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 | 235.00 |
| NoOfWins | 95.00 |
| NoOfLosses | 140.00 |
| SharpRatio | 0.38 |
| SortinoRatio | 0.49 |
| GrossProfit | $13635.88 |
| FirstDate | 1998-02-02 |
| LastDate | 2022-03-31 |
| FirstEquity | $10000.00 |
| FinalEquity | $23635.88 |
| OpenEquity | $0.00 |
| LongEquity | $13635.88 |
| ShortEquity | $0.00 |
| PercentWins | 40.43% |
| AveWin | $366.19 |
| AveLoss | $-151.09 |
| AveWinLoss | 2.42 |
| Expectancy | 0.56% |
| AveDrawUp | 16.32% |
| AveDrawDown | -9.89% |
| MaxDrawDown | -25.50% |
| Kelly | 15.85% |
| Thrope | 64.12 |
| APR | 3.63% |
| CalmarRatio | 0.37 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1998-02-02 | 1998-02-04 | $64.76 | $65.17 | Long | 125.0 | 0.63% | 10050.63 | 10050.63 |
| SPY | 1998-02-05 | 1998-05-18 | $65.13 | $71.87 | Long | 125.0 | 10.36% | 10893.82 | 10893.82 |
| SPY | 1998-06-25 | 1998-07-23 | $73.81 | $74.45 | Long | 119.0 | 0.86% | 10968.98 | 10968.98 |
| SPY | 1998-10-23 | 1998-12-03 | $69.90 | $75.46 | Long | 127.0 | 7.96% | 11675.25 | 11675.25 |
| SPY | 1998-12-04 | 1998-12-07 | $77.45 | $77.82 | Long | 122.0 | 0.48% | 11720.15 | 11720.15 |
| SPY | 1998-12-10 | 1998-12-11 | $76.48 | $76.63 | Long | 124.0 | 0.20% | 11739.16 | 11739.16 |
| SPY | 1998-12-31 | 1999-02-16 | $80.94 | $80.66 | Long | 117.0 | -0.35% | 11705.56 | 11705.56 |
| SPY | 1999-04-16 | 1999-06-02 | $86.55 | $85.46 | Long | 109.0 | -1.26% | 11586.77 | 11586.77 |
| SPY | 1999-06-03 | 1999-06-14 | $85.94 | $85.50 | Long | 109.0 | -0.50% | 11539.70 | 11539.70 |
| SPY | 1999-06-17 | 1999-06-22 | $88.55 | $88.24 | Long | 105.0 | -0.35% | 11507.10 | 11507.10 |
| SPY | 1999-06-23 | 1999-07-26 | $87.80 | $88.94 | Long | 106.0 | 1.29% | 11627.35 | 11627.35 |
| SPY | 1999-07-27 | 1999-07-28 | $89.68 | $89.97 | Long | 105.0 | 0.32% | 11657.67 | 11657.67 |
| SPY | 1999-08-18 | 1999-09-29 | $88.22 | $83.93 | Long | 107.0 | -4.86% | 11199.27 | 11199.27 |
| SPY | 1999-09-30 | 1999-10-01 | $85.21 | $85.03 | Long | 106.0 | -0.22% | 11179.54 | 11179.54 |
| SPY | 1999-10-08 | 1999-10-15 | $88.61 | $82.65 | Long | 102.0 | -6.72% | 10571.95 | 10571.95 |
| SPY | 1999-10-22 | 2000-04-11 | $86.10 | $100.04 | Long | 99.0 | 16.19% | 11951.84 | 11951.84 |
| SPY | 2000-05-01 | 2000-05-10 | $97.82 | $91.87 | Long | 98.0 | -6.08% | 11369.26 | 11369.26 |
| SPY | 2000-05-12 | 2000-05-22 | $94.99 | $93.16 | Long | 96.0 | -1.93% | 11193.66 | 11193.66 |
| SPY | 2000-06-02 | 2000-07-28 | $98.34 | $94.74 | Long | 92.0 | -3.66% | 10862.47 | 10862.47 |
| SPY | 2000-08-07 | 2000-08-10 | $98.76 | $97.82 | Long | 89.0 | -0.95% | 10779.02 | 10779.02 |
| SPY | 2000-08-11 | 2000-09-27 | $98.28 | $95.69 | Long | 88.0 | -2.63% | 10551.26 | 10551.26 |
| SPY | 2000-09-28 | 2000-10-04 | $96.92 | $96.05 | Long | 88.0 | -0.91% | 10474.05 | 10474.05 |
| SPY | 2000-11-02 | 2000-11-20 | $95.39 | $90.03 | Long | 88.0 | -5.62% | 10002.56 | 10002.56 |
| SPY | 2001-01-03 | 2001-02-20 | $90.52 | $86.09 | Long | 89.0 | -4.90% | 9608.09 | 9608.09 |
| SPY | 2001-04-18 | 2001-06-18 | $83.37 | $81.76 | Long | 93.0 | -1.93% | 9458.31 | 9458.31 |
| SPY | 2001-06-28 | 2001-08-17 | $82.36 | $78.72 | Long | 93.0 | -4.42% | 9119.68 | 9119.68 |
| SPY | 2001-08-22 | 2001-08-28 | $78.91 | $78.61 | Long | 93.0 | -0.38% | 9092.09 | 9092.09 |
| SPY | 2001-10-03 | 2002-02-07 | $72.66 | $73.36 | Long | 101.0 | 0.97% | 9163.12 | 9163.12 |
| SPY | 2002-02-13 | 2002-02-14 | $76.25 | $76.11 | Long | 97.0 | -0.19% | 9149.29 | 9149.29 |
| SPY | 2002-03-04 | 2002-06-04 | $78.61 | $71.26 | Long | 94.0 | -9.35% | 8458.33 | 8458.33 |
| SPY | 2002-06-05 | 2002-06-06 | $71.93 | $70.47 | Long | 95.0 | -2.04% | 8319.22 | 8319.22 |
| SPY | 2002-06-28 | 2002-07-01 | $67.64 | $66.32 | Long | 99.0 | -1.95% | 8188.62 | 8188.62 |
| SPY | 2002-08-19 | 2002-09-03 | $65.21 | $60.34 | Long | 101.0 | -7.46% | 7697.09 | 7697.09 |
| SPY | 2002-10-22 | 2002-12-27 | $61.46 | $60.28 | Long | 101.0 | -1.92% | 7578.04 | 7578.04 |
| SPY | 2003-01-02 | 2003-01-27 | $62.83 | $58.78 | Long | 97.0 | -6.45% | 7185.22 | 7185.22 |
| SPY | 2003-01-28 | 2003-02-04 | $59.21 | $58.90 | Long | 98.0 | -0.52% | 7154.80 | 7154.80 |
| SPY | 2003-02-05 | 2003-02-06 | $58.54 | $58.26 | Long | 99.0 | -0.47% | 7127.48 | 7127.48 |
| SPY | 2003-03-03 | 2003-03-04 | $58.01 | $57.09 | Long | 99.0 | -1.59% | 7035.96 | 7035.96 |
| SPY | 2003-03-17 | 2004-03-16 | $59.87 | $78.38 | Long | 95.0 | 30.92% | 8794.30 | 8794.30 |
| SPY | 2004-03-17 | 2004-03-22 | $79.25 | $77.15 | Long | 89.0 | -2.65% | 8607.09 | 8607.09 |
| SPY | 2004-03-25 | 2004-04-29 | $78.10 | $78.69 | Long | 89.0 | 0.75% | 8659.06 | 8659.06 |
| SPY | 2004-05-25 | 2004-07-08 | $78.70 | $78.70 | Long | 89.0 | -0.00% | 8658.80 | 8658.80 |
| SPY | 2004-08-24 | 2004-08-25 | $77.93 | $78.46 | Long | 90.0 | 0.68% | 8706.47 | 8706.47 |
| SPY | 2004-08-26 | 2004-10-18 | $78.46 | $79.19 | Long | 89.0 | 0.94% | 8772.00 | 8772.00 |
| SPY | 2004-10-26 | 2005-01-07 | $79.09 | $84.63 | Long | 89.0 | 7.01% | 9265.20 | 9265.20 |
| SPY | 2005-01-10 | 2005-01-11 | $85.03 | $84.45 | Long | 88.0 | -0.69% | 9213.64 | 9213.64 |
| SPY | 2005-01-31 | 2005-03-10 | $84.43 | $86.64 | Long | 88.0 | 2.61% | 9407.32 | 9407.32 |
| SPY | 2005-05-09 | 2005-05-10 | $84.52 | $83.65 | Long | 90.0 | -1.04% | 9328.55 | 9328.55 |
| SPY | 2005-05-16 | 2005-08-10 | $83.79 | $88.83 | Long | 90.0 | 6.02% | 9782.15 | 9782.15 |
| SPY | 2005-08-11 | 2005-08-12 | $89.18 | $88.64 | Long | 88.0 | -0.61% | 9733.98 | 9733.98 |
| SPY | 2005-08-15 | 2005-08-16 | $89.18 | $88.03 | Long | 88.0 | -1.30% | 9631.93 | 9631.93 |
| SPY | 2005-09-01 | 2005-09-22 | $88.23 | $87.77 | Long | 88.0 | -0.52% | 9591.53 | 9591.53 |
| SPY | 2005-09-23 | 2005-10-05 | $87.84 | $86.53 | Long | 88.0 | -1.49% | 9476.32 | 9476.32 |
| SPY | 2005-10-21 | 2006-03-07 | $85.45 | $93.06 | Long | 89.0 | 8.91% | 10153.56 | 10153.56 |
| SPY | 2006-03-10 | 2006-05-12 | $93.51 | $94.35 | Long | 87.0 | 0.91% | 10227.20 | 10227.20 |
| SPY | 2006-06-02 | 2006-06-05 | $94.18 | $92.80 | Long | 87.0 | -1.46% | 10107.79 | 10107.79 |
| SPY | 2006-06-29 | 2006-07-12 | $93.33 | $92.43 | Long | 87.0 | -0.96% | 10029.96 | 10029.96 |
| SPY | 2006-08-25 | 2006-09-28 | $95.19 | $98.47 | Long | 85.0 | 3.44% | 10308.39 | 10308.39 |
| SPY | 2006-10-06 | 2006-11-01 | $99.44 | $100.80 | Long | 83.0 | 1.37% | 10421.48 | 10421.48 |
| SPY | 2006-11-06 | 2006-11-10 | $101.70 | $101.82 | Long | 83.0 | 0.12% | 10431.26 | 10431.26 |
| SPY | 2006-11-13 | 2006-12-19 | $102.07 | $105.33 | Long | 82.0 | 3.20% | 10698.94 | 10698.94 |
| SPY | 2006-12-22 | 2007-01-18 | $104.24 | $105.57 | Long | 83.0 | 1.27% | 10808.97 | 10808.97 |
| SPY | 2007-01-19 | 2007-03-01 | $105.78 | $104.07 | Long | 82.0 | -1.62% | 10668.68 | 10668.68 |
| SPY | 2007-03-20 | 2007-05-10 | $104.82 | $111.22 | Long | 82.0 | 6.11% | 11193.66 | 11193.66 |
| SPY | 2007-05-11 | 2007-05-14 | $112.18 | $111.93 | Long | 80.0 | -0.22% | 11174.03 | 11174.03 |
| SPY | 2007-05-22 | 2007-05-24 | $113.34 | $112.32 | Long | 79.0 | -0.89% | 11094.14 | 11094.14 |
| SPY | 2007-05-25 | 2007-06-07 | $112.79 | $110.87 | Long | 79.0 | -1.71% | 10942.00 | 10942.00 |
| SPY | 2007-06-08 | 2007-06-12 | $112.31 | $111.28 | Long | 78.0 | -0.92% | 10861.38 | 10861.38 |
| SPY | 2007-06-13 | 2007-07-24 | $112.94 | $112.99 | Long | 77.0 | 0.04% | 10864.70 | 10864.70 |
| SPY | 2007-08-24 | 2007-08-28 | $110.77 | $107.32 | Long | 79.0 | -3.11% | 10592.74 | 10592.74 |
| SPY | 2007-08-29 | 2007-09-07 | $109.43 | $109.08 | Long | 78.0 | -0.32% | 10565.36 | 10565.36 |
| SPY | 2007-09-11 | 2007-10-19 | $110.14 | $112.30 | Long | 77.0 | 1.96% | 10731.41 | 10731.41 |
| SPY | 2007-12-06 | 2007-12-13 | $113.25 | $111.84 | Long | 76.0 | -1.25% | 10624.21 | 10624.21 |
| SPY | 2007-12-21 | 2007-12-28 | $111.72 | $111.10 | Long | 77.0 | -0.56% | 10576.01 | 10576.01 |
| SPY | 2008-02-13 | 2008-02-14 | $102.85 | $101.95 | Long | 83.0 | -0.88% | 10500.89 | 10500.89 |
| SPY | 2008-02-26 | 2008-02-27 | $104.35 | $104.25 | Long | 81.0 | -0.10% | 10492.34 | 10492.34 |
| SPY | 2008-03-25 | 2008-03-27 | $102.20 | $100.63 | Long | 83.0 | -1.54% | 10362.12 | 10362.12 |
| SPY | 2008-04-01 | 2008-04-09 | $103.54 | $102.94 | Long | 81.0 | -0.57% | 10314.24 | 10314.24 |
| SPY | 2008-04-16 | 2008-04-17 | $103.72 | $103.87 | Long | 80.0 | 0.15% | 10326.37 | 10326.37 |
| SPY | 2008-04-18 | 2008-04-22 | $104.95 | $104.54 | Long | 79.0 | -0.39% | 10294.03 | 10294.03 |
| SPY | 2008-04-28 | 2008-04-30 | $105.82 | $104.79 | Long | 78.0 | -0.98% | 10213.05 | 10213.05 |
| SPY | 2008-05-12 | 2008-06-02 | $106.45 | $105.27 | Long | 77.0 | -1.11% | 10122.01 | 10122.01 |
| SPY | 2008-06-05 | 2008-06-09 | $106.70 | $103.54 | Long | 76.0 | -2.95% | 9882.39 | 9882.39 |
| SPY | 2008-07-21 | 2008-08-21 | $96.02 | $97.35 | Long | 83.0 | 1.39% | 9993.04 | 9993.04 |
| SPY | 2008-08-22 | 2008-08-25 | $98.76 | $96.76 | Long | 81.0 | -2.03% | 9830.76 | 9830.76 |
| SPY | 2008-08-28 | 2008-08-29 | $99.17 | $98.10 | Long | 80.0 | -1.08% | 9745.45 | 9745.45 |
| SPY | 2008-09-02 | 2008-09-04 | $97.50 | $94.48 | Long | 80.0 | -3.09% | 9504.13 | 9504.13 |
| SPY | 2008-09-08 | 2008-09-09 | $96.73 | $93.86 | Long | 79.0 | -2.97% | 9277.26 | 9277.26 |
| SPY | 2008-09-19 | 2008-09-23 | $95.07 | $90.81 | Long | 79.0 | -4.49% | 8940.20 | 8940.20 |
| SPY | 2008-12-08 | 2008-12-09 | $69.70 | $68.56 | Long | 103.0 | -1.65% | 8821.86 | 8821.86 |
| SPY | 2008-12-16 | 2008-12-18 | $70.38 | $68.39 | Long | 101.0 | -2.82% | 8621.49 | 8621.49 |
| SPY | 2008-12-19 | 2008-12-23 | $68.10 | $66.54 | Long | 102.0 | -2.30% | 8461.59 | 8461.59 |
| SPY | 2008-12-31 | 2009-01-09 | $69.69 | $68.80 | Long | 98.0 | -1.27% | 8374.56 | 8374.56 |
| SPY | 2009-03-18 | 2009-03-19 | $61.72 | $60.96 | Long | 109.0 | -1.24% | 8291.23 | 8291.23 |
| SPY | 2009-03-20 | 2009-06-22 | $59.67 | $69.84 | Long | 112.0 | 17.04% | 9430.15 | 9430.15 |
| SPY | 2009-06-25 | 2009-07-06 | $72.03 | $70.25 | Long | 106.0 | -2.48% | 9241.10 | 9241.10 |
| SPY | 2009-07-15 | 2009-10-27 | $72.95 | $83.64 | Long | 102.0 | 14.65% | 10331.59 | 10331.59 |
| SPY | 2009-11-11 | 2009-11-12 | $86.58 | $85.70 | Long | 96.0 | -1.02% | 10247.08 | 10247.08 |
| SPY | 2009-11-16 | 2009-11-20 | $87.41 | $86.01 | Long | 94.0 | -1.60% | 10115.57 | 10115.57 |
| SPY | 2009-11-23 | 2009-11-27 | $87.10 | $86.12 | Long | 94.0 | -1.13% | 10023.21 | 10023.21 |
| SPY | 2009-11-30 | 2010-01-22 | $86.41 | $86.30 | Long | 93.0 | -0.13% | 10012.60 | 10012.60 |
| SPY | 2010-02-16 | 2010-05-06 | $86.72 | $89.61 | Long | 93.0 | 3.34% | 10282.14 | 10282.14 |
| SPY | 2010-05-11 | 2010-05-14 | $91.91 | $90.37 | Long | 90.0 | -1.67% | 10143.60 | 10143.60 |
| SPY | 2010-05-17 | 2010-05-18 | $90.42 | $89.19 | Long | 90.0 | -1.36% | 10032.91 | 10032.91 |
| SPY | 2010-06-16 | 2010-06-17 | $88.84 | $88.98 | Long | 91.0 | 0.16% | 10045.91 | 10045.91 |
| SPY | 2010-06-21 | 2010-06-28 | $88.82 | $85.73 | Long | 91.0 | -3.48% | 9764.42 | 9764.42 |
| SPY | 2010-07-22 | 2010-08-11 | $87.27 | $87.14 | Long | 90.0 | -0.15% | 9752.94 | 9752.94 |
| SPY | 2010-09-10 | 2010-11-23 | $88.88 | $94.94 | Long | 88.0 | 6.82% | 10286.42 | 10286.42 |
| SPY | 2010-11-24 | 2011-01-28 | $96.34 | $102.91 | Long | 86.0 | 6.81% | 10851.01 | 10851.01 |
| SPY | 2011-01-31 | 2011-03-14 | $103.68 | $104.78 | Long | 84.0 | 1.06% | 10943.73 | 10943.73 |
| SPY | 2011-03-21 | 2011-05-05 | $104.99 | $108.12 | Long | 84.0 | 2.98% | 11206.79 | 11206.79 |
| SPY | 2011-05-10 | 2011-05-16 | $109.95 | $107.78 | Long | 82.0 | -1.97% | 11028.95 | 11028.95 |
| SPY | 2011-05-18 | 2011-05-23 | $108.73 | $106.86 | Long | 82.0 | -1.71% | 10876.34 | 10876.34 |
| SPY | 2011-05-31 | 2011-06-01 | $109.16 | $106.71 | Long | 80.0 | -2.25% | 10680.18 | 10680.18 |
| SPY | 2011-06-02 | 2011-06-03 | $106.60 | $105.54 | Long | 81.0 | -0.99% | 10594.32 | 10594.32 |
| SPY | 2011-06-21 | 2011-06-22 | $105.27 | $104.64 | Long | 81.0 | -0.60% | 10542.94 | 10542.94 |
| SPY | 2011-06-23 | 2011-07-27 | $104.33 | $106.20 | Long | 81.0 | 1.79% | 10694.44 | 10694.44 |
| SPY | 2011-09-07 | 2011-09-08 | $97.82 | $96.80 | Long | 88.0 | -1.04% | 10604.99 | 10604.99 |
| SPY | 2011-10-12 | 2011-10-17 | $98.70 | $98.27 | Long | 87.0 | -0.43% | 10568.01 | 10568.01 |
| SPY | 2011-10-18 | 2011-11-09 | $100.20 | $100.67 | Long | 85.0 | 0.47% | 10608.31 | 10608.31 |
| SPY | 2011-12-06 | 2011-12-08 | $103.20 | $101.32 | Long | 83.0 | -1.83% | 10451.59 | 10451.59 |
| SPY | 2011-12-09 | 2011-12-15 | $103.03 | $99.87 | Long | 82.0 | -3.07% | 10192.20 | 10192.20 |
| SPY | 2011-12-16 | 2011-12-19 | $100.02 | $98.95 | Long | 82.0 | -1.07% | 10104.51 | 10104.51 |
| SPY | 2011-12-20 | 2012-03-02 | $101.94 | $112.95 | Long | 80.0 | 10.80% | 10984.99 | 10984.99 |
| SPY | 2012-03-08 | 2012-04-10 | $112.72 | $112.28 | Long | 78.0 | -0.40% | 10950.00 | 10950.00 |
| SPY | 2012-04-11 | 2012-04-13 | $113.18 | $113.30 | Long | 78.0 | 0.10% | 10959.02 | 10959.02 |
| SPY | 2012-04-16 | 2012-04-18 | $113.23 | $114.51 | Long | 78.0 | 1.14% | 11059.55 | 11059.55 |
| SPY | 2012-04-20 | 2012-04-23 | $113.97 | $113.01 | Long | 78.0 | -0.84% | 10984.80 | 10984.80 |
| SPY | 2012-04-24 | 2012-05-04 | $113.44 | $113.18 | Long | 78.0 | -0.23% | 10964.82 | 10964.82 |
| SPY | 2012-05-08 | 2012-05-11 | $112.81 | $112.04 | Long | 78.0 | -0.69% | 10904.24 | 10904.24 |
| SPY | 2012-06-06 | 2012-06-11 | $109.03 | $108.57 | Long | 81.0 | -0.42% | 10866.77 | 10866.77 |
| SPY | 2012-06-12 | 2012-07-23 | $109.81 | $112.18 | Long | 80.0 | 2.15% | 11056.00 | 11056.00 |
| SPY | 2012-07-27 | 2012-07-30 | $115.16 | $115.16 | Long | 77.0 | 0.00% | 11056.00 | 11056.00 |
| SPY | 2012-08-07 | 2012-08-10 | $116.52 | $116.95 | Long | 76.0 | 0.37% | 11088.82 | 11088.82 |
| SPY | 2012-08-16 | 2012-10-12 | $117.91 | $119.29 | Long | 76.0 | 1.17% | 11193.81 | 11193.81 |
| SPY | 2012-10-16 | 2012-10-18 | $121.50 | $121.74 | Long | 74.0 | 0.19% | 11211.11 | 11211.11 |
| SPY | 2012-11-26 | 2013-04-09 | $117.75 | $132.38 | Long | 77.0 | 12.42% | 12337.63 | 12337.63 |
| SPY | 2013-04-10 | 2013-04-15 | $134.01 | $131.01 | Long | 74.0 | -2.24% | 12115.77 | 12115.77 |
| SPY | 2013-04-23 | 2013-08-15 | $133.25 | $141.26 | Long | 73.0 | 6.01% | 12700.09 | 12700.09 |
| SPY | 2013-08-22 | 2013-08-27 | $140.99 | $138.67 | Long | 72.0 | -1.64% | 12533.21 | 12533.21 |
| SPY | 2013-08-29 | 2013-08-30 | $139.38 | $138.94 | Long | 72.0 | -0.32% | 12501.42 | 12501.42 |
| SPY | 2013-09-03 | 2014-01-31 | $139.57 | $152.84 | Long | 72.0 | 9.51% | 13456.95 | 13456.95 |
| SPY | 2014-02-11 | 2014-03-26 | $156.10 | $159.37 | Long | 69.0 | 2.09% | 13682.40 | 13682.40 |
| SPY | 2014-03-31 | 2014-04-04 | $161.13 | $160.60 | Long | 68.0 | -0.33% | 13646.66 | 13646.66 |
| SPY | 2014-04-09 | 2014-04-10 | $161.19 | $157.81 | Long | 68.0 | -2.10% | 13416.41 | 13416.41 |
| SPY | 2014-04-22 | 2014-04-24 | $161.88 | $161.83 | Long | 67.0 | -0.03% | 13412.95 | 13412.95 |
| SPY | 2014-05-23 | 2014-07-10 | $164.00 | $169.97 | Long | 66.0 | 3.64% | 13806.94 | 13806.94 |
| SPY | 2014-07-14 | 2014-07-15 | $171.06 | $170.74 | Long | 65.0 | -0.19% | 13786.12 | 13786.12 |
| SPY | 2014-08-15 | 2014-08-21 | $169.44 | $172.71 | Long | 65.0 | 1.93% | 13998.83 | 13998.83 |
| SPY | 2014-08-22 | 2014-09-15 | $172.44 | $172.26 | Long | 65.0 | -0.11% | 13987.01 | 13987.01 |
| SPY | 2014-10-24 | 2014-12-01 | $170.85 | $178.96 | Long | 66.0 | 4.75% | 14522.59 | 14522.59 |
| SPY | 2014-12-03 | 2014-12-04 | $180.81 | $180.61 | Long | 65.0 | -0.11% | 14509.58 | 14509.58 |
| SPY | 2014-12-05 | 2014-12-08 | $180.91 | $179.70 | Long | 64.0 | -0.67% | 14432.21 | 14432.21 |
| SPY | 2014-12-09 | 2014-12-10 | $179.58 | $176.70 | Long | 65.0 | -1.60% | 14245.08 | 14245.08 |
| SPY | 2014-12-17 | 2015-01-06 | $175.51 | $174.75 | Long | 65.0 | -0.43% | 14195.79 | 14195.79 |
| SPY | 2015-01-07 | 2015-01-15 | $176.93 | $174.05 | Long | 64.0 | -1.63% | 14011.65 | 14011.65 |
| SPY | 2015-01-16 | 2015-01-20 | $176.33 | $176.71 | Long | 64.0 | 0.21% | 14035.72 | 14035.72 |
| SPY | 2015-01-22 | 2015-01-23 | $180.24 | $179.25 | Long | 63.0 | -0.55% | 13973.46 | 13973.46 |
| SPY | 2015-02-03 | 2015-03-10 | $179.14 | $179.26 | Long | 63.0 | 0.07% | 13981.17 | 13981.17 |
| SPY | 2015-03-12 | 2015-04-30 | $181.12 | $183.11 | Long | 62.0 | 1.10% | 14104.91 | 14104.91 |
| SPY | 2015-05-15 | 2015-05-19 | $186.61 | $187.13 | Long | 61.0 | 0.28% | 14136.53 | 14136.53 |
| SPY | 2015-05-20 | 2015-05-26 | $186.99 | $185.08 | Long | 61.0 | -1.02% | 14019.72 | 14019.72 |
| SPY | 2015-05-27 | 2015-05-28 | $186.84 | $186.63 | Long | 60.0 | -0.11% | 14007.07 | 14007.07 |
| SPY | 2015-05-29 | 2015-06-29 | $185.47 | $181.37 | Long | 61.0 | -2.21% | 13757.05 | 13757.05 |
| SPY | 2015-06-30 | 2015-07-01 | $181.74 | $183.22 | Long | 61.0 | 0.82% | 13847.51 | 13847.51 |
| SPY | 2015-09-09 | 2015-09-14 | $171.91 | $172.99 | Long | 65.0 | 0.63% | 13917.51 | 13917.51 |
| SPY | 2015-09-17 | 2015-09-22 | $176.27 | $172.06 | Long | 63.0 | -2.39% | 13652.01 | 13652.01 |
| SPY | 2015-09-24 | 2015-09-25 | $171.20 | $171.15 | Long | 64.0 | -0.03% | 13648.60 | 13648.60 |
| SPY | 2015-10-12 | 2015-10-21 | $178.82 | $179.11 | Long | 61.0 | 0.16% | 13666.46 | 13666.46 |
| SPY | 2015-10-28 | 2015-11-12 | $185.41 | $181.77 | Long | 59.0 | -1.96% | 13451.81 | 13451.81 |
| SPY | 2015-11-25 | 2015-12-03 | $185.74 | $182.45 | Long | 58.0 | -1.77% | 13260.87 | 13260.87 |
| SPY | 2016-02-24 | 2016-04-05 | $172.48 | $183.22 | Long | 62.0 | 6.23% | 13927.20 | 13927.20 |
| SPY | 2016-04-08 | 2016-05-05 | $183.50 | $183.92 | Long | 61.0 | 0.23% | 13952.93 | 13952.93 |
| SPY | 2016-05-27 | 2016-06-16 | $188.65 | $186.98 | Long | 59.0 | -0.89% | 13853.93 | 13853.93 |
| SPY | 2016-06-20 | 2016-06-21 | $187.48 | $188.02 | Long | 59.0 | 0.28% | 13885.33 | 13885.33 |
| SPY | 2016-07-01 | 2016-07-05 | $189.35 | $187.99 | Long | 59.0 | -0.72% | 13804.97 | 13804.97 |
| SPY | 2016-07-08 | 2016-10-17 | $191.81 | $192.54 | Long | 58.0 | 0.38% | 13847.19 | 13847.19 |
| SPY | 2016-10-18 | 2016-10-21 | $193.75 | $193.99 | Long | 57.0 | 0.13% | 13861.14 | 13861.14 |
| SPY | 2016-11-09 | 2017-03-07 | $196.17 | $216.13 | Long | 57.0 | 10.18% | 14999.01 | 14999.01 |
| SPY | 2017-03-10 | 2017-03-14 | $216.76 | $216.04 | Long | 56.0 | -0.33% | 14958.67 | 14958.67 |
| SPY | 2017-03-15 | 2017-03-21 | $217.91 | $214.08 | Long | 55.0 | -1.76% | 14747.94 | 14747.94 |
| SPY | 2017-03-24 | 2017-04-13 | $214.20 | $212.96 | Long | 55.0 | -0.58% | 14679.94 | 14679.94 |
| SPY | 2017-04-19 | 2017-05-17 | $213.81 | $215.99 | Long | 55.0 | 1.02% | 14799.83 | 14799.83 |
| SPY | 2017-05-19 | 2017-05-24 | $218.27 | $220.38 | Long | 54.0 | 0.97% | 14913.59 | 14913.59 |
| SPY | 2017-06-01 | 2017-06-21 | $222.90 | $223.61 | Long | 54.0 | 0.32% | 14951.90 | 14951.90 |
| SPY | 2017-06-22 | 2017-07-27 | $223.51 | $227.52 | Long | 54.0 | 1.80% | 15168.59 | 15168.59 |
| SPY | 2017-08-30 | 2017-10-25 | $226.42 | $236.13 | Long | 54.0 | 4.29% | 15692.68 | 15692.68 |
| SPY | 2017-10-27 | 2017-10-30 | $238.37 | $237.48 | Long | 53.0 | -0.37% | 15645.62 | 15645.62 |
| SPY | 2017-11-02 | 2017-11-07 | $238.26 | $239.25 | Long | 53.0 | 0.42% | 15698.56 | 15698.56 |
| SPY | 2017-11-16 | 2018-02-02 | $239.21 | $256.07 | Long | 53.0 | 7.05% | 16592.06 | 16592.06 |
| SPY | 2018-02-21 | 2018-02-28 | $251.05 | $252.53 | Long | 53.0 | 0.59% | 16670.90 | 16670.90 |
| SPY | 2018-03-02 | 2018-03-27 | $250.14 | $243.23 | Long | 53.0 | -2.76% | 16304.44 | 16304.44 |
| SPY | 2018-03-29 | 2018-04-02 | $245.61 | $240.31 | Long | 53.0 | -2.16% | 16023.47 | 16023.47 |
| SPY | 2018-04-12 | 2018-07-20 | $248.21 | $262.21 | Long | 52.0 | 5.64% | 16751.82 | 16751.82 |
| SPY | 2018-07-23 | 2018-07-24 | $262.70 | $264.02 | Long | 51.0 | 0.50% | 16819.24 | 16819.24 |
| SPY | 2018-08-09 | 2018-08-15 | $267.27 | $264.18 | Long | 50.0 | -1.15% | 16665.01 | 16665.01 |
| SPY | 2018-08-16 | 2018-09-12 | $266.32 | $271.06 | Long | 50.0 | 1.78% | 16902.21 | 16902.21 |
| SPY | 2018-09-14 | 2018-09-17 | $272.71 | $271.27 | Long | 50.0 | -0.53% | 16830.02 | 16830.02 |
| SPY | 2018-09-20 | 2018-10-02 | $275.24 | $274.59 | Long | 49.0 | -0.24% | 16797.89 | 16797.89 |
| SPY | 2018-10-03 | 2018-10-04 | $274.74 | $272.59 | Long | 49.0 | -0.78% | 16692.68 | 16692.68 |
| SPY | 2018-11-08 | 2018-11-09 | $264.17 | $261.59 | Long | 51.0 | -0.98% | 16561.07 | 16561.07 |
| SPY | 2019-01-08 | 2019-03-06 | $243.27 | $262.74 | Long | 55.0 | 8.01% | 17632.40 | 17632.40 |
| SPY | 2019-04-05 | 2019-04-09 | $274.59 | $273.39 | Long | 52.0 | -0.44% | 17570.05 | 17570.05 |
| SPY | 2019-04-10 | 2019-04-15 | $274.33 | $275.92 | Long | 51.0 | 0.58% | 17651.58 | 17651.58 |
| SPY | 2019-04-26 | 2019-05-01 | $279.20 | $277.67 | Long | 51.0 | -0.55% | 17573.94 | 17573.94 |
| SPY | 2019-05-03 | 2019-05-07 | $279.79 | $273.98 | Long | 50.0 | -2.07% | 17283.71 | 17283.71 |
| SPY | 2019-06-18 | 2019-07-17 | $278.24 | $284.70 | Long | 50.0 | 2.32% | 17606.76 | 17606.76 |
| SPY | 2019-09-09 | 2019-09-27 | $285.14 | $283.77 | Long | 50.0 | -0.48% | 17538.40 | 17538.40 |
| SPY | 2019-10-31 | 2019-11-14 | $291.39 | $297.36 | Long | 48.0 | 2.05% | 17825.21 | 17825.21 |
| SPY | 2019-11-25 | 2020-01-24 | $301.03 | $317.37 | Long | 47.0 | 5.43% | 18593.17 | 18593.17 |
| SPY | 2020-02-19 | 2020-02-21 | $326.61 | $321.92 | Long | 46.0 | -1.44% | 18377.36 | 18377.36 |
| SPY | 2020-04-14 | 2020-04-16 | $275.63 | $271.08 | Long | 54.0 | -1.65% | 18131.38 | 18131.38 |
| SPY | 2020-04-17 | 2020-05-13 | $278.40 | $273.51 | Long | 52.0 | -1.76% | 17876.83 | 17876.83 |
| SPY | 2020-05-18 | 2020-06-23 | $286.52 | $304.42 | Long | 50.0 | 6.25% | 18771.91 | 18771.91 |
| SPY | 2020-06-26 | 2020-06-30 | $292.72 | $300.82 | Long | 51.0 | 2.77% | 19185.37 | 19185.37 |
| SPY | 2020-07-17 | 2020-08-27 | $313.86 | $339.82 | Long | 49.0 | 8.27% | 20457.39 | 20457.39 |
| SPY | 2020-08-28 | 2020-08-31 | $342.01 | $340.77 | Long | 48.0 | -0.36% | 20397.92 | 20397.92 |
| SPY | 2020-09-01 | 2020-09-03 | $343.98 | $336.95 | Long | 48.0 | -2.04% | 20060.30 | 20060.30 |
| SPY | 2020-09-09 | 2020-10-28 | $331.49 | $319.97 | Long | 49.0 | -3.47% | 19495.90 | 19495.90 |
| SPY | 2020-10-29 | 2020-10-30 | $323.22 | $319.85 | Long | 48.0 | -1.04% | 19334.16 | 19334.16 |
| SPY | 2020-11-02 | 2021-04-20 | $323.43 | $406.78 | Long | 48.0 | 25.77% | 23334.89 | 23334.89 |
| SPY | 2021-04-21 | 2021-07-08 | $410.63 | $426.70 | Long | 46.0 | 3.91% | 24073.94 | 24073.94 |
| SPY | 2021-07-09 | 2021-07-13 | $431.25 | $431.32 | Long | 45.0 | 0.02% | 24077.06 | 24077.06 |
| SPY | 2021-08-11 | 2021-08-13 | $439.43 | $441.55 | Long | 44.0 | 0.48% | 24170.30 | 24170.30 |
| SPY | 2021-08-25 | 2021-08-26 | $444.51 | $441.89 | Long | 44.0 | -0.59% | 24054.84 | 24054.84 |
| SPY | 2021-08-27 | 2021-09-09 | $445.84 | $444.58 | Long | 43.0 | -0.28% | 24000.76 | 24000.76 |
| SPY | 2021-09-17 | 2021-09-20 | $438.49 | $431.18 | Long | 44.0 | -1.67% | 23679.06 | 23679.06 |
| SPY | 2021-09-23 | 2021-10-04 | $440.26 | $425.81 | Long | 43.0 | -3.28% | 23057.96 | 23057.96 |
| SPY | 2021-10-05 | 2021-10-06 | $430.24 | $432.03 | Long | 43.0 | 0.42% | 23134.85 | 23134.85 |
| SPY | 2021-10-07 | 2021-10-12 | $435.77 | $430.76 | Long | 43.0 | -1.15% | 22919.56 | 22919.56 |
| SPY | 2021-10-13 | 2021-10-18 | $432.31 | $444.24 | Long | 42.0 | 2.76% | 23420.65 | 23420.65 |
| SPY | 2021-10-19 | 2021-10-22 | $447.67 | $450.13 | Long | 42.0 | 0.55% | 23524.13 | 23524.13 |
| SPY | 2021-11-01 | 2021-11-18 | $457.01 | $466.63 | Long | 41.0 | 2.11% | 23918.80 | 23918.80 |
| SPY | 2022-03-22 | 2022-03-25 | $449.59 | $452.69 | Long | 43.0 | 0.69% | 24052.10 | 24052.10 |
| SPY | 2022-03-29 | 2022-03-31 | $461.55 | $451.64 | Long | 42.0 | -2.15% | 23635.88 | 23635.88 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| MC-EOD | 0.90 | 0.00 | Out | EOD |