Description
This uses a simple Bayes model for investing. It gathers a probability profile based on several metrics. 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 | 391.00 |
| NoOfWins | 239.00 |
| NoOfLosses | 152.00 |
| SharpRatio | 0.66 |
| SortinoRatio | 0.81 |
| GrossProfit | $71071.96 |
| FirstDate | 1993-08-05 |
| LastDate | 2020-12-04 |
| FirstEquity | $10000.00 |
| FinalEquity | $81071.96 |
| OpenEquity | $65353.73 |
| LongEquity | $71071.96 |
| ShortEquity | $0.00 |
| PercentWins | 61.13% |
| AveWin | $573.49 |
| AveLoss | $-434.17 |
| AveWinLoss | 1.32 |
| Expectancy | 0.70% |
| AveDrawUp | 21.27% |
| AveDrawDown | -9.30% |
| MaxDrawDown | -27.53% |
| Kelly | 31.70% |
| Thrope | 91.01 |
| APR | 7.96% |
| CalmarRatio | 0.86 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1993-08-05 | 1993-08-06 | $26.67 | $26.71 | Long | 303.0 | 0.14% | 10011.25 | 10011.25 |
| SPY | 1993-08-12 | 1993-08-13 | $26.77 | $26.80 | Long | 302.0 | 0.14% | 10022.46 | 10022.46 |
| SPY | 1993-08-18 | 1993-08-31 | $27.19 | $27.66 | Long | 298.0 | 1.71% | 10160.76 | 10160.76 |
| SPY | 1993-09-01 | 1993-09-27 | $27.62 | $27.66 | Long | 297.0 | 0.15% | 10173.16 | 10173.16 |
| SPY | 1993-09-28 | 1993-10-12 | $27.61 | $27.63 | Long | 298.0 | 0.07% | 10178.72 | 10178.72 |
| SPY | 1993-10-15 | 1993-10-22 | $28.13 | $27.72 | Long | 293.0 | -1.46% | 10058.32 | 10058.32 |
| SPY | 1993-10-25 | 1993-10-27 | $27.79 | $27.79 | Long | 293.0 | 0.00% | 10058.32 | 10058.32 |
| SPY | 1993-10-28 | 1993-11-10 | $28.00 | $27.79 | Long | 290.0 | -0.73% | 9998.75 | 9998.75 |
| SPY | 1993-11-12 | 1993-11-24 | $27.85 | $27.77 | Long | 290.0 | -0.27% | 9977.08 | 9977.08 |
| SPY | 1993-11-26 | 1993-12-22 | $27.79 | $28.13 | Long | 290.0 | 1.23% | 10075.84 | 10075.84 |
| SPY | 1993-12-23 | 1993-12-28 | $28.12 | $28.32 | Long | 290.0 | 0.74% | 10135.79 | 10135.79 |
| SPY | 1993-12-29 | 1994-02-22 | $28.28 | $28.47 | Long | 290.0 | 0.66% | 10190.29 | 10190.29 |
| SPY | 1994-02-23 | 1994-03-07 | $28.40 | $28.23 | Long | 290.0 | -0.60% | 10141.24 | 10141.24 |
| SPY | 1994-03-08 | 1994-03-09 | $28.12 | $28.25 | Long | 292.0 | 0.47% | 10179.65 | 10179.65 |
| SPY | 1994-03-10 | 1994-03-18 | $28.02 | $28.41 | Long | 294.0 | 1.39% | 10293.90 | 10293.90 |
| SPY | 1994-03-21 | 1994-03-22 | $28.33 | $28.41 | Long | 294.0 | 0.27% | 10316.13 | 10316.13 |
| SPY | 1994-03-24 | 1994-03-28 | $28.05 | $27.82 | Long | 297.0 | -0.81% | 10248.76 | 10248.76 |
| SPY | 1994-07-08 | 1994-07-11 | $27.34 | $27.25 | Long | 303.0 | -0.35% | 10219.94 | 10219.94 |
| SPY | 1994-08-08 | 1994-08-09 | $27.94 | $27.99 | Long | 296.0 | 0.17% | 10234.02 | 10234.02 |
| SPY | 1994-08-26 | 1994-10-13 | $29.04 | $28.70 | Long | 285.0 | -1.17% | 10137.42 | 10137.42 |
| SPY | 1994-10-17 | 1994-10-19 | $28.76 | $28.83 | Long | 285.0 | 0.23% | 10156.52 | 10156.52 |
| SPY | 1994-10-20 | 1994-10-24 | $28.64 | $28.29 | Long | 287.0 | -1.24% | 10054.86 | 10054.86 |
| SPY | 1994-10-31 | 1994-11-01 | $29.09 | $28.76 | Long | 279.0 | -1.12% | 9964.07 | 9964.07 |
| SPY | 1994-11-02 | 1994-11-14 | $28.60 | $28.70 | Long | 282.0 | 0.33% | 9991.05 | 9991.05 |
| SPY | 1994-11-15 | 1994-11-16 | $28.60 | $28.70 | Long | 282.0 | 0.33% | 10018.04 | 10018.04 |
| SPY | 1994-11-17 | 1994-12-16 | $28.51 | $28.25 | Long | 284.0 | -0.90% | 9945.23 | 9945.23 |
| SPY | 1994-12-19 | 1994-12-20 | $28.29 | $28.20 | Long | 284.0 | -0.31% | 9920.55 | 9920.55 |
| SPY | 1994-12-22 | 1994-12-28 | $28.41 | $28.45 | Long | 282.0 | 0.14% | 9931.44 | 9931.44 |
| SPY | 1994-12-29 | 1994-12-30 | $28.47 | $28.13 | Long | 282.0 | -1.19% | 9836.22 | 9836.22 |
| SPY | 1995-01-03 | 1995-01-04 | $28.27 | $28.40 | Long | 281.0 | 0.48% | 9874.19 | 9874.19 |
| SPY | 1995-01-10 | 1995-01-11 | $28.49 | $28.51 | Long | 280.0 | 0.07% | 9879.58 | 9879.58 |
| SPY | 1995-01-12 | 1995-01-13 | $28.52 | $28.86 | Long | 280.0 | 1.18% | 9974.12 | 9974.12 |
| SPY | 1995-02-03 | 1995-02-22 | $29.66 | $30.13 | Long | 272.0 | 1.59% | 10102.71 | 10102.71 |
| SPY | 1995-02-27 | 1995-02-28 | $30.02 | $30.27 | Long | 272.0 | 0.84% | 10170.95 | 10170.95 |
| SPY | 1995-03-01 | 1996-07-10 | $30.07 | $41.99 | Long | 273.0 | 39.63% | 13424.15 | 13424.15 |
| SPY | 1996-07-11 | 1996-07-22 | $41.14 | $40.50 | Long | 264.0 | -1.57% | 13253.16 | 13253.16 |
| SPY | 1996-07-25 | 1996-07-29 | $40.42 | $40.19 | Long | 265.0 | -0.57% | 13192.43 | 13192.43 |
| SPY | 1996-07-31 | 1996-08-02 | $40.87 | $42.45 | Long | 261.0 | 3.85% | 13603.35 | 13603.35 |
| SPY | 1996-08-08 | 1996-08-09 | $42.37 | $42.23 | Long | 260.0 | -0.33% | 13567.07 | 13567.07 |
| SPY | 1996-08-12 | 1996-08-13 | $42.54 | $42.20 | Long | 258.0 | -0.80% | 13479.65 | 13479.65 |
| SPY | 1996-08-16 | 1996-08-19 | $42.63 | $42.65 | Long | 256.0 | 0.05% | 13484.76 | 13484.76 |
| SPY | 1996-08-20 | 1996-08-22 | $42.62 | $42.87 | Long | 256.0 | 0.58% | 13548.53 | 13548.53 |
| SPY | 1996-08-26 | 1996-09-13 | $42.43 | $43.72 | Long | 258.0 | 3.05% | 13882.74 | 13882.74 |
| SPY | 1996-09-17 | 1996-09-19 | $43.78 | $43.84 | Long | 256.0 | 0.14% | 13898.05 | 13898.05 |
| SPY | 1996-09-20 | 1996-10-01 | $44.00 | $44.23 | Long | 255.0 | 0.52% | 13956.80 | 13956.80 |
| SPY | 1996-10-03 | 1997-05-15 | $44.49 | $54.58 | Long | 254.0 | 22.69% | 16521.24 | 16521.24 |
| SPY | 1997-05-16 | 1997-05-23 | $53.84 | $54.85 | Long | 248.0 | 1.88% | 16771.93 | 16771.93 |
| SPY | 1997-05-28 | 1997-05-30 | $55.06 | $55.09 | Long | 246.0 | 0.06% | 16779.39 | 16779.39 |
| SPY | 1997-06-02 | 1997-06-06 | $54.85 | $55.88 | Long | 247.0 | 1.88% | 17034.07 | 17034.07 |
| SPY | 1997-06-09 | 1997-08-08 | $56.16 | $60.64 | Long | 245.0 | 7.98% | 18132.03 | 18132.03 |
| SPY | 1997-08-11 | 1997-08-13 | $61.09 | $59.93 | Long | 240.0 | -1.89% | 17854.38 | 17854.38 |
| SPY | 1997-08-14 | 1997-11-25 | $60.16 | $62.09 | Long | 240.0 | 3.21% | 18317.96 | 18317.96 |
| SPY | 1997-11-26 | 1997-12-01 | $62.27 | $63.94 | Long | 238.0 | 2.68% | 18715.50 | 18715.50 |
| SPY | 1997-12-03 | 1997-12-04 | $63.74 | $63.68 | Long | 237.0 | -0.10% | 18701.02 | 18701.02 |
| SPY | 1997-12-05 | 1997-12-08 | $64.49 | $64.31 | Long | 234.0 | -0.28% | 18658.11 | 18658.11 |
| SPY | 1997-12-09 | 1997-12-16 | $63.92 | $63.43 | Long | 236.0 | -0.76% | 18542.74 | 18542.74 |
| SPY | 1997-12-17 | 1997-12-30 | $63.11 | $63.56 | Long | 238.0 | 0.72% | 18651.55 | 18651.55 |
| SPY | 1998-01-02 | 1998-01-13 | $63.85 | $62.38 | Long | 236.0 | -2.31% | 18304.04 | 18304.04 |
| SPY | 1998-01-15 | 1998-01-16 | $62.14 | $63.03 | Long | 238.0 | 1.43% | 18515.78 | 18515.78 |
| SPY | 1998-01-20 | 1998-01-27 | $64.05 | $63.38 | Long | 234.0 | -1.05% | 18357.84 | 18357.84 |
| SPY | 1998-01-28 | 1998-01-29 | $63.95 | $64.30 | Long | 232.0 | 0.54% | 18438.51 | 18438.51 |
| SPY | 1998-02-05 | 1998-02-06 | $65.77 | $66.51 | Long | 227.0 | 1.12% | 18605.64 | 18605.64 |
| SPY | 1998-02-09 | 1998-02-10 | $66.28 | $66.92 | Long | 227.0 | 0.96% | 18749.57 | 18749.57 |
| SPY | 1998-02-11 | 1998-02-13 | $66.86 | $66.75 | Long | 227.0 | -0.15% | 18726.36 | 18726.36 |
| SPY | 1998-02-17 | 1998-03-19 | $67.08 | $71.50 | Long | 226.0 | 6.59% | 19724.72 | 19724.72 |
| SPY | 1998-03-20 | 1998-09-02 | $72.11 | $65.41 | Long | 221.0 | -9.30% | 18243.29 | 18243.29 |
| SPY | 1998-10-28 | 1998-10-30 | $70.57 | $72.68 | Long | 209.0 | 2.98% | 18683.45 | 18683.45 |
| SPY | 1998-11-02 | 1998-11-03 | $73.92 | $73.38 | Long | 204.0 | -0.73% | 18573.94 | 18573.94 |
| SPY | 1998-11-11 | 1998-11-19 | $74.17 | $76.48 | Long | 202.0 | 3.12% | 19041.07 | 19041.07 |
| SPY | 1998-11-23 | 1998-11-24 | $78.87 | $78.38 | Long | 195.0 | -0.63% | 18944.44 | 18944.44 |
| SPY | 1998-11-27 | 1998-12-01 | $78.96 | $77.72 | Long | 194.0 | -1.57% | 18704.10 | 18704.10 |
| SPY | 1998-12-02 | 1998-12-08 | $77.49 | $78.23 | Long | 195.0 | 0.96% | 18849.05 | 18849.05 |
| SPY | 1998-12-09 | 1998-12-14 | $78.38 | $75.16 | Long | 194.0 | -4.11% | 18224.17 | 18224.17 |
| SPY | 1998-12-16 | 1998-12-23 | $77.00 | $81.68 | Long | 191.0 | 6.09% | 19119.54 | 19119.54 |
| SPY | 1998-12-24 | 1998-12-29 | $81.33 | $82.41 | Long | 190.0 | 1.32% | 19324.21 | 19324.21 |
| SPY | 1998-12-30 | 1999-07-07 | $81.75 | $93.03 | Long | 191.0 | 13.80% | 21478.71 | 21478.71 |
| SPY | 1999-07-12 | 1999-07-15 | $93.23 | $94.01 | Long | 186.0 | 0.84% | 21623.99 | 21623.99 |
| SPY | 1999-07-19 | 1999-08-16 | $93.90 | $89.15 | Long | 186.0 | -5.06% | 20740.65 | 20740.65 |
| SPY | 1999-08-17 | 1999-08-25 | $89.73 | $92.23 | Long | 187.0 | 2.79% | 21208.06 | 21208.06 |
| SPY | 1999-08-26 | 1999-09-07 | $91.13 | $90.30 | Long | 188.0 | -0.91% | 21051.43 | 21051.43 |
| SPY | 1999-09-08 | 1999-10-04 | $89.86 | $87.39 | Long | 189.0 | -2.74% | 20585.48 | 20585.48 |
| SPY | 1999-10-05 | 1999-10-06 | $87.31 | $88.65 | Long | 190.0 | 1.53% | 20839.47 | 20839.47 |
| SPY | 1999-10-13 | 1999-10-20 | $85.68 | $85.72 | Long | 197.0 | 0.05% | 20847.70 | 20847.70 |
| SPY | 1999-10-21 | 1999-10-25 | $86.22 | $86.52 | Long | 195.0 | 0.34% | 20904.73 | 20904.73 |
| SPY | 1999-10-27 | 1999-10-29 | $86.98 | $91.57 | Long | 194.0 | 5.28% | 21796.21 | 21796.21 |
| SPY | 1999-11-02 | 1999-11-03 | $89.96 | $90.57 | Long | 196.0 | 0.67% | 21914.94 | 21914.94 |
| SPY | 1999-11-18 | 1999-11-19 | $95.33 | $95.25 | Long | 186.0 | -0.09% | 21899.40 | 21899.40 |
| SPY | 1999-11-30 | 1999-12-01 | $93.10 | $93.85 | Long | 190.0 | 0.81% | 22042.27 | 22042.27 |
| SPY | 1999-12-02 | 1999-12-06 | $94.41 | $95.44 | Long | 189.0 | 1.08% | 22235.71 | 22235.71 |
| SPY | 1999-12-08 | 1999-12-17 | $94.06 | $95.61 | Long | 191.0 | 1.65% | 22531.42 | 22531.42 |
| SPY | 1999-12-20 | 1999-12-29 | $94.91 | $98.37 | Long | 192.0 | 3.64% | 23194.76 | 23194.76 |
| SPY | 1999-12-30 | 1999-12-31 | $98.25 | $98.41 | Long | 191.0 | 0.16% | 23224.76 | 23224.76 |
| SPY | 2000-01-03 | 2000-01-14 | $97.45 | $98.47 | Long | 193.0 | 1.05% | 23422.77 | 23422.77 |
| SPY | 2000-01-18 | 2000-03-24 | $97.70 | $103.15 | Long | 194.0 | 5.58% | 24480.54 | 24480.54 |
| SPY | 2000-03-27 | 2000-04-12 | $102.06 | $98.26 | Long | 194.0 | -3.72% | 23743.44 | 23743.44 |
| SPY | 2000-04-13 | 2000-04-25 | $96.90 | $99.52 | Long | 198.0 | 2.71% | 24262.97 | 24262.97 |
| SPY | 2000-04-27 | 2000-05-11 | $98.07 | $94.90 | Long | 200.0 | -3.23% | 23629.03 | 23629.03 |
| SPY | 2000-05-12 | 2000-05-15 | $95.93 | $97.59 | Long | 199.0 | 1.73% | 23959.03 | 23959.03 |
| SPY | 2000-05-18 | 2000-05-24 | $96.31 | $94.21 | Long | 201.0 | -2.18% | 23537.10 | 23537.10 |
| SPY | 2000-06-22 | 2000-06-28 | $98.05 | $98.01 | Long | 194.0 | -0.04% | 23528.94 | 23528.94 |
| SPY | 2000-06-29 | 2000-07-03 | $97.08 | $99.17 | Long | 196.0 | 2.15% | 23937.21 | 23937.21 |
| SPY | 2000-07-05 | 2000-07-07 | $97.38 | $99.71 | Long | 199.0 | 2.40% | 24401.99 | 24401.99 |
| SPY | 2000-07-19 | 2000-07-20 | $100.03 | $101.42 | Long | 197.0 | 1.39% | 24675.57 | 24675.57 |
| SPY | 2000-07-21 | 2000-08-08 | $99.44 | $100.11 | Long | 200.0 | 0.68% | 24810.23 | 24810.23 |
| SPY | 2000-08-09 | 2000-08-16 | $99.27 | $100.07 | Long | 202.0 | 0.81% | 24971.74 | 24971.74 |
| SPY | 2000-08-18 | 2000-08-21 | $100.79 | $101.33 | Long | 200.0 | 0.54% | 25081.16 | 25081.16 |
| SPY | 2000-08-30 | 2000-08-31 | $101.23 | $102.58 | Long | 200.0 | 1.33% | 25350.48 | 25350.48 |
| SPY | 2000-09-06 | 2000-09-07 | $100.70 | $101.57 | Long | 203.0 | 0.86% | 25525.60 | 25525.60 |
| SPY | 2000-09-08 | 2000-09-15 | $100.87 | $98.56 | Long | 204.0 | -2.29% | 25053.48 | 25053.48 |
| SPY | 2000-09-18 | 2000-09-25 | $97.65 | $97.38 | Long | 207.0 | -0.28% | 24996.72 | 24996.72 |
| SPY | 2000-09-26 | 2000-10-25 | $96.13 | $92.02 | Long | 210.0 | -4.28% | 24132.87 | 24132.87 |
| SPY | 2000-10-27 | 2000-10-30 | $94.02 | $94.87 | Long | 207.0 | 0.90% | 24307.54 | 24307.54 |
| SPY | 2000-11-07 | 2000-11-09 | $97.04 | $94.53 | Long | 202.0 | -2.59% | 23800.45 | 23800.45 |
| SPY | 2000-11-14 | 2000-11-15 | $93.92 | $94.21 | Long | 205.0 | 0.31% | 23860.99 | 23860.99 |
| SPY | 2000-11-16 | 2000-11-17 | $92.74 | $92.24 | Long | 208.0 | -0.53% | 23757.87 | 23757.87 |
| SPY | 2000-11-22 | 2000-11-27 | $89.20 | $91.83 | Long | 215.0 | 2.94% | 24322.54 | 24322.54 |
| SPY | 2000-12-15 | 2000-12-18 | $88.69 | $89.87 | Long | 222.0 | 1.34% | 24585.62 | 24585.62 |
| SPY | 2000-12-19 | 2000-12-21 | $88.04 | $86.09 | Long | 226.0 | -2.22% | 24143.24 | 24143.24 |
| SPY | 2001-02-26 | 2001-02-27 | $86.42 | $85.62 | Long | 226.0 | -0.92% | 23962.65 | 23962.65 |
| SPY | 2001-05-25 | 2001-05-29 | $86.98 | $86.29 | Long | 223.0 | -0.80% | 23808.20 | 23808.20 |
| SPY | 2001-05-30 | 2001-05-31 | $85.08 | $85.52 | Long | 226.0 | 0.52% | 23907.95 | 23907.95 |
| SPY | 2001-06-06 | 2001-06-07 | $86.73 | $87.04 | Long | 223.0 | 0.36% | 23977.61 | 23977.61 |
| SPY | 2001-06-19 | 2001-06-20 | $82.93 | $83.37 | Long | 234.0 | 0.53% | 24079.59 | 24079.59 |
| SPY | 2001-06-25 | 2001-06-26 | $82.89 | $82.77 | Long | 235.0 | -0.14% | 24052.38 | 24052.38 |
| SPY | 2001-07-13 | 2001-07-16 | $83.24 | $82.20 | Long | 234.0 | -1.25% | 23808.58 | 23808.58 |
| SPY | 2001-07-19 | 2001-07-20 | $83.12 | $82.63 | Long | 232.0 | -0.60% | 23693.26 | 23693.26 |
| SPY | 2001-07-31 | 2001-08-02 | $82.63 | $83.49 | Long | 232.0 | 1.04% | 23892.32 | 23892.32 |
| SPY | 2001-08-27 | 2001-08-28 | $80.56 | $79.39 | Long | 240.0 | -1.46% | 23609.58 | 23609.58 |
| SPY | 2001-11-30 | 2001-12-03 | $77.96 | $77.49 | Long | 245.0 | -0.60% | 23495.70 | 23495.70 |
| SPY | 2001-12-04 | 2001-12-10 | $78.81 | $78.18 | Long | 241.0 | -0.79% | 23345.80 | 23345.80 |
| SPY | 2001-12-18 | 2001-12-24 | $78.59 | $78.69 | Long | 240.0 | 0.12% | 23369.09 | 23369.09 |
| SPY | 2001-12-26 | 2002-01-14 | $79.12 | $78.34 | Long | 239.0 | -0.99% | 23182.22 | 23182.22 |
| SPY | 2002-01-16 | 2002-01-23 | $77.38 | $77.66 | Long | 242.0 | 0.36% | 23250.27 | 23250.27 |
| SPY | 2002-01-28 | 2002-01-29 | $78.09 | $75.64 | Long | 241.0 | -3.14% | 22658.51 | 22658.51 |
| SPY | 2002-02-01 | 2002-02-05 | $77.26 | $74.88 | Long | 237.0 | -3.09% | 22092.83 | 22092.83 |
| SPY | 2002-02-07 | 2002-02-13 | $74.09 | $77.00 | Long | 241.0 | 3.93% | 22795.34 | 22795.34 |
| SPY | 2002-02-15 | 2002-02-22 | $76.06 | $75.20 | Long | 242.0 | -1.13% | 22587.86 | 22587.86 |
| SPY | 2002-02-27 | 2002-02-28 | $76.58 | $76.24 | Long | 238.0 | -0.45% | 22506.24 | 22506.24 |
| SPY | 2002-03-04 | 2002-04-08 | $79.39 | $77.68 | Long | 229.0 | -2.16% | 22113.64 | 22113.64 |
| SPY | 2002-04-09 | 2002-04-16 | $77.13 | $77.86 | Long | 232.0 | 0.95% | 22282.79 | 22282.79 |
| SPY | 2002-04-18 | 2002-04-19 | $77.36 | $77.64 | Long | 233.0 | 0.36% | 22348.50 | 22348.50 |
| SPY | 2002-04-22 | 2002-04-24 | $76.35 | $75.25 | Long | 237.0 | -1.43% | 22089.30 | 22089.30 |
| SPY | 2002-04-26 | 2002-04-29 | $73.87 | $73.50 | Long | 242.0 | -0.49% | 22001.08 | 22001.08 |
| SPY | 2002-05-02 | 2002-05-03 | $74.81 | $74.00 | Long | 238.0 | -1.08% | 21807.92 | 21807.92 |
| SPY | 2002-11-18 | 2002-11-19 | $62.74 | $62.65 | Long | 281.0 | -0.13% | 21784.54 | 21784.54 |
| SPY | 2002-11-22 | 2002-11-25 | $64.77 | $64.82 | Long | 272.0 | 0.06% | 21795.85 | 21795.85 |
| SPY | 2002-11-27 | 2002-12-03 | $65.37 | $64.39 | Long | 270.0 | -1.50% | 21531.89 | 21531.89 |
| SPY | 2002-12-05 | 2002-12-06 | $63.39 | $63.81 | Long | 275.0 | 0.66% | 21646.29 | 21646.29 |
| SPY | 2002-12-09 | 2003-01-17 | $62.06 | $63.17 | Long | 282.0 | 1.79% | 21958.96 | 21958.96 |
| SPY | 2003-01-21 | 2003-01-28 | $62.18 | $59.80 | Long | 286.0 | -3.83% | 21277.48 | 21277.48 |
| SPY | 2003-01-30 | 2003-01-31 | $58.82 | $59.96 | Long | 292.0 | 1.93% | 21609.10 | 21609.10 |
| SPY | 2003-02-05 | 2003-02-06 | $59.12 | $58.84 | Long | 296.0 | -0.47% | 21526.60 | 21526.60 |
| SPY | 2003-02-07 | 2003-02-10 | $58.12 | $58.53 | Long | 300.0 | 0.71% | 21649.92 | 21649.92 |
| SPY | 2003-02-18 | 2003-02-19 | $59.66 | $59.35 | Long | 293.0 | -0.53% | 21558.06 | 21558.06 |
| SPY | 2003-02-21 | 2003-02-26 | $59.35 | $58.00 | Long | 294.0 | -2.28% | 21160.68 | 21160.68 |
| SPY | 2003-03-04 | 2003-03-05 | $57.65 | $58.14 | Long | 297.0 | 0.85% | 21305.53 | 21305.53 |
| SPY | 2003-03-06 | 2003-03-07 | $57.65 | $58.05 | Long | 299.0 | 0.69% | 21424.27 | 21424.27 |
| SPY | 2003-03-13 | 2003-03-14 | $58.43 | $58.62 | Long | 297.0 | 0.32% | 21480.14 | 21480.14 |
| SPY | 2003-03-17 | 2003-03-21 | $60.46 | $62.72 | Long | 287.0 | 3.74% | 22128.88 | 22128.88 |
| SPY | 2003-03-31 | 2003-04-02 | $59.27 | $61.64 | Long | 302.0 | 3.99% | 22842.88 | 22842.88 |
| SPY | 2003-04-09 | 2003-04-10 | $60.88 | $61.21 | Long | 303.0 | 0.55% | 22944.62 | 22944.62 |
| SPY | 2003-04-11 | 2003-04-14 | $60.96 | $62.22 | Long | 304.0 | 2.07% | 23327.37 | 23327.37 |
| SPY | 2003-04-25 | 2003-04-28 | $63.11 | $64.21 | Long | 299.0 | 1.73% | 23653.63 | 23653.63 |
| SPY | 2003-05-01 | 2003-05-02 | $64.28 | $65.20 | Long | 298.0 | 1.43% | 23926.69 | 23926.69 |
| SPY | 2003-05-06 | 2003-05-08 | $65.69 | $64.67 | Long | 295.0 | -1.55% | 23625.43 | 23625.43 |
| SPY | 2003-05-09 | 2003-05-21 | $65.56 | $64.81 | Long | 291.0 | -1.15% | 23405.60 | 23405.60 |
| SPY | 2003-05-22 | 2003-12-01 | $65.45 | $75.83 | Long | 289.0 | 15.86% | 26404.79 | 26404.79 |
| SPY | 2003-12-02 | 2004-05-25 | $75.64 | $79.48 | Long | 282.0 | 5.08% | 27487.68 | 27487.68 |
| SPY | 2004-05-28 | 2004-06-09 | $80.20 | $80.86 | Long | 277.0 | 0.82% | 27670.73 | 27670.73 |
| SPY | 2004-06-14 | 2004-06-15 | $80.45 | $81.02 | Long | 278.0 | 0.71% | 27828.76 | 27828.76 |
| SPY | 2004-06-18 | 2004-06-22 | $81.04 | $81.14 | Long | 278.0 | 0.12% | 27856.51 | 27856.51 |
| SPY | 2004-06-29 | 2004-06-30 | $81.24 | $81.68 | Long | 277.0 | 0.54% | 27977.02 | 27977.02 |
| SPY | 2004-07-01 | 2004-07-29 | $80.54 | $78.85 | Long | 281.0 | -2.10% | 27502.07 | 27502.07 |
| SPY | 2004-08-04 | 2004-08-10 | $78.59 | $77.29 | Long | 283.0 | -1.65% | 27134.75 | 27134.75 |
| SPY | 2004-08-13 | 2004-08-16 | $76.44 | $77.24 | Long | 287.0 | 1.04% | 27361.94 | 27361.94 |
| SPY | 2004-09-02 | 2004-09-03 | $80.29 | $79.96 | Long | 276.0 | -0.41% | 27271.40 | 27271.40 |
| SPY | 2004-09-22 | 2004-09-23 | $79.88 | $79.45 | Long | 276.0 | -0.54% | 27152.81 | 27152.81 |
| SPY | 2004-09-27 | 2004-09-29 | $79.31 | $80.09 | Long | 277.0 | 0.98% | 27369.03 | 27369.03 |
| SPY | 2004-10-01 | 2004-10-04 | $81.39 | $81.52 | Long | 272.0 | 0.17% | 27406.03 | 27406.03 |
| SPY | 2004-10-06 | 2004-10-07 | $82.12 | $81.24 | Long | 270.0 | -1.07% | 27168.21 | 27168.21 |
| SPY | 2004-10-08 | 2004-10-12 | $80.57 | $80.58 | Long | 273.0 | 0.02% | 27172.12 | 27172.12 |
| SPY | 2004-10-13 | 2004-10-26 | $79.88 | $79.88 | Long | 275.0 | 0.00% | 27172.12 | 27172.12 |
| SPY | 2004-11-01 | 2004-11-03 | $81.29 | $82.34 | Long | 270.0 | 1.30% | 27456.35 | 27456.35 |
| SPY | 2004-11-04 | 2004-11-09 | $83.46 | $83.70 | Long | 266.0 | 0.28% | 27519.21 | 27519.21 |
| SPY | 2004-11-10 | 2004-12-01 | $83.76 | $85.63 | Long | 266.0 | 2.23% | 28016.85 | 28016.85 |
| SPY | 2004-12-03 | 2004-12-10 | $85.65 | $85.71 | Long | 264.0 | 0.07% | 28032.02 | 28032.02 |
| SPY | 2004-12-13 | 2005-02-15 | $86.45 | $87.41 | Long | 262.0 | 1.11% | 28283.41 | 28283.41 |
| SPY | 2005-02-16 | 2005-04-06 | $87.47 | $85.92 | Long | 261.0 | -1.77% | 27879.84 | 27879.84 |
| SPY | 2005-04-07 | 2005-04-26 | $86.39 | $83.46 | Long | 261.0 | -3.39% | 27115.91 | 27115.91 |
| SPY | 2005-04-27 | 2005-04-29 | $83.79 | $83.86 | Long | 262.0 | 0.09% | 27134.89 | 27134.89 |
| SPY | 2005-05-04 | 2005-05-05 | $85.13 | $85.10 | Long | 258.0 | -0.03% | 27127.41 | 27127.41 |
| SPY | 2005-06-10 | 2005-06-13 | $87.08 | $87.36 | Long | 252.0 | 0.32% | 27196.79 | 27196.79 |
| SPY | 2005-06-15 | 2005-06-16 | $87.73 | $87.95 | Long | 251.0 | 0.26% | 27253.16 | 27253.16 |
| SPY | 2005-06-23 | 2005-06-24 | $87.19 | $86.55 | Long | 253.0 | -0.73% | 27091.21 | 27091.21 |
| SPY | 2005-06-28 | 2005-06-29 | $87.40 | $87.16 | Long | 251.0 | -0.27% | 27032.79 | 27032.79 |
| SPY | 2005-07-05 | 2005-07-06 | $87.64 | $86.91 | Long | 249.0 | -0.84% | 26849.85 | 26849.85 |
| SPY | 2005-07-14 | 2005-07-15 | $89.41 | $89.35 | Long | 243.0 | -0.06% | 26837.48 | 26837.48 |
| SPY | 2005-07-19 | 2005-07-25 | $89.49 | $89.61 | Long | 242.0 | 0.14% | 26867.41 | 26867.41 |
| SPY | 2005-07-27 | 2005-07-29 | $90.05 | $90.01 | Long | 241.0 | -0.04% | 26858.64 | 26858.64 |
| SPY | 2005-08-01 | 2005-08-08 | $89.94 | $89.22 | Long | 241.0 | -0.81% | 26683.34 | 26683.34 |
| SPY | 2005-08-09 | 2005-08-17 | $89.75 | $88.89 | Long | 240.0 | -0.96% | 26475.59 | 26475.59 |
| SPY | 2005-08-19 | 2005-08-23 | $89.09 | $88.92 | Long | 240.0 | -0.19% | 26435.44 | 26435.44 |
| SPY | 2005-08-25 | 2005-08-26 | $88.44 | $87.84 | Long | 242.0 | -0.68% | 26289.33 | 26289.33 |
| SPY | 2005-08-29 | 2005-10-31 | $88.52 | $87.75 | Long | 240.0 | -0.86% | 26105.58 | 26105.58 |
| SPY | 2005-11-01 | 2005-11-02 | $88.01 | $88.94 | Long | 240.0 | 1.05% | 26326.48 | 26326.48 |
| SPY | 2005-11-03 | 2005-11-04 | $89.32 | $89.20 | Long | 238.0 | -0.13% | 26298.66 | 26298.66 |
| SPY | 2005-11-07 | 2005-11-08 | $89.29 | $89.29 | Long | 238.0 | 0.00% | 26298.66 | 26298.66 |
| SPY | 2005-11-11 | 2005-11-14 | $90.40 | $90.35 | Long | 235.0 | -0.06% | 26286.64 | 26286.64 |
| SPY | 2005-11-15 | 2005-11-16 | $90.02 | $90.21 | Long | 236.0 | 0.20% | 26329.74 | 26329.74 |
| SPY | 2005-11-18 | 2005-11-21 | $91.40 | $91.86 | Long | 233.0 | 0.50% | 26436.97 | 26436.97 |
| SPY | 2005-11-23 | 2005-11-25 | $92.79 | $92.87 | Long | 230.0 | 0.08% | 26453.77 | 26453.77 |
| SPY | 2005-11-28 | 2005-12-01 | $92.21 | $92.54 | Long | 232.0 | 0.36% | 26531.73 | 26531.73 |
| SPY | 2005-12-05 | 2005-12-15 | $92.46 | $93.09 | Long | 232.0 | 0.68% | 26677.47 | 26677.47 |
| SPY | 2005-12-16 | 2006-02-27 | $92.79 | $95.07 | Long | 232.0 | 2.45% | 27205.62 | 27205.62 |
| SPY | 2006-02-28 | 2006-03-14 | $94.17 | $95.60 | Long | 234.0 | 1.52% | 27540.71 | 27540.71 |
| SPY | 2006-03-17 | 2006-07-03 | $96.30 | $94.64 | Long | 231.0 | -1.72% | 27157.43 | 27157.43 |
| SPY | 2006-07-05 | 2006-07-06 | $94.10 | $94.38 | Long | 233.0 | 0.29% | 27221.27 | 27221.27 |
| SPY | 2006-07-07 | 2006-07-10 | $93.76 | $93.94 | Long | 235.0 | 0.19% | 27263.04 | 27263.04 |
| SPY | 2006-07-11 | 2006-08-15 | $94.36 | $95.26 | Long | 234.0 | 0.96% | 27474.45 | 27474.45 |
| SPY | 2006-08-16 | 2006-08-18 | $96.05 | $96.78 | Long | 231.0 | 0.76% | 27643.82 | 27643.82 |
| SPY | 2006-08-21 | 2006-09-22 | $96.37 | $97.79 | Long | 232.0 | 1.47% | 27973.21 | 27973.21 |
| SPY | 2006-09-25 | 2006-10-12 | $98.54 | $101.37 | Long | 229.0 | 2.87% | 28620.48 | 28620.48 |
| SPY | 2006-10-17 | 2007-08-27 | $101.46 | $110.82 | Long | 228.0 | 9.22% | 30754.22 | 30754.22 |
| SPY | 2007-08-28 | 2007-09-24 | $108.39 | $114.94 | Long | 229.0 | 6.04% | 32254.53 | 32254.53 |
| SPY | 2007-09-25 | 2007-10-02 | $114.71 | $116.76 | Long | 227.0 | 1.78% | 32718.94 | 32718.94 |
| SPY | 2007-10-03 | 2007-10-08 | $116.52 | $117.46 | Long | 227.0 | 0.81% | 32932.22 | 32932.22 |
| SPY | 2007-10-09 | 2007-10-15 | $118.57 | $117.45 | Long | 224.0 | -0.94% | 32682.72 | 32682.72 |
| SPY | 2007-10-16 | 2007-10-25 | $116.52 | $115.05 | Long | 227.0 | -1.26% | 32349.04 | 32349.04 |
| SPY | 2007-10-26 | 2007-10-29 | $116.40 | $116.79 | Long | 225.0 | 0.33% | 32435.99 | 32435.99 |
| SPY | 2007-10-30 | 2007-11-28 | $115.98 | $111.48 | Long | 226.0 | -3.87% | 31420.51 | 31420.51 |
| SPY | 2007-12-04 | 2007-12-05 | $110.90 | $112.76 | Long | 229.0 | 1.67% | 31845.63 | 31845.63 |
| SPY | 2007-12-06 | 2007-12-07 | $114.37 | $114.35 | Long | 225.0 | -0.02% | 31840.51 | 31840.51 |
| SPY | 2007-12-12 | 2007-12-13 | $113.18 | $112.95 | Long | 227.0 | -0.21% | 31787.19 | 31787.19 |
| SPY | 2007-12-20 | 2007-12-24 | $111.23 | $113.67 | Long | 231.0 | 2.19% | 32349.25 | 32349.25 |
| SPY | 2007-12-26 | 2008-01-16 | $113.91 | $104.34 | Long | 230.0 | -8.41% | 30147.15 | 30147.15 |
| SPY | 2008-01-23 | 2008-01-24 | $101.96 | $102.82 | Long | 239.0 | 0.84% | 30352.85 | 30352.85 |
| SPY | 2008-05-14 | 2008-05-15 | $107.74 | $109.09 | Long | 228.0 | 1.25% | 30659.99 | 30659.99 |
| SPY | 2008-05-16 | 2008-05-19 | $109.19 | $109.49 | Long | 227.0 | 0.27% | 30727.75 | 30727.75 |
| SPY | 2008-05-20 | 2008-05-21 | $108.60 | $106.76 | Long | 229.0 | -1.69% | 30307.09 | 30307.09 |
| SPY | 2008-05-23 | 2008-05-27 | $105.35 | $106.13 | Long | 233.0 | 0.74% | 30488.99 | 30488.99 |
| SPY | 2008-06-03 | 2008-06-05 | $105.69 | $107.75 | Long | 233.0 | 1.95% | 30968.72 | 30968.72 |
| SPY | 2008-06-06 | 2008-06-25 | $104.31 | $101.40 | Long | 240.0 | -2.80% | 30268.92 | 30268.92 |
| SPY | 2008-06-26 | 2008-07-02 | $98.64 | $97.07 | Long | 248.0 | -1.60% | 29877.82 | 29877.82 |
| SPY | 2008-07-03 | 2008-07-07 | $97.17 | $96.18 | Long | 249.0 | -1.02% | 29630.72 | 29630.72 |
| SPY | 2008-07-10 | 2008-07-11 | $96.39 | $95.27 | Long | 248.0 | -1.17% | 29352.18 | 29352.18 |
| SPY | 2008-07-18 | 2008-07-21 | $96.91 | $96.97 | Long | 245.0 | 0.06% | 29365.37 | 29365.37 |
| SPY | 2008-07-30 | 2008-08-01 | $98.88 | $97.05 | Long | 240.0 | -1.84% | 28927.81 | 28927.81 |
| SPY | 2008-08-05 | 2008-08-06 | $98.74 | $99.18 | Long | 237.0 | 0.44% | 29031.73 | 29031.73 |
| SPY | 2008-08-08 | 2008-08-13 | $99.52 | $98.91 | Long | 236.0 | -0.62% | 28886.49 | 28886.49 |
| SPY | 2008-08-14 | 2008-08-19 | $99.65 | $97.69 | Long | 234.0 | -1.97% | 28427.46 | 28427.46 |
| SPY | 2008-08-20 | 2008-08-26 | $98.14 | $98.00 | Long | 234.0 | -0.15% | 28393.26 | 28393.26 |
| SPY | 2008-08-27 | 2008-09-03 | $98.95 | $98.38 | Long | 232.0 | -0.58% | 28259.40 | 28259.40 |
| SPY | 2008-09-04 | 2008-09-05 | $95.41 | $95.71 | Long | 239.0 | 0.31% | 28331.11 | 28331.11 |
| SPY | 2008-09-08 | 2008-09-10 | $97.69 | $95.18 | Long | 234.0 | -2.58% | 27742.47 | 27742.47 |
| SPY | 2008-09-19 | 2008-09-22 | $96.01 | $93.84 | Long | 234.0 | -2.26% | 27233.82 | 27233.82 |
| SPY | 2009-05-01 | 2009-05-13 | $69.04 | $69.67 | Long | 319.0 | 0.90% | 27431.80 | 27431.80 |
| SPY | 2009-05-18 | 2009-05-21 | $71.67 | $70.08 | Long | 310.0 | -2.21% | 26939.87 | 26939.87 |
| SPY | 2009-05-26 | 2009-06-17 | $71.72 | $71.92 | Long | 304.0 | 0.27% | 26999.57 | 26999.57 |
| SPY | 2009-06-18 | 2010-04-06 | $72.45 | $95.39 | Long | 301.0 | 31.67% | 33905.46 | 33905.46 |
| SPY | 2010-04-07 | 2010-04-09 | $94.84 | $95.80 | Long | 289.0 | 1.01% | 34181.04 | 34181.04 |
| SPY | 2010-04-12 | 2010-04-15 | $95.95 | $97.19 | Long | 288.0 | 1.29% | 34538.75 | 34538.75 |
| SPY | 2010-04-16 | 2010-06-18 | $95.65 | $89.96 | Long | 292.0 | -5.95% | 32877.75 | 32877.75 |
| SPY | 2010-06-21 | 2010-06-22 | $89.70 | $88.22 | Long | 296.0 | -1.65% | 32439.24 | 32439.24 |
| SPY | 2010-07-07 | 2010-07-15 | $85.43 | $88.31 | Long | 307.0 | 3.36% | 33321.66 | 33321.66 |
| SPY | 2010-07-16 | 2010-07-19 | $85.88 | $86.38 | Long | 314.0 | 0.59% | 33480.93 | 33480.93 |
| SPY | 2010-07-20 | 2010-07-21 | $87.34 | $86.21 | Long | 310.0 | -1.30% | 33129.01 | 33129.01 |
| SPY | 2010-07-22 | 2010-08-06 | $88.13 | $90.49 | Long | 304.0 | 2.68% | 33846.15 | 33846.15 |
| SPY | 2010-08-09 | 2010-08-10 | $90.97 | $90.48 | Long | 301.0 | -0.54% | 33698.32 | 33698.32 |
| SPY | 2010-08-19 | 2010-08-20 | $86.86 | $86.58 | Long | 314.0 | -0.32% | 33609.84 | 33609.84 |
| SPY | 2010-10-22 | 2010-11-04 | $95.80 | $98.96 | Long | 284.0 | 3.30% | 34508.67 | 34508.67 |
| SPY | 2010-11-08 | 2011-07-14 | $99.15 | $107.53 | Long | 281.0 | 8.45% | 36862.94 | 36862.94 |
| SPY | 2011-07-15 | 2011-07-20 | $108.15 | $108.94 | Long | 276.0 | 0.73% | 37080.54 | 37080.54 |
| SPY | 2011-07-22 | 2011-07-25 | $110.52 | $109.91 | Long | 271.0 | -0.56% | 36913.62 | 36913.62 |
| SPY | 2011-07-26 | 2011-08-29 | $109.50 | $99.67 | Long | 273.0 | -8.98% | 34229.93 | 34229.93 |
| SPY | 2011-09-06 | 2011-09-07 | $96.08 | $98.79 | Long | 288.0 | 2.82% | 35010.45 | 35010.45 |
| SPY | 2011-09-21 | 2011-09-26 | $96.28 | $95.95 | Long | 294.0 | -0.33% | 34915.80 | 34915.80 |
| SPY | 2011-11-10 | 2011-11-11 | $102.62 | $104.55 | Long | 275.0 | 1.88% | 35446.99 | 35446.99 |
| SPY | 2011-11-16 | 2011-11-30 | $102.42 | $103.18 | Long | 280.0 | 0.73% | 35657.32 | 35657.32 |
| SPY | 2011-12-02 | 2011-12-05 | $103.07 | $104.19 | Long | 280.0 | 1.09% | 35971.66 | 35971.66 |
| SPY | 2011-12-28 | 2011-12-29 | $103.70 | $104.77 | Long | 280.0 | 1.03% | 36271.71 | 36271.71 |
| SPY | 2012-01-03 | 2012-05-18 | $105.91 | $108.25 | Long | 277.0 | 2.20% | 36917.78 | 36917.78 |
| SPY | 2012-05-21 | 2012-05-23 | $110.11 | $110.36 | Long | 271.0 | 0.23% | 36985.61 | 36985.61 |
| SPY | 2012-05-24 | 2012-05-25 | $110.57 | $110.22 | Long | 270.0 | -0.32% | 36888.74 | 36888.74 |
| SPY | 2012-05-29 | 2012-05-30 | $111.55 | $109.93 | Long | 267.0 | -1.45% | 36456.57 | 36456.57 |
| SPY | 2012-06-06 | 2012-06-11 | $110.11 | $109.64 | Long | 268.0 | -0.42% | 36331.35 | 36331.35 |
| SPY | 2012-06-12 | 2012-06-21 | $110.90 | $111.07 | Long | 265.0 | 0.15% | 36375.47 | 36375.47 |
| SPY | 2012-06-22 | 2012-06-26 | $111.92 | $110.68 | Long | 263.0 | -1.11% | 36049.05 | 36049.05 |
| SPY | 2012-06-28 | 2012-07-05 | $111.36 | $114.71 | Long | 262.0 | 3.01% | 36927.92 | 36927.92 |
| SPY | 2012-07-06 | 2012-07-09 | $113.62 | $113.48 | Long | 263.0 | -0.13% | 36890.43 | 36890.43 |
| SPY | 2012-07-12 | 2012-07-17 | $111.96 | $114.35 | Long | 266.0 | 2.13% | 37526.18 | 37526.18 |
| SPY | 2012-07-19 | 2012-07-23 | $115.50 | $113.29 | Long | 263.0 | -1.92% | 36943.91 | 36943.91 |
| SPY | 2012-07-26 | 2012-07-27 | $114.19 | $116.30 | Long | 262.0 | 1.84% | 37495.41 | 37495.41 |
| SPY | 2012-07-30 | 2012-08-03 | $116.30 | $116.86 | Long | 261.0 | 0.48% | 37642.05 | 37642.05 |
| SPY | 2012-08-08 | 2012-08-09 | $117.82 | $117.92 | Long | 258.0 | 0.09% | 37668.02 | 37668.02 |
| SPY | 2012-08-10 | 2012-08-13 | $118.11 | $118.05 | Long | 258.0 | -0.05% | 37652.87 | 37652.87 |
| SPY | 2012-08-16 | 2012-08-21 | $119.08 | $118.88 | Long | 256.0 | -0.16% | 37603.49 | 37603.49 |
| SPY | 2012-08-23 | 2012-08-24 | $117.96 | $118.67 | Long | 258.0 | 0.60% | 37787.40 | 37787.40 |
| SPY | 2012-08-28 | 2012-09-06 | $118.58 | $120.57 | Long | 258.0 | 1.68% | 38300.19 | 38300.19 |
| SPY | 2012-09-10 | 2012-09-12 | $120.35 | $121.09 | Long | 257.0 | 0.61% | 38489.85 | 38489.85 |
| SPY | 2012-09-17 | 2012-12-24 | $123.06 | $120.87 | Long | 253.0 | -1.78% | 37937.09 | 37937.09 |
| SPY | 2012-12-28 | 2013-02-04 | $118.90 | $126.98 | Long | 258.0 | 6.79% | 40020.51 | 40020.51 |
| SPY | 2013-02-05 | 2013-10-10 | $128.26 | $145.76 | Long | 252.0 | 13.64% | 44430.23 | 44430.23 |
| SPY | 2013-10-11 | 2013-10-14 | $146.70 | $147.29 | Long | 245.0 | 0.40% | 44573.78 | 44573.78 |
| SPY | 2013-10-15 | 2013-10-16 | $146.22 | $148.26 | Long | 246.0 | 1.40% | 45076.12 | 45076.12 |
| SPY | 2013-10-17 | 2013-11-06 | $149.25 | $152.65 | Long | 244.0 | 2.28% | 45906.55 | 45906.55 |
| SPY | 2013-11-07 | 2013-11-08 | $150.72 | $152.76 | Long | 246.0 | 1.35% | 46406.77 | 46406.77 |
| SPY | 2013-11-12 | 2013-11-13 | $152.47 | $153.70 | Long | 246.0 | 0.80% | 46707.75 | 46707.75 |
| SPY | 2013-11-18 | 2013-11-22 | $154.59 | $155.79 | Long | 244.0 | 0.77% | 46999.98 | 46999.98 |
| SPY | 2013-11-25 | 2013-11-27 | $155.63 | $156.06 | Long | 244.0 | 0.27% | 47103.00 | 47103.00 |
| SPY | 2013-11-29 | 2014-03-07 | $155.95 | $163.08 | Long | 244.0 | 4.57% | 48843.00 | 48843.00 |
| SPY | 2014-03-10 | 2014-11-19 | $163.00 | $180.26 | Long | 242.0 | 10.59% | 53019.71 | 53019.71 |
| SPY | 2014-11-20 | 2014-11-25 | $180.57 | $181.92 | Long | 237.0 | 0.74% | 53338.21 | 53338.21 |
| SPY | 2014-11-26 | 2014-12-26 | $182.38 | $184.09 | Long | 236.0 | 0.94% | 53741.50 | 53741.50 |
| SPY | 2014-12-30 | 2015-02-04 | $183.35 | $180.22 | Long | 237.0 | -1.71% | 53000.52 | 53000.52 |
| SPY | 2015-02-09 | 2015-02-19 | $180.73 | $185.45 | Long | 237.0 | 2.61% | 54120.36 | 54120.36 |
| SPY | 2015-02-23 | 2015-02-24 | $186.54 | $187.07 | Long | 235.0 | 0.28% | 54244.89 | 54244.89 |
| SPY | 2015-02-25 | 2015-03-02 | $186.91 | $187.23 | Long | 235.0 | 0.17% | 54319.61 | 54319.61 |
| SPY | 2015-03-03 | 2015-04-15 | $186.46 | $186.67 | Long | 235.0 | 0.11% | 54369.60 | 54369.60 |
| SPY | 2015-04-16 | 2015-04-22 | $186.62 | $186.85 | Long | 235.0 | 0.12% | 54423.81 | 54423.81 |
| SPY | 2015-04-29 | 2015-05-04 | $186.80 | $187.46 | Long | 235.0 | 0.36% | 54580.16 | 54580.16 |
| SPY | 2015-05-05 | 2015-05-08 | $185.31 | $187.73 | Long | 238.0 | 1.30% | 55154.43 | 55154.43 |
| SPY | 2015-05-11 | 2015-05-14 | $186.83 | $188.25 | Long | 239.0 | 0.76% | 55493.65 | 55493.65 |
| SPY | 2015-05-21 | 2015-07-16 | $189.39 | $189.22 | Long | 237.0 | -0.09% | 55453.12 | 55453.12 |
| SPY | 2015-07-21 | 2015-07-29 | $188.77 | $187.89 | Long | 237.0 | -0.47% | 55243.96 | 55243.96 |
| SPY | 2015-07-30 | 2015-08-18 | $187.93 | $187.14 | Long | 238.0 | -0.42% | 55055.14 | 55055.14 |
| SPY | 2015-08-19 | 2015-09-08 | $185.67 | $176.02 | Long | 240.0 | -5.19% | 52740.27 | 52740.27 |
| SPY | 2015-09-09 | 2015-09-10 | $173.61 | $174.59 | Long | 246.0 | 0.56% | 52979.30 | 52979.30 |
| SPY | 2015-09-11 | 2015-09-14 | $175.38 | $174.70 | Long | 244.0 | -0.39% | 52814.00 | 52814.00 |
| SPY | 2015-11-09 | 2015-11-10 | $186.47 | $186.90 | Long | 229.0 | 0.23% | 52912.50 | 52912.50 |
| SPY | 2015-11-13 | 2015-11-16 | $181.51 | $184.27 | Long | 236.0 | 1.52% | 53563.89 | 53563.89 |
| SPY | 2015-11-18 | 2015-11-20 | $187.05 | $187.57 | Long | 231.0 | 0.28% | 53683.96 | 53683.96 |
| SPY | 2015-11-23 | 2015-11-25 | $187.36 | $187.58 | Long | 232.0 | 0.12% | 53735.93 | 53735.93 |
| SPY | 2015-11-27 | 2015-12-02 | $187.80 | $186.87 | Long | 231.0 | -0.49% | 53522.71 | 53522.71 |
| SPY | 2015-12-03 | 2015-12-04 | $184.26 | $187.85 | Long | 235.0 | 1.95% | 54367.19 | 54367.19 |
| SPY | 2015-12-08 | 2015-12-09 | $185.46 | $184.01 | Long | 237.0 | -0.78% | 54025.25 | 54025.25 |
| SPY | 2015-12-14 | 2015-12-15 | $181.83 | $183.74 | Long | 240.0 | 1.05% | 54483.36 | 54483.36 |
| SPY | 2015-12-17 | 2015-12-18 | $183.58 | $180.33 | Long | 240.0 | -1.77% | 53702.97 | 53702.97 |
| SPY | 2015-12-23 | 2015-12-30 | $185.74 | $185.66 | Long | 234.0 | -0.04% | 53683.99 | 53683.99 |
| SPY | 2016-01-05 | 2016-01-07 | $181.54 | $174.95 | Long | 239.0 | -3.63% | 52108.86 | 52108.86 |
| SPY | 2016-01-12 | 2016-01-13 | $174.60 | $170.24 | Long | 241.0 | -2.49% | 51059.40 | 51059.40 |
| SPY | 2016-01-26 | 2016-01-27 | $171.48 | $169.61 | Long | 241.0 | -1.09% | 50609.63 | 50609.63 |
| SPY | 2016-01-29 | 2016-02-01 | $174.65 | $174.59 | Long | 234.0 | -0.04% | 50594.86 | 50594.86 |
| SPY | 2016-02-03 | 2016-02-04 | $172.47 | $172.74 | Long | 237.0 | 0.16% | 50658.97 | 50658.97 |
| SPY | 2016-02-16 | 2016-02-19 | $171.10 | $173.10 | Long | 239.0 | 1.17% | 51137.32 | 51137.32 |
| SPY | 2016-02-22 | 2016-02-23 | $175.61 | $173.39 | Long | 235.0 | -1.26% | 50616.13 | 50616.13 |
| SPY | 2016-02-24 | 2016-03-08 | $174.18 | $178.87 | Long | 235.0 | 2.69% | 51717.85 | 51717.85 |
| SPY | 2016-03-09 | 2016-04-05 | $179.76 | $185.04 | Long | 233.0 | 2.94% | 52948.55 | 52948.55 |
| SPY | 2016-04-06 | 2016-04-08 | $187.06 | $185.32 | Long | 229.0 | -0.93% | 52550.11 | 52550.11 |
| SPY | 2016-04-12 | 2016-04-28 | $186.61 | $187.99 | Long | 228.0 | 0.74% | 52866.23 | 52866.23 |
| SPY | 2016-05-02 | 2016-05-03 | $188.46 | $186.82 | Long | 227.0 | -0.87% | 52493.90 | 52493.90 |
| SPY | 2016-05-09 | 2016-05-11 | $186.58 | $187.13 | Long | 227.0 | 0.30% | 52619.38 | 52619.38 |
| SPY | 2016-05-13 | 2016-05-16 | $185.55 | $187.38 | Long | 229.0 | 0.99% | 53038.57 | 53038.57 |
| SPY | 2016-05-19 | 2016-10-06 | $185.05 | $197.56 | Long | 232.0 | 6.76% | 55941.30 | 55941.30 |
| SPY | 2016-10-07 | 2016-11-09 | $196.88 | $198.11 | Long | 230.0 | 0.62% | 56223.48 | 56223.48 |
| SPY | 2016-11-10 | 2016-11-21 | $198.60 | $201.56 | Long | 229.0 | 1.49% | 56900.69 | 56900.69 |
| SPY | 2016-11-28 | 2016-12-22 | $201.86 | $207.57 | Long | 228.0 | 2.83% | 58201.38 | 58201.38 |
| SPY | 2016-12-23 | 2016-12-28 | $207.87 | $206.66 | Long | 226.0 | -0.58% | 57928.71 | 57928.71 |
| SPY | 2016-12-30 | 2017-01-10 | $205.86 | $208.56 | Long | 227.0 | 1.31% | 58541.25 | 58541.25 |
| SPY | 2017-01-11 | 2017-01-23 | $209.15 | $208.28 | Long | 226.0 | -0.42% | 58343.52 | 58343.52 |
| SPY | 2017-01-24 | 2017-01-31 | $209.61 | $209.55 | Long | 225.0 | -0.03% | 58329.02 | 58329.02 |
| SPY | 2017-02-01 | 2017-06-13 | $209.63 | $226.20 | Long | 225.0 | 7.91% | 62058.06 | 62058.06 |
| SPY | 2017-06-14 | 2017-09-11 | $225.92 | $231.64 | Long | 222.0 | 2.53% | 63328.14 | 63328.14 |
| SPY | 2017-09-14 | 2018-04-24 | $232.46 | $247.88 | Long | 220.0 | 6.64% | 66721.69 | 66721.69 |
| SPY | 2018-04-26 | 2018-04-30 | $251.02 | $249.32 | Long | 215.0 | -0.68% | 66356.91 | 66356.91 |
| SPY | 2018-05-18 | 2018-05-21 | $255.75 | $257.67 | Long | 210.0 | 0.75% | 66760.71 | 66760.71 |
| SPY | 2018-05-24 | 2018-05-25 | $257.14 | $256.52 | Long | 210.0 | -0.24% | 66632.05 | 66632.05 |
| SPY | 2018-05-29 | 2018-05-31 | $253.57 | $255.38 | Long | 212.0 | 0.71% | 67015.72 | 67015.72 |
| SPY | 2018-06-04 | 2018-06-05 | $259.12 | $259.30 | Long | 209.0 | 0.07% | 67055.12 | 67055.12 |
| SPY | 2018-06-18 | 2018-07-09 | $261.85 | $263.12 | Long | 207.0 | 0.48% | 67317.75 | 67317.75 |
| SPY | 2018-07-11 | 2018-12-07 | $262.14 | $250.68 | Long | 208.0 | -4.37% | 64935.55 | 64935.55 |
| SPY | 2018-12-11 | 2018-12-14 | $251.22 | $247.73 | Long | 209.0 | -1.39% | 64208.01 | 64208.01 |
| SPY | 2018-12-17 | 2018-12-20 | $242.87 | $235.09 | Long | 214.0 | -3.21% | 62541.04 | 62541.04 |
| SPY | 2018-12-24 | 2018-12-26 | $224.21 | $235.54 | Long | 225.0 | 5.05% | 65089.91 | 65089.91 |
| SPY | 2019-03-12 | 2019-03-25 | $267.41 | $268.15 | Long | 197.0 | 0.28% | 65235.63 | 65235.63 |
| SPY | 2019-03-26 | 2019-09-04 | $270.15 | $283.94 | Long | 195.0 | 5.11% | 67925.01 | 67925.01 |
| SPY | 2019-09-16 | 2019-09-18 | $289.85 | $290.76 | Long | 189.0 | 0.31% | 68096.57 | 68096.57 |
| SPY | 2019-09-20 | 2019-10-21 | $289.37 | $291.03 | Long | 190.0 | 0.57% | 68411.77 | 68411.77 |
| SPY | 2019-10-22 | 2019-10-23 | $290.08 | $290.92 | Long | 191.0 | 0.29% | 68572.97 | 68572.97 |
| SPY | 2019-10-31 | 2019-11-01 | $294.27 | $297.00 | Long | 188.0 | 0.93% | 69085.47 | 69085.47 |
| SPY | 2019-11-04 | 2019-11-05 | $298.19 | $297.86 | Long | 187.0 | -0.11% | 69023.79 | 69023.79 |
| SPY | 2019-11-07 | 2019-11-19 | $298.98 | $302.61 | Long | 187.0 | 1.22% | 69704.10 | 69704.10 |
| SPY | 2019-11-20 | 2019-11-21 | $301.49 | $301.00 | Long | 187.0 | -0.16% | 69613.39 | 69613.39 |
| SPY | 2019-11-22 | 2019-11-29 | $301.67 | $304.92 | Long | 186.0 | 1.08% | 70217.88 | 70217.88 |
| SPY | 2019-12-02 | 2019-12-09 | $302.33 | $304.51 | Long | 188.0 | 0.72% | 70626.42 | 70626.42 |
| SPY | 2019-12-10 | 2020-01-02 | $304.17 | $316.71 | Long | 188.0 | 4.12% | 72984.71 | 72984.71 |
| SPY | 2020-01-03 | 2020-04-01 | $314.31 | $241.44 | Long | 188.0 | -23.18% | 59285.10 | 59285.10 |
| SPY | 2020-04-02 | 2020-05-13 | $247.01 | $276.21 | Long | 194.0 | 11.82% | 64949.99 | 64949.99 |
| SPY | 2020-05-15 | 2020-11-24 | $280.80 | $359.30 | Long | 187.0 | 27.95% | 79628.48 | 79628.48 |
| SPY | 2020-11-25 | 2020-11-27 | $358.74 | $359.74 | Long | 179.0 | 0.28% | 79807.32 | 79807.32 |
| SPY | 2020-11-30 | 2020-12-01 | $358.15 | $362.07 | Long | 180.0 | 1.09% | 80512.43 | 80512.43 |
| SPY | 2020-12-03 | 2020-12-04 | $362.73 | $365.86 | Long | 179.0 | 0.86% | 81071.96 | 81071.96 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|