 | Long | 54.0 | -0.12% | 12425.39 | 12425.39 |
| SPY | 2016-07-07 | 2016-10-25 | $185.83 | $190.91 | Long | 54.0 | 2.73% | 12699.62 | 12699.62 |
| SPY | 2016-11-09 | 2017-03-08 | $192.88 | $212.11 | Long | 53.0 | 9.97% | 13718.97 | 13718.97 |
| SPY | 2017-03-13 | 2017-03-14 | $213.23 | $212.41 | Long | 52.0 | -0.38% | 13676.54 | 13676.54 |
| SPY | 2017-03-15 | 2017-03-21 | $214.25 | $210.48 | Long | 51.0 | -1.76% | 13484.43 | 13484.43 |
| SPY | 2017-03-27 | 2017-04-05 | $210.38 | $211.43 | Long | 51.0 | 0.50% | 13537.70 | 13537.70 |
| SPY | 2017-04-06 | 2017-04-13 | $212.02 | $209.39 | Long | 51.0 | -1.24% | 13403.13 | 13403.13 |
| SPY | 2017-04-20 | 2017-05-17 | $211.93 | $212.37 | Long | 51.0 | 0.20% | 13425.18 | 13425.18 |
| SPY | 2017-05-22 | 2017-05-23 | $215.70 | $216.18 | Long | 50.0 | 0.22% | 13449.04 | 13449.04 |
| SPY | 2017-06-01 | 2017-07-28 | $219.16 | $223.44 | Long | 49.0 | 1.95% | 13658.82 | 13658.82 |
| SPY | 2017-08-30 | 2018-02-05 | $222.62 | $241.24 | Long | 49.0 | 8.36% | 14571.04 | 14571.04 |
| SPY | 2018-02-16 | 2018-02-20 | $249.63 | $248.07 | Long | 47.0 | -0.63% | 14497.58 | 14497.58 |
| SPY | 2018-02-21 | 2018-02-28 | $246.83 | $248.30 | Long | 47.0 | 0.59% | 14566.31 | 14566.31 |
| SPY | 2018-03-02 | 2018-03-27 | $245.95 | $239.15 | Long | 47.0 | -2.76% | 14246.80 | 14246.80 |
| SPY | 2018-03-29 | 2018-04-02 | $241.49 | $236.28 | Long | 47.0 | -2.16% | 14001.81 | 14001.81 |
| SPY | 2018-04-12 | 2018-07-27 | $244.04 | $259.42 | Long | 46.0 | 6.30% | 14709.10 | 14709.10 |
| SPY | 2018-07-31 | 2018-08-03 | $259.33 | $261.43 | Long | 45.0 | 0.81% | 14803.26 | 14803.26 |
| SPY | 2018-08-06 | 2018-08-07 | $262.38 | $263.25 | Long | 45.0 | 0.33% | 14842.25 | 14842.25 |
| SPY | 2018-08-08 | 2018-08-15 | $263.14 | $259.75 | Long | 45.0 | -1.29% | 14689.60 | 14689.60 |
| SPY | 2018-08-16 | 2018-09-12 | $261.85 | $266.51 | Long | 45.0 | 1.78% | 14899.50 | 14899.50 |
| SPY | 2018-09-20 | 2018-10-02 | $270.62 | $269.98 | Long | 44.0 | -0.24% | 14871.13 | 14871.13 |
| SPY | 2019-01-09 | 2019-01-14 | $240.30 | $239.77 | Long | 50.0 | -0.22% | 14844.58 | 14844.58 |
| SPY | 2019-01-15 | 2019-01-17 | $242.52 | $244.95 | Long | 49.0 | 1.00% | 14963.71 | 14963.71 |
| SPY | 2019-01-18 | 2019-01-22 | $248.21 | $244.86 | Long | 48.0 | -1.35% | 14802.75 | 14802.75 |
| SPY | 2019-01-24 | 2019-02-06 | $245.50 | $254.06 | Long | 48.0 | 3.49% | 15213.66 | 15213.66 |
| SPY | 2019-02-13 | 2019-03-06 | $256.16 | $258.33 | Long | 48.0 | 0.85% | 15318.28 | 15318.28 |
| SPY | 2019-03-12 | 2019-04-17 | $260.35 | $270.81 | Long | 47.0 | 4.02% | 15809.89 | 15809.89 |
| SPY | 2019-04-23 | 2019-05-02 | $274.02 | $272.43 | Long | 46.0 | -0.58% | 15736.73 | 15736.73 |
| SPY | 2019-05-03 | 2019-05-07 | $275.09 | $269.38 | Long | 46.0 | -2.07% | 15474.20 | 15474.20 |
| SPY | 2019-06-21 | 2019-06-24 | $276.40 | $276.06 | Long | 45.0 | -0.12% | 15458.97 | 15458.97 |
| SPY | 2019-06-27 | 2019-07-15 | $274.05 | $282.75 | Long | 45.0 | 3.17% | 15850.30 | 15850.30 |
| SPY | 2019-09-09 | 2019-09-27 | $280.35 | $279.01 | Long | 45.0 | -0.48% | 15789.82 | 15789.82 |
| SPY | 2019-10-30 | 2019-11-15 | $287.26 | $294.49 | Long | 44.0 | 2.52% | 16107.74 | 16107.74 |
| SPY | 2019-11-25 | 2020-01-27 | $295.98 | $307.04 | Long | 44.0 | 3.74% | 16594.53 | 16594.53 |
| SPY | 2020-01-28 | 2020-01-29 | $310.26 | $310.01 | Long | 43.0 | -0.08% | 16583.51 | 16583.51 |
| SPY | 2020-02-12 | 2020-02-21 | $320.26 | $316.52 | Long | 41.0 | -1.17% | 16430.19 | 16430.19 |
| SPY | 2020-04-17 | 2020-04-20 | $273.73 | $268.91 | Long | 48.0 | -1.76% | 16198.71 | 16198.71 |
| SPY | 2020-04-28 | 2020-05-12 | $272.86 | $273.76 | Long | 48.0 | 0.33% | 16241.80 | 16241.80 |
| SPY | 2020-05-20 | 2020-07-09 | $283.56 | $301.55 | Long | 46.0 | 6.35% | 17069.48 | 17069.48 |
| SPY | 2020-07-10 | 2020-09-03 | $304.63 | $331.29 | Long | 45.0 | 8.75% | 18269.42 | 18269.42 |
| SPY | 2020-09-10 | 2020-10-28 | $320.26 | $314.60 | Long | 46.0 | -1.77% | 18008.79 | 18008.79 |
| SPY | 2020-10-29 | 2020-10-30 | $317.80 | $314.48 | Long | 45.0 | -1.04% | 17859.71 | 17859.71 |
| SPY | 2020-11-02 | 2021-04-20 | $318.01 | $399.96 | Long | 45.0 | 25.77% | 21547.45 | 21547.45 |
| SPY | 2021-04-21 | 2021-07-14 | $403.74 | $424.72 | Long | 43.0 | 5.20% | 22449.42 | 22449.42 |
| SPY | 2021-07-21 | 2021-07-22 | $423.07 | $423.96 | Long | 42.0 | 0.21% | 22486.63 | 22486.63 |
| SPY | 2021-08-03 | 2021-08-04 | $429.50 | $427.38 | Long | 42.0 | -0.49% | 22397.90 | 22397.90 |
| SPY | 2021-08-06 | 2021-08-13 | $430.80 | $434.14 | Long | 42.0 | 0.78% | 22538.15 | 22538.15 |
| SPY | 2021-08-31 | 2021-09-08 | $439.63 | $439.00 | Long | 41.0 | -0.14% | 22512.21 | 22512.21 |
| SPY | 2021-09-23 | 2021-09-29 | $432.87 | $424.34 | Long | 42.0 | -1.97% | 22154.08 | 22154.08 |
| SPY | 2021-10-05 | 2021-10-06 | $423.02 | $424.78 | Long | 42.0 | 0.42% | 22227.92 | 22227.92 |
| SPY | 2021-10-07 | 2021-10-08 | $428.46 | $427.67 | Long | 42.0 | -0.18% | 22195.10 | 22195.10 |
| SPY | 2021-10-11 | 2021-10-12 | $424.58 | $423.53 | Long | 42.0 | -0.25% | 22151.21 | 22151.21 |
| SPY | 2021-10-13 | 2021-10-22 | $425.06 | $442.58 | Long | 42.0 | 4.12% | 22887.16 | 22887.16 |
| SPY | 2021-11-01 | 2021-11-18 | $449.34 | $458.80 | Long | 41.0 | 2.11% | 23275.21 | 23275.21 |
| SPY | 2022-03-22 | 2022-03-23 | $442.04 | $436.35 | Long | 42.0 | -1.29% | 23036.11 | 23036.11 |
| SPY | 2022-03-29 | 2022-03-31 | $453.80 | $444.06 | Long | 41.0 | -2.15% | 22636.62 | 22636.62 |
| SPY | 2022-06-08 | 2022-06-09 | $404.32 | $394.70 | Long | 45.0 | -2.38% | 22203.90 | 22203.90 |
| SPY | 2022-07-29 | 2022-08-26 | $406.82 | $400.23 | Long | 44.0 | -1.62% | 21913.67 | 21913.67 |
| SPY | 2022-10-26 | 2022-11-02 | $378.79 | $371.70 | Long | 46.0 | -1.87% | 21587.55 | 21587.55 |
| SPY | 2022-11-07 | 2022-11-09 | $376.74 | $370.97 | Long | 46.0 | -1.53% | 21322.09 | 21322.09 |
| SPY | 2022-11-11 | 2022-11-16 | $395.14 | $392.11 | Long | 43.0 | -0.77% | 21191.63 | 21191.63 |
| SPY | 2022-11-25 | 2022-11-28 | $398.93 | $392.56 | Long | 43.0 | -1.60% | 20917.90 | 20917.90 |
| SPY | 2023-01-03 | 2023-02-21 | $379.35 | $397.55 | Long | 44.0 | 4.80% | 21718.69 | 21718.69 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| MC-EOD | 0.90 | 0.00 | Out | EOD |