Strategy - SP500Bayes


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 429.00
NoOfWins 265.00
NoOfLosses 164.00
SharpRatio 0.71
SortinoRatio 0.88
GrossProfit $91114.97
FirstDate 1993-08-05
LastDate 2022-09-12
FirstEquity $10000.00
FinalEquity $101114.97
OpenEquity $0.00
LongEquity $91114.97
ShortEquity $0.00
PercentWins 61.77%
AveWin 2.18%
AveLoss -1.60%
AveWinLoss 1.36
Expectancy 0.73%
AveDrawUp 22.42%
AveDrawDown -9.04%
MaxDrawDown -27.69%
Kelly 33.67%
Thrope 101.63
APR 8.27%
CalmarRatio 0.92

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPY 1993-08-05 1993-08-06 $26.19 $26.23 Long 309.0 0.14% 10011.26 10011.26
SPY 1993-08-12 1993-08-13 $26.28 $26.32 Long 308.0 0.14% 10022.49 10022.49
SPY 1993-08-16 1993-08-17 $26.46 $26.56 Long 306.0 0.34% 10050.37 10050.37
SPY 1993-08-18 1993-08-31 $26.70 $27.16 Long 304.0 1.71% 10188.90 10188.90
SPY 1993-09-01 1993-09-27 $27.12 $27.16 Long 304.0 0.15% 10201.36 10201.36
SPY 1993-09-28 1993-10-12 $27.11 $27.13 Long 304.0 0.07% 10206.93 10206.93
SPY 1993-10-15 1993-10-22 $27.62 $27.22 Long 299.0 -1.46% 10086.29 10086.29
SPY 1993-10-25 1993-11-15 $27.29 $27.33 Long 299.0 0.13% 10097.26 10097.26
SPY 1993-11-16 1993-11-24 $27.46 $27.27 Long 297.0 -0.67% 10042.79 10042.79
SPY 1993-11-26 1993-12-22 $27.29 $27.62 Long 298.0 1.23% 10142.44 10142.44
SPY 1993-12-23 1993-12-28 $27.61 $27.81 Long 297.0 0.74% 10202.72 10202.72
SPY 1993-12-29 1994-02-22 $27.77 $27.96 Long 297.0 0.66% 10257.52 10257.52
SPY 1994-02-24 1994-03-07 $27.51 $27.72 Long 301.0 0.74% 10318.63 10318.63
SPY 1994-03-08 1994-03-09 $27.61 $27.74 Long 302.0 0.47% 10357.63 10357.63
SPY 1994-03-10 1994-03-15 $27.51 $27.68 Long 304.0 0.60% 10408.13 10408.13
SPY 1994-03-21 1994-03-22 $27.82 $27.90 Long 303.0 0.27% 10430.62 10430.62
SPY 1994-03-24 1994-03-28 $27.54 $27.32 Long 306.0 -0.81% 10362.47 10362.47
SPY 1994-05-23 1994-05-24 $27.01 $27.13 Long 310.0 0.41% 10396.99 10396.99
SPY 1994-06-02 1994-06-08 $27.30 $27.19 Long 308.0 -0.41% 10362.69 10362.69
SPY 1994-06-09 1994-06-14 $27.34 $27.64 Long 307.0 1.09% 10453.86 10453.86
SPY 1994-06-15 1994-06-20 $27.52 $27.19 Long 307.0 -1.20% 10352.30 10352.30
SPY 1994-08-08 1994-08-09 $27.44 $27.48 Long 305.0 0.17% 10366.54 10366.54
SPY 1994-08-17 1994-08-18 $27.87 $27.77 Long 301.0 -0.34% 10338.43 10338.43
SPY 1994-08-23 1994-08-24 $27.88 $28.18 Long 300.0 1.07% 10428.11 10428.11
SPY 1994-08-25 1994-09-30 $28.11 $27.77 Long 300.0 -1.19% 10327.53 10327.53
SPY 1994-10-03 1994-10-11 $27.71 $28.05 Long 301.0 1.22% 10429.37 10429.37
SPY 1994-10-12 1994-10-13 $28.08 $28.18 Long 300.0 0.33% 10457.56 10457.56
SPY 1994-10-17 1994-10-19 $28.24 $28.31 Long 299.0 0.23% 10477.24 10477.24
SPY 1994-10-20 1994-10-24 $28.12 $27.77 Long 301.0 -1.24% 10372.55 10372.55
SPY 1994-10-27 1994-10-28 $28.07 $28.67 Long 299.0 2.11% 10549.60 10549.60
SPY 1994-10-31 1994-11-01 $28.56 $28.24 Long 299.0 -1.12% 10454.06 10454.06
SPY 1994-11-02 1994-11-14 $28.08 $28.18 Long 301.0 0.33% 10482.34 10482.34
SPY 1994-11-15 1994-11-16 $28.08 $28.18 Long 302.0 0.33% 10510.71 10510.71
SPY 1994-11-17 1994-12-13 $27.99 $27.38 Long 304.0 -2.18% 10325.00 10325.00
SPY 1994-12-14 1994-12-16 $27.52 $27.74 Long 303.0 0.79% 10391.11 10391.11
SPY 1994-12-22 1994-12-30 $27.90 $27.62 Long 301.0 -0.98% 10308.42 10308.42
SPY 1995-01-03 1995-01-04 $27.76 $27.89 Long 300.0 0.48% 10348.22 10348.22
SPY 1995-01-10 1995-01-11 $27.97 $27.99 Long 299.0 0.07% 10353.87 10353.87
SPY 1995-01-12 1995-01-16 $28.00 $28.51 Long 299.0 1.79% 10503.99 10503.99
SPY 1995-01-17 1995-01-18 $28.51 $28.49 Long 298.0 -0.10% 10495.52 10495.52
SPY 1995-01-19 1995-01-23 $28.33 $28.31 Long 300.0 -0.07% 10489.85 10489.85
SPY 1995-01-26 1995-01-30 $28.45 $28.44 Long 298.0 -0.03% 10487.03 10487.03
SPY 1995-02-01 1995-02-02 $28.54 $28.71 Long 297.0 0.60% 10537.66 10537.66
SPY 1995-02-03 1995-02-22 $29.12 $29.59 Long 293.0 1.59% 10673.67 10673.67
SPY 1995-02-27 1995-02-28 $29.47 $29.72 Long 293.0 0.84% 10745.84 10745.84
SPY 1995-03-01 1996-04-25 $29.53 $40.67 Long 294.0 37.74% 14022.35 14022.35
SPY 1996-04-26 1996-07-10 $40.76 $41.23 Long 278.0 1.15% 14152.58 14152.58
SPY 1996-07-11 1996-07-12 $40.40 $40.43 Long 283.0 0.07% 14160.89 14160.89
SPY 1996-07-15 1996-07-17 $39.23 $39.80 Long 292.0 1.45% 14326.60 14326.60
SPY 1996-07-18 1996-07-19 $40.35 $40.06 Long 287.0 -0.73% 14242.35 14242.35
SPY 1996-07-25 1996-07-29 $39.68 $39.46 Long 290.0 -0.57% 14177.09 14177.09
SPY 1996-08-01 1996-08-02 $40.80 $41.68 Long 281.0 2.16% 14424.53 14424.53
SPY 1996-08-08 1996-08-09 $41.60 $41.46 Long 280.0 -0.33% 14386.17 14386.17
SPY 1996-08-12 1996-08-14 $41.77 $41.58 Long 278.0 -0.45% 14334.49 14334.49
SPY 1996-08-16 1996-08-19 $41.86 $41.87 Long 277.0 0.05% 14339.92 14339.92
SPY 1996-08-20 1996-08-22 $41.85 $42.09 Long 277.0 0.58% 14407.66 14407.66
SPY 1996-08-26 1996-09-13 $41.66 $42.93 Long 280.0 3.05% 14763.81 14763.81
SPY 1996-09-17 1996-10-01 $42.99 $43.43 Long 278.0 1.02% 14885.24 14885.24
SPY 1996-10-03 1997-04-21 $43.68 $48.32 Long 276.0 10.61% 16163.99 16163.99
SPY 1997-04-22 1997-05-15 $49.38 $53.60 Long 265.0 8.54% 17281.83 17281.83
SPY 1997-05-16 1997-05-23 $52.86 $53.85 Long 264.0 1.88% 17543.86 17543.86
SPY 1997-05-28 1997-05-30 $54.06 $54.09 Long 262.0 0.06% 17551.66 17551.66
SPY 1997-06-02 1997-08-13 $53.85 $58.85 Long 263.0 9.27% 18864.85 18864.85
SPY 1997-08-14 1997-11-25 $59.07 $60.96 Long 258.0 3.21% 19354.17 19354.17
SPY 1997-11-26 1997-12-01 $61.14 $62.78 Long 256.0 2.68% 19774.04 19774.04
SPY 1997-12-03 1997-12-30 $62.58 $62.41 Long 255.0 -0.27% 19730.41 19730.41
SPY 1998-01-02 1998-01-13 $62.69 $61.25 Long 254.0 -2.31% 19363.17 19363.17
SPY 1998-01-15 1998-01-16 $61.02 $61.89 Long 257.0 1.43% 19587.67 19587.67
SPY 1998-01-22 1998-01-27 $61.74 $62.23 Long 256.0 0.80% 19713.61 19713.61
SPY 1998-01-28 1998-01-30 $62.79 $63.18 Long 254.0 0.61% 19810.53 19810.53
SPY 1998-02-05 1998-02-06 $64.58 $65.30 Long 248.0 1.12% 19989.81 19989.81
SPY 1998-02-09 1998-02-10 $65.08 $65.71 Long 248.0 0.96% 20144.21 20144.21
SPY 1998-02-11 1998-03-19 $65.65 $70.20 Long 248.0 6.94% 21274.70 21274.70
SPY 1998-03-20 1998-06-22 $70.81 $71.50 Long 243.0 0.98% 21442.63 21442.63
SPY 1998-06-23 1998-08-18 $72.35 $71.36 Long 240.0 -1.37% 21205.06 21205.06
SPY 1998-08-19 1998-08-20 $71.17 $70.75 Long 241.0 -0.60% 21102.82 21102.82
SPY 1998-08-21 1998-08-25 $70.18 $70.79 Long 243.0 0.86% 21250.10 21250.10
SPY 1998-08-31 1998-09-02 $62.06 $64.22 Long 277.0 3.48% 21848.88 21848.88
SPY 1998-10-21 1998-10-23 $69.17 $69.32 Long 255.0 0.21% 21885.06 21885.06
SPY 1998-10-28 1998-10-30 $69.30 $71.36 Long 255.0 2.98% 22412.38 22412.38
SPY 1998-11-02 1998-11-05 $72.58 $73.82 Long 250.0 1.70% 22721.54 22721.54
SPY 1998-11-10 1998-11-24 $73.31 $76.96 Long 251.0 4.98% 23637.51 23637.51
SPY 1998-11-25 1998-12-15 $76.96 $75.70 Long 248.0 -1.63% 23325.78 23325.78
SPY 1998-12-16 1998-12-23 $75.60 $80.20 Long 249.0 6.09% 24471.90 24471.90
SPY 1998-12-24 1999-06-16 $79.86 $86.99 Long 248.0 8.93% 26240.11 26240.11
SPY 1999-06-17 1999-07-07 $87.80 $91.34 Long 242.0 4.03% 27096.10 27096.10
SPY 1999-07-12 1999-07-15 $91.55 $92.31 Long 239.0 0.84% 27279.39 27279.39
SPY 1999-07-19 1999-08-16 $92.20 $87.54 Long 239.0 -5.06% 26164.90 26164.90
SPY 1999-08-17 1999-08-23 $88.11 $89.32 Long 240.0 1.37% 26454.50 26454.50
SPY 1999-08-24 1999-09-07 $89.64 $88.66 Long 239.0 -1.10% 26219.87 26219.87
SPY 1999-09-08 1999-10-04 $88.23 $85.81 Long 240.0 -2.74% 25638.91 25638.91
SPY 1999-10-05 1999-10-06 $85.73 $87.04 Long 242.0 1.53% 25956.55 25956.55
SPY 1999-10-14 1999-10-15 $84.11 $81.96 Long 249.0 -2.56% 25420.35 25420.35
SPY 1999-10-21 1999-10-22 $84.66 $85.38 Long 243.0 0.85% 25594.77 25594.77
SPY 1999-10-25 1999-10-26 $84.95 $83.88 Long 244.0 -1.26% 25334.55 25334.55
SPY 1999-10-27 1999-10-29 $85.40 $89.91 Long 240.0 5.28% 26417.44 26417.44
SPY 1999-11-02 1999-11-04 $88.33 $89.61 Long 242.0 1.44% 26725.16 26725.16
SPY 1999-11-12 1999-11-15 $91.72 $91.93 Long 236.0 0.23% 26775.98 26775.98
SPY 1999-11-18 1999-11-19 $93.60 $93.52 Long 231.0 -0.09% 26757.03 26757.03
SPY 1999-11-23 1999-11-24 $92.68 $93.17 Long 233.0 0.53% 26871.72 26871.72
SPY 1999-11-30 1999-12-01 $91.41 $92.15 Long 238.0 0.81% 27047.44 27047.44
SPY 1999-12-02 1999-12-06 $92.70 $93.71 Long 236.0 1.08% 27284.60 27284.60
SPY 1999-12-07 1999-12-21 $92.95 $94.61 Long 237.0 1.79% 27679.34 27679.34
SPY 1999-12-22 1999-12-29 $94.86 $96.59 Long 236.0 1.82% 28086.91 28086.91
SPY 1999-12-30 1999-12-31 $96.47 $96.63 Long 235.0 0.16% 28123.15 28123.15
SPY 2000-01-03 2000-01-28 $95.68 $89.39 Long 238.0 -6.57% 26625.86 26625.86
SPY 2000-02-01 2000-02-18 $92.72 $89.02 Long 232.0 -3.99% 25767.30 25767.30
SPY 2000-02-23 2000-02-24 $89.84 $88.03 Long 232.0 -2.01% 25347.56 25347.56
SPY 2000-02-28 2000-02-29 $89.56 $90.42 Long 229.0 0.96% 25545.30 25545.30
SPY 2000-03-01 2000-03-08 $91.08 $90.05 Long 227.0 -1.13% 25311.95 25311.95
SPY 2000-03-09 2000-03-24 $92.68 $101.28 Long 221.0 9.28% 27213.00 27213.00
SPY 2000-03-27 2000-04-25 $100.21 $97.72 Long 219.0 -2.49% 26666.82 26666.82
SPY 2000-04-27 2000-04-28 $96.30 $95.70 Long 224.0 -0.62% 26532.92 26532.92
SPY 2000-05-03 2000-05-05 $92.83 $94.67 Long 231.0 1.98% 26956.66 26956.66
SPY 2000-05-09 2000-05-11 $93.20 $93.18 Long 234.0 -0.02% 26951.83 26951.83
SPY 2000-05-12 2000-05-15 $94.19 $95.82 Long 231.0 1.73% 27327.96 27327.96
SPY 2000-05-18 2000-05-22 $94.56 $92.38 Long 234.0 -2.31% 26816.72 26816.72
SPY 2000-05-23 2000-05-24 $91.02 $92.50 Long 238.0 1.63% 27169.91 27169.91
SPY 2000-06-20 2000-07-03 $97.81 $97.37 Long 225.0 -0.44% 27072.29 27072.29
SPY 2000-07-05 2000-07-07 $95.62 $97.91 Long 229.0 2.40% 27597.44 27597.44
SPY 2000-07-19 2000-08-07 $98.22 $97.93 Long 227.0 -0.29% 27531.78 27531.78
SPY 2000-08-09 2000-08-14 $97.47 $98.69 Long 228.0 1.25% 27809.69 27809.69
SPY 2000-08-18 2000-08-21 $98.96 $99.50 Long 227.0 0.54% 27931.63 27931.63
SPY 2000-08-24 2000-08-25 $100.04 $100.00 Long 226.0 -0.04% 27922.29 27922.29
SPY 2000-08-30 2000-08-31 $99.40 $100.72 Long 227.0 1.33% 28222.44 28222.44
SPY 2000-09-05 2000-09-07 $100.02 $99.73 Long 228.0 -0.29% 28156.50 28156.50
SPY 2000-09-08 2000-09-25 $99.04 $95.61 Long 230.0 -3.47% 27367.06 27367.06
SPY 2000-09-26 2000-10-05 $94.39 $95.57 Long 234.0 1.25% 27643.34 27643.34
SPY 2000-10-06 2000-10-18 $93.50 $88.98 Long 239.0 -4.83% 26564.13 26564.13
SPY 2000-10-19 2000-10-20 $92.34 $92.73 Long 233.0 0.43% 26655.82 26655.82
SPY 2000-10-24 2000-10-25 $92.53 $90.35 Long 233.0 -2.35% 26149.08 26149.08
SPY 2000-10-27 2000-10-30 $92.32 $93.15 Long 229.0 0.90% 26338.81 26338.81
SPY 2000-11-07 2000-11-09 $95.28 $92.82 Long 223.0 -2.59% 25789.14 25789.14
SPY 2000-11-14 2000-11-17 $92.22 $90.57 Long 226.0 -1.79% 25416.98 25416.98
SPY 2000-11-22 2000-11-27 $87.59 $90.16 Long 235.0 2.94% 26023.00 26023.00
SPY 2000-12-19 2000-12-20 $86.45 $83.94 Long 243.0 -2.90% 25414.58 25414.58
SPY 2001-05-15 2001-05-21 $83.99 $87.78 Long 245.0 4.50% 26340.77 26340.77
SPY 2001-05-23 2001-05-29 $86.17 $84.73 Long 247.0 -1.68% 25983.41 25983.41
SPY 2001-05-30 2001-05-31 $83.54 $83.97 Long 251.0 0.52% 26092.18 26092.18
SPY 2001-06-11 2001-06-12 $84.07 $83.93 Long 251.0 -0.17% 26055.37 26055.37
SPY 2001-06-15 2001-06-18 $81.47 $81.08 Long 259.0 -0.48% 25953.19 25953.19
SPY 2001-07-19 2001-07-20 $81.62 $81.13 Long 257.0 -0.60% 25827.75 25827.75
SPY 2001-08-15 2001-08-16 $79.06 $79.33 Long 264.0 0.35% 25900.12 25900.12
SPY 2001-08-27 2001-08-28 $79.11 $77.95 Long 265.0 -1.46% 25593.59 25593.59
SPY 2001-11-16 2001-11-19 $76.75 $77.70 Long 270.0 1.23% 25849.10 25849.10
SPY 2001-11-26 2001-11-28 $77.81 $76.07 Long 269.0 -2.23% 25381.50 25381.50
SPY 2001-11-29 2001-12-03 $77.10 $76.09 Long 266.0 -1.31% 25113.70 25113.70
SPY 2001-12-04 2001-12-10 $77.38 $76.77 Long 262.0 -0.79% 24953.69 24953.69
SPY 2001-12-13 2001-12-14 $75.21 $75.93 Long 268.0 0.95% 25146.15 25146.15
SPY 2001-12-18 2001-12-24 $77.17 $77.27 Long 263.0 0.12% 25171.22 25171.22
SPY 2001-12-26 2002-01-10 $77.69 $78.17 Long 262.0 0.62% 25298.26 25298.26
SPY 2002-01-11 2002-01-14 $77.41 $76.92 Long 264.0 -0.63% 25170.25 25170.25
SPY 2002-01-16 2002-01-17 $75.98 $76.55 Long 268.0 0.75% 25323.66 25323.66
SPY 2002-01-22 2002-01-23 $75.68 $76.26 Long 271.0 0.77% 25480.62 25480.62
SPY 2002-02-01 2002-02-05 $75.86 $73.52 Long 272.0 -3.09% 24843.15 24843.15
SPY 2002-02-08 2002-02-11 $74.14 $75.05 Long 271.0 1.23% 25089.53 25089.53
SPY 2002-02-21 2002-02-22 $72.94 $73.84 Long 278.0 1.24% 25340.41 25340.41
SPY 2002-03-04 2002-04-16 $77.95 $76.45 Long 263.0 -1.93% 24945.64 24945.64
SPY 2002-04-23 2002-04-24 $74.64 $73.89 Long 270.0 -1.00% 24743.24 24743.24
SPY 2002-04-26 2002-04-29 $72.53 $72.17 Long 276.0 -0.49% 24644.45 24644.45
SPY 2002-05-02 2002-05-03 $73.45 $72.66 Long 271.0 -1.08% 24428.48 24428.48
SPY 2002-11-18 2002-11-26 $61.60 $62.43 Long 321.0 1.35% 24695.09 24695.09
SPY 2002-11-27 2002-12-03 $64.19 $63.23 Long 311.0 -1.50% 24396.55 24396.55
SPY 2002-12-04 2002-12-06 $62.94 $62.65 Long 313.0 -0.45% 24307.05 24307.05
SPY 2002-12-09 2002-12-10 $60.93 $61.75 Long 323.0 1.34% 24570.93 24570.93
SPY 2002-12-11 2002-12-12 $61.80 $61.80 Long 322.0 -0.01% 24568.74 24568.74
SPY 2002-12-13 2002-12-20 $60.82 $61.56 Long 327.0 1.22% 24810.48 24810.48
SPY 2002-12-23 2002-12-27 $61.58 $59.78 Long 326.0 -2.93% 24221.71 24221.71
SPY 2002-12-31 2003-01-03 $60.36 $62.49 Long 325.0 3.54% 24915.39 24915.39
SPY 2003-01-07 2003-01-27 $63.44 $58.29 Long 318.0 -8.12% 23277.27 23277.27
SPY 2003-02-21 2003-02-24 $58.27 $57.33 Long 323.0 -1.62% 22972.34 22972.34
SPY 2003-03-04 2003-03-05 $56.61 $57.09 Long 328.0 0.85% 23129.41 23129.41
SPY 2003-03-06 2003-03-07 $56.61 $57.00 Long 330.0 0.69% 23258.09 23258.09
SPY 2003-03-17 2003-03-21 $59.37 $61.59 Long 317.0 3.74% 23961.67 23961.67
SPY 2003-03-24 2003-03-28 $59.54 $59.55 Long 325.0 0.02% 23966.13 23966.13
SPY 2003-03-31 2003-04-02 $58.20 $60.52 Long 333.0 3.99% 24739.16 24739.16
SPY 2003-04-09 2003-04-10 $59.77 $60.10 Long 335.0 0.55% 24849.60 24849.60
SPY 2003-04-11 2003-04-14 $59.86 $61.09 Long 336.0 2.07% 25264.99 25264.99
SPY 2003-04-22 2003-04-23 $62.73 $63.31 Long 326.0 0.92% 25453.06 25453.06
SPY 2003-04-25 2003-04-28 $61.97 $63.04 Long 332.0 1.73% 25808.77 25808.77
SPY 2003-04-29 2003-05-02 $63.26 $64.02 Long 330.0 1.19% 26058.09 26058.09
SPY 2003-05-06 2003-05-08 $64.50 $63.50 Long 327.0 -1.55% 25730.19 25730.19
SPY 2003-05-09 2003-12-01 $64.37 $74.45 Long 323.0 15.66% 28986.02 28986.02
SPY 2003-12-02 2004-05-24 $74.27 $76.94 Long 316.0 3.59% 29829.14 29829.14
SPY 2004-06-02 2004-06-15 $78.93 $79.55 Long 306.0 0.79% 30019.16 30019.16
SPY 2004-06-16 2004-06-17 $79.54 $79.42 Long 305.0 -0.15% 29982.98 29982.98
SPY 2004-06-18 2004-06-22 $79.57 $79.67 Long 305.0 0.12% 30012.88 30012.88
SPY 2004-06-25 2004-06-28 $79.72 $79.44 Long 304.0 -0.34% 29929.86 29929.86
SPY 2004-06-29 2004-07-27 $79.77 $76.87 Long 303.0 -3.64% 29049.34 29049.34
SPY 2004-08-05 2004-08-09 $75.91 $74.93 Long 309.0 -1.29% 28746.41 28746.41
SPY 2004-09-02 2004-09-07 $78.83 $79.03 Long 295.0 0.25% 28804.25 28804.25
SPY 2004-09-08 2004-09-09 $78.83 $78.76 Long 295.0 -0.09% 28783.59 28783.59
SPY 2004-09-13 2004-09-14 $79.43 $79.59 Long 293.0 0.20% 28830.78 28830.78
SPY 2004-09-20 2004-09-21 $79.08 $79.43 Long 295.0 0.44% 28932.42 28932.42
SPY 2004-09-22 2004-09-23 $78.44 $78.01 Long 298.0 -0.54% 28806.70 28806.70
SPY 2004-09-24 2004-09-29 $78.37 $78.64 Long 297.0 0.34% 28886.06 28886.06
SPY 2004-09-30 2004-10-01 $78.58 $79.91 Long 297.0 1.69% 29280.75 29280.75
SPY 2004-10-05 2004-10-07 $80.09 $79.77 Long 296.0 -0.40% 29187.09 29187.09
SPY 2004-10-08 2004-10-15 $79.11 $78.23 Long 298.0 -1.11% 28925.17 28925.17
SPY 2004-10-18 2004-10-25 $78.53 $77.25 Long 298.0 -1.63% 28543.81 28543.81
SPY 2004-10-28 2004-10-29 $79.61 $79.60 Long 290.0 -0.02% 28539.73 28539.73
SPY 2004-11-02 2004-11-03 $79.84 $80.85 Long 289.0 1.26% 28830.32 28830.32
SPY 2004-11-04 2004-12-01 $81.95 $84.08 Long 284.0 2.60% 29435.89 29435.89
SPY 2004-12-03 2004-12-10 $84.10 $84.15 Long 283.0 0.07% 29451.86 29451.86
SPY 2004-12-13 2005-02-15 $84.89 $85.83 Long 281.0 1.11% 29716.60 29716.60
SPY 2005-02-16 2005-04-06 $85.89 $84.37 Long 280.0 -1.77% 29291.49 29291.49
SPY 2005-04-07 2005-04-21 $84.82 $82.53 Long 279.0 -2.71% 28650.42 28650.42
SPY 2005-04-27 2005-04-28 $82.27 $81.24 Long 282.0 -1.25% 28359.54 28359.54
SPY 2005-06-07 2005-06-08 $85.46 $85.30 Long 268.0 -0.18% 28317.60 28317.60
SPY 2005-06-10 2005-06-13 $85.51 $85.78 Long 268.0 0.32% 28390.05 28390.05
SPY 2005-06-15 2005-06-16 $86.14 $86.36 Long 266.0 0.26% 28448.71 28448.71
SPY 2005-06-21 2005-06-29 $86.76 $85.59 Long 265.0 -1.35% 28138.30 28138.30
SPY 2005-07-05 2005-07-06 $86.06 $85.34 Long 264.0 -0.84% 27947.86 27947.86
SPY 2005-07-14 2005-08-17 $87.79 $87.28 Long 257.0 -0.58% 27817.54 27817.54
SPY 2005-08-19 2005-08-23 $87.47 $87.31 Long 257.0 -0.19% 27775.32 27775.32
SPY 2005-08-25 2005-08-26 $86.84 $86.25 Long 259.0 -0.68% 27621.78 27621.78
SPY 2005-08-29 2005-08-31 $86.91 $87.55 Long 257.0 0.73% 27785.15 27785.15
SPY 2005-09-01 2005-09-02 $87.49 $87.33 Long 257.0 -0.18% 27744.76 27744.76
SPY 2005-09-07 2005-10-24 $88.50 $86.04 Long 253.0 -2.78% 27122.56 27122.56
SPY 2005-10-25 2005-10-26 $85.87 $85.62 Long 255.0 -0.29% 27058.55 27058.55
SPY 2005-10-28 2005-10-31 $85.93 $86.16 Long 255.0 0.28% 27118.91 27118.91
SPY 2005-11-01 2005-11-02 $86.42 $87.32 Long 254.0 1.05% 27348.45 27348.45
SPY 2005-11-03 2005-11-04 $87.70 $87.58 Long 252.0 -0.13% 27319.54 27319.54
SPY 2005-11-07 2005-11-08 $87.67 $87.67 Long 252.0 0.00% 27319.54 27319.54
SPY 2005-11-09 2005-11-10 $87.78 $88.47 Long 252.0 0.78% 27491.24 27491.24
SPY 2005-11-11 2005-11-17 $88.77 $89.40 Long 250.0 0.71% 27649.04 27649.04
SPY 2005-11-18 2005-11-21 $89.75 $90.20 Long 249.0 0.50% 27761.55 27761.55
SPY 2005-11-23 2005-11-25 $91.11 $91.18 Long 246.0 0.08% 27779.20 27779.20
SPY 2005-11-28 2005-12-29 $90.54 $90.27 Long 248.0 -0.30% 27712.57 27712.57
SPY 2005-12-30 2006-02-27 $89.78 $93.35 Long 250.0 3.98% 28604.88 28604.88
SPY 2006-02-28 2006-03-14 $92.46 $93.87 Long 250.0 1.52% 28956.40 28956.40
SPY 2006-03-17 2006-06-27 $94.56 $90.10 Long 248.0 -4.71% 27850.86 27850.86
SPY 2006-06-28 2006-06-29 $90.71 $92.54 Long 248.0 2.02% 28305.30 28305.30
SPY 2006-06-30 2006-07-03 $92.55 $92.93 Long 247.0 0.41% 28398.70 28398.70
SPY 2006-07-05 2006-07-06 $92.40 $92.67 Long 248.0 0.29% 28465.42 28465.42
SPY 2006-07-07 2006-07-10 $92.06 $92.24 Long 250.0 0.19% 28509.05 28509.05
SPY 2006-07-11 2006-07-24 $92.65 $91.77 Long 249.0 -0.94% 28291.78 28291.78
SPY 2006-07-25 2006-10-12 $92.10 $99.53 Long 248.0 8.07% 30134.48 30134.48
SPY 2006-10-17 2007-07-06 $99.63 $113.28 Long 245.0 13.71% 33479.76 33479.76
SPY 2007-07-09 2007-08-22 $113.37 $108.59 Long 239.0 -4.21% 32338.25 32338.25
SPY 2007-08-24 2007-08-27 $109.84 $108.82 Long 238.0 -0.93% 32095.04 32095.04
SPY 2007-08-28 2007-09-24 $106.42 $112.86 Long 244.0 6.04% 33664.68 33664.68
SPY 2007-09-25 2007-10-15 $112.63 $115.33 Long 242.0 2.39% 34316.45 34316.45
SPY 2007-10-16 2007-10-25 $114.41 $112.97 Long 242.0 -1.26% 33967.16 33967.16
SPY 2007-10-26 2007-10-31 $114.29 $115.06 Long 240.0 0.67% 34151.07 34151.07
SPY 2007-11-01 2007-11-13 $112.37 $110.17 Long 246.0 -1.95% 33611.16 33611.16
SPY 2007-11-14 2007-11-21 $109.87 $105.41 Long 247.0 -4.06% 32510.39 32510.39
SPY 2007-12-14 2007-12-18 $109.49 $108.53 Long 240.0 -0.88% 32280.05 32280.05
SPY 2007-12-21 2007-12-24 $110.78 $111.61 Long 236.0 0.74% 32474.20 32474.20
SPY 2007-12-26 2008-01-03 $111.85 $108.34 Long 235.0 -3.14% 31649.92 31649.92
SPY 2008-01-04 2008-01-07 $105.68 $105.59 Long 242.0 -0.08% 31628.20 31628.20
SPY 2008-02-29 2008-03-05 $100.08 $100.09 Long 255.0 0.01% 31630.11 31630.11
SPY 2008-05-05 2008-05-07 $105.84 $104.85 Long 242.0 -0.93% 31391.86 31391.86
SPY 2008-05-13 2008-05-22 $105.57 $104.85 Long 240.0 -0.69% 31216.90 31216.90
SPY 2008-05-23 2008-05-28 $103.44 $104.69 Long 244.0 1.21% 31521.30 31521.30
SPY 2008-06-03 2008-06-05 $103.78 $105.80 Long 246.0 1.95% 32018.62 32018.62
SPY 2008-06-09 2008-06-11 $102.67 $100.66 Long 252.0 -1.96% 31511.07 31511.07
SPY 2008-06-17 2008-06-20 $101.88 $99.39 Long 250.0 -2.45% 30887.16 30887.16
SPY 2008-06-23 2008-06-24 $99.29 $99.09 Long 251.0 -0.20% 30837.86 30837.86
SPY 2008-06-27 2008-07-01 $96.33 $96.97 Long 259.0 0.67% 31004.15 31004.15
SPY 2008-07-03 2008-07-07 $95.41 $94.43 Long 263.0 -1.02% 30747.89 30747.89
SPY 2008-07-18 2008-07-21 $95.16 $95.21 Long 261.0 0.06% 30761.69 30761.69
SPY 2008-08-08 2008-08-19 $97.72 $95.92 Long 254.0 -1.84% 30305.07 30305.07
SPY 2008-08-20 2008-08-26 $96.37 $96.22 Long 254.0 -0.15% 30268.61 30268.61
SPY 2008-08-27 2008-09-03 $97.16 $96.59 Long 252.0 -0.58% 30125.85 30125.85
SPY 2008-09-04 2008-09-08 $93.69 $95.92 Long 260.0 2.39% 30707.17 30707.17
SPY 2008-09-19 2008-09-22 $94.28 $92.14 Long 263.0 -2.26% 30145.83 30145.83
SPY 2009-04-17 2009-04-20 $67.17 $64.35 Long 363.0 -4.19% 29123.83 29123.83
SPY 2009-04-27 2009-04-28 $66.21 $66.00 Long 356.0 -0.31% 29049.69 29049.69
SPY 2009-04-30 2010-04-06 $67.43 $93.66 Long 348.0 38.90% 38177.77 38177.77
SPY 2010-04-07 2010-04-09 $93.13 $94.06 Long 332.0 1.01% 38488.62 38488.62
SPY 2010-04-12 2010-04-15 $94.21 $95.43 Long 330.0 1.29% 38891.07 38891.07
SPY 2010-04-16 2010-06-11 $93.91 $86.30 Long 335.0 -8.11% 36339.61 36339.61
SPY 2010-06-17 2010-06-18 $88.23 $88.33 Long 333.0 0.11% 36371.39 36371.39
SPY 2010-06-24 2010-06-25 $84.92 $85.28 Long 346.0 0.42% 36494.48 36494.48
SPY 2010-06-30 2010-07-01 $81.60 $81.24 Long 362.0 -0.45% 36362.83 36362.83
SPY 2010-07-07 2010-07-08 $83.89 $84.72 Long 351.0 0.99% 36654.19 36654.19
SPY 2010-07-09 2010-07-15 $85.35 $86.71 Long 347.0 1.59% 37126.02 37126.02
SPY 2010-07-16 2010-07-19 $84.32 $84.82 Long 356.0 0.59% 37303.33 37303.33
SPY 2010-07-23 2010-08-12 $87.28 $85.88 Long 346.0 -1.61% 36816.44 36816.44
SPY 2010-08-19 2010-08-23 $85.28 $84.68 Long 349.0 -0.70% 36606.76 36606.76
SPY 2010-10-14 2010-10-15 $93.35 $93.55 Long 317.0 0.20% 36667.22 36667.22
SPY 2010-10-18 2010-11-04 $94.01 $97.17 Long 315.0 3.36% 37663.64 37663.64
SPY 2010-11-08 2011-07-14 $97.35 $105.58 Long 313.0 8.45% 40238.52 40238.52
SPY 2011-07-15 2011-07-21 $106.19 $108.45 Long 306.0 2.13% 40929.42 40929.42
SPY 2011-07-22 2011-08-24 $108.52 $95.22 Long 305.0 -12.26% 36871.33 36871.33
SPY 2011-08-25 2011-08-29 $93.77 $97.86 Long 318.0 4.37% 38173.98 38173.98
SPY 2011-09-12 2011-09-13 $94.08 $94.94 Long 328.0 0.92% 38456.99 38456.99
SPY 2011-09-21 2011-09-26 $94.53 $94.22 Long 329.0 -0.33% 38352.99 38352.99
SPY 2011-11-09 2011-11-15 $99.82 $102.19 Long 311.0 2.37% 39089.04 39089.04
SPY 2011-11-16 2011-11-29 $100.57 $97.30 Long 314.0 -3.25% 38063.39 38063.39
SPY 2011-12-02 2011-12-05 $101.20 $102.30 Long 304.0 1.09% 38398.49 38398.49
SPY 2011-12-06 2011-12-07 $102.34 $102.72 Long 303.0 0.37% 38513.92 38513.92
SPY 2011-12-23 2011-12-27 $103.09 $103.17 Long 302.0 0.08% 38538.55 38538.55
SPY 2011-12-28 2011-12-30 $101.82 $102.37 Long 306.0 0.54% 38705.78 38705.78
SPY 2012-01-03 2012-05-11 $104.00 $111.10 Long 301.0 6.83% 40842.57 40842.57
SPY 2012-05-14 2012-05-15 $109.87 $109.24 Long 301.0 -0.57% 40652.70 40652.70
SPY 2012-05-29 2012-05-30 $109.53 $107.94 Long 300.0 -1.45% 40175.91 40175.91
SPY 2012-06-08 2012-06-11 $109.04 $107.65 Long 298.0 -1.27% 39763.33 39763.33
SPY 2012-06-13 2012-06-21 $108.20 $109.06 Long 297.0 0.79% 40018.69 40018.69
SPY 2012-06-22 2012-06-26 $109.90 $108.68 Long 294.0 -1.11% 39660.40 39660.40
SPY 2012-06-28 2012-07-05 $109.34 $112.64 Long 293.0 3.01% 40625.46 40625.46
SPY 2012-07-06 2012-07-09 $111.57 $111.43 Long 294.0 -0.13% 40584.31 40584.31
SPY 2012-07-10 2012-07-11 $110.46 $110.47 Long 297.0 0.01% 40589.20 40589.20
SPY 2012-07-12 2012-07-24 $109.94 $110.28 Long 299.0 0.31% 40692.61 40692.61
SPY 2012-07-26 2012-07-27 $112.13 $114.19 Long 293.0 1.84% 41298.18 41298.18
SPY 2012-07-30 2012-08-03 $114.19 $114.75 Long 292.0 0.48% 41459.28 41459.28
SPY 2012-08-08 2012-08-14 $115.68 $115.93 Long 290.0 0.21% 41530.92 41530.92
SPY 2012-08-16 2012-09-06 $116.92 $118.38 Long 287.0 1.25% 41951.57 41951.57
SPY 2012-09-10 2012-09-12 $118.17 $118.90 Long 287.0 0.61% 42159.54 42159.54
SPY 2012-09-17 2013-02-04 $120.83 $124.68 Long 282.0 3.19% 43245.09 43245.09
SPY 2013-02-05 2013-09-09 $125.94 $141.13 Long 278.0 12.06% 47466.91 47466.91
SPY 2013-09-10 2013-09-11 $142.17 $142.62 Long 270.0 0.31% 47587.38 47587.38
SPY 2013-09-12 2013-10-10 $142.24 $143.12 Long 270.0 0.62% 47826.13 47826.13
SPY 2013-10-11 2013-10-14 $144.04 $144.62 Long 268.0 0.40% 47980.31 47980.31
SPY 2013-10-15 2013-10-16 $143.57 $145.57 Long 270.0 1.40% 48521.68 48521.68
SPY 2013-10-17 2013-11-06 $146.55 $149.89 Long 268.0 2.28% 49417.27 49417.27
SPY 2013-11-07 2013-11-08 $147.99 $149.99 Long 270.0 1.35% 49956.35 49956.35
SPY 2013-11-12 2013-11-13 $149.71 $150.91 Long 270.0 0.80% 50280.72 50280.72
SPY 2013-11-18 2013-11-22 $151.79 $152.97 Long 268.0 0.77% 50595.88 50595.88
SPY 2013-11-25 2013-11-27 $152.82 $153.23 Long 268.0 0.27% 50706.97 50706.97
SPY 2013-11-29 2014-03-07 $153.13 $160.13 Long 268.0 4.57% 52583.51 52583.51
SPY 2014-03-10 2014-04-24 $160.05 $160.47 Long 266.0 0.27% 52697.05 52697.05
SPY 2014-04-25 2014-10-28 $159.16 $171.12 Long 268.0 7.52% 55902.90 55902.90
SPY 2014-10-29 2014-11-25 $170.86 $178.62 Long 265.0 4.54% 57959.85 57959.85
SPY 2014-11-26 2014-12-26 $179.08 $180.76 Long 262.0 0.94% 58399.45 58399.45
SPY 2014-12-30 2015-01-15 $180.03 $172.59 Long 262.0 -4.13% 56450.04 56450.04
SPY 2015-01-20 2015-01-28 $175.22 $173.56 Long 260.0 -0.95% 56017.14 56017.14
SPY 2015-01-29 2015-02-02 $175.16 $175.10 Long 259.0 -0.03% 56001.42 56001.42
SPY 2015-02-03 2015-02-04 $177.64 $176.96 Long 255.0 -0.38% 55828.93 55828.93
SPY 2015-02-09 2015-02-10 $177.45 $179.34 Long 254.0 1.07% 56309.11 56309.11
SPY 2015-02-12 2015-02-20 $181.17 $183.19 Long 251.0 1.11% 56814.10 56814.10
SPY 2015-02-23 2015-02-24 $183.16 $183.68 Long 251.0 0.28% 56944.69 56944.69
SPY 2015-02-25 2015-03-02 $183.52 $183.84 Long 251.0 0.17% 57023.05 57023.05
SPY 2015-03-03 2015-04-07 $183.08 $180.55 Long 252.0 -1.38% 56384.28 56384.28
SPY 2015-04-08 2015-04-10 $181.16 $182.95 Long 252.0 0.99% 56836.44 56836.44
SPY 2015-04-13 2015-04-15 $182.12 $183.29 Long 252.0 0.64% 57130.57 57130.57
SPY 2015-04-16 2015-04-22 $183.24 $183.46 Long 252.0 0.12% 57187.64 57187.64
SPY 2015-04-27 2015-05-04 $183.59 $184.07 Long 252.0 0.26% 57308.37 57308.37
SPY 2015-05-05 2015-05-08 $181.96 $184.33 Long 255.0 1.30% 57912.51 57912.51
SPY 2015-05-11 2015-05-14 $183.45 $184.84 Long 255.0 0.76% 58267.89 58267.89
SPY 2015-05-19 2015-05-20 $185.56 $185.42 Long 254.0 -0.07% 58234.71 58234.71
SPY 2015-05-21 2015-07-13 $185.96 $183.60 Long 253.0 -1.27% 57636.39 57636.39
SPY 2015-07-14 2015-07-16 $184.44 $185.80 Long 253.0 0.74% 57979.63 57979.63
SPY 2015-07-20 2015-07-29 $186.10 $184.48 Long 252.0 -0.87% 57571.57 57571.57
SPY 2015-07-30 2015-08-18 $184.53 $183.75 Long 252.0 -0.42% 57375.26 57375.26
SPY 2015-08-19 2015-08-21 $182.30 $172.98 Long 254.0 -5.11% 55007.53 55007.53
SPY 2015-08-24 2015-08-28 $165.87 $174.39 Long 268.0 5.14% 57292.31 57292.31
SPY 2015-08-31 2015-09-01 $172.90 $167.85 Long 268.0 -2.92% 55938.80 55938.80
SPY 2015-09-09 2015-09-10 $170.47 $171.42 Long 265.0 0.56% 56191.63 56191.63
SPY 2015-11-09 2015-11-10 $183.09 $183.52 Long 248.0 0.23% 56296.37 56296.37
SPY 2015-11-11 2015-11-16 $182.79 $180.93 Long 249.0 -1.02% 55831.88 55831.88
SPY 2015-11-18 2015-11-20 $183.66 $184.17 Long 246.0 0.28% 55957.43 55957.43
SPY 2015-11-23 2015-11-25 $183.96 $184.18 Long 246.0 0.12% 56011.54 56011.54
SPY 2015-11-27 2015-12-02 $184.39 $183.49 Long 246.0 -0.49% 55788.59 55788.59
SPY 2015-12-03 2015-12-04 $180.92 $184.45 Long 249.0 1.95% 56667.18 56667.18
SPY 2015-12-08 2015-12-09 $182.10 $180.68 Long 252.0 -0.78% 56310.18 56310.18
SPY 2015-12-17 2015-12-18 $180.26 $177.07 Long 253.0 -1.77% 55502.42 55502.42
SPY 2015-12-24 2015-12-30 $182.08 $182.30 Long 246.0 0.12% 55556.86 55556.86
SPY 2016-01-29 2016-02-01 $171.49 $171.43 Long 262.0 -0.04% 55540.62 55540.62
SPY 2016-02-16 2016-02-17 $168.00 $170.75 Long 267.0 1.63% 56273.34 56273.34
SPY 2016-02-18 2016-02-19 $170.05 $169.97 Long 268.0 -0.05% 56251.99 56251.99
SPY 2016-02-22 2016-03-08 $172.43 $175.63 Long 264.0 1.86% 57098.00 57098.00
SPY 2016-03-09 2016-04-05 $176.50 $181.69 Long 262.0 2.94% 58456.81 58456.81
SPY 2016-04-06 2016-05-03 $183.67 $183.44 Long 257.0 -0.13% 58397.36 58397.36
SPY 2016-05-09 2016-05-11 $183.20 $183.74 Long 258.0 0.30% 58537.40 58537.40
SPY 2016-05-12 2016-05-16 $183.80 $183.99 Long 257.0 0.11% 58587.70 58587.70
SPY 2016-05-19 2016-05-24 $181.70 $184.96 Long 261.0 1.80% 59440.01 59440.01
SPY 2016-05-25 2016-10-06 $186.22 $193.98 Long 258.0 4.17% 61443.38 61443.38
SPY 2016-10-07 2016-10-10 $193.32 $194.32 Long 257.0 0.52% 61702.15 61702.15
SPY 2016-10-11 2016-10-24 $191.87 $193.18 Long 260.0 0.68% 62043.40 62043.40
SPY 2016-10-25 2016-10-27 $192.53 $191.63 Long 261.0 -0.47% 61808.77 61808.77
SPY 2016-10-31 2016-11-08 $191.08 $192.48 Long 262.0 0.73% 62176.20 62176.20
SPY 2016-11-10 2016-11-21 $195.01 $197.91 Long 258.0 1.49% 62925.35 62925.35
SPY 2016-11-28 2017-01-23 $198.21 $204.50 Long 257.0 3.18% 64543.86 64543.86
SPY 2017-01-24 2017-09-11 $205.81 $227.44 Long 254.0 10.51% 70037.22 70037.22
SPY 2017-09-14 2018-04-06 $228.25 $240.37 Long 248.0 5.31% 73045.13 73045.13
SPY 2018-04-09 2018-04-10 $241.56 $245.40 Long 244.0 1.59% 73982.30 73982.30
SPY 2018-04-11 2018-04-13 $244.11 $245.40 Long 245.0 0.53% 74297.49 74297.49
SPY 2018-04-16 2018-04-19 $247.42 $248.86 Long 243.0 0.58% 74648.33 74648.33
SPY 2018-04-25 2018-04-26 $243.99 $246.47 Long 247.0 1.02% 75260.98 75260.98
SPY 2018-04-27 2018-04-30 $246.70 $244.81 Long 247.0 -0.77% 74792.35 74792.35
SPY 2018-05-01 2018-05-04 $245.24 $246.20 Long 247.0 0.39% 75030.09 75030.09
SPY 2018-05-07 2018-05-11 $247.04 $252.53 Long 246.0 2.22% 76380.21 76380.21
SPY 2018-05-14 2018-05-22 $252.65 $252.30 Long 244.0 -0.14% 76296.65 76296.65
SPY 2018-05-23 2018-06-05 $253.00 $254.61 Long 244.0 0.64% 76689.59 76689.59
SPY 2018-06-08 2018-06-11 $257.47 $257.81 Long 241.0 0.13% 76772.12 76772.12
SPY 2018-06-13 2018-06-14 $257.32 $257.97 Long 241.0 0.25% 76928.25 76928.25
SPY 2018-06-18 2018-07-05 $257.11 $253.90 Long 242.0 -1.25% 76152.07 76152.07
SPY 2018-07-06 2018-07-09 $256.05 $258.36 Long 240.0 0.90% 76705.41 76705.41
SPY 2018-07-11 2018-11-19 $257.39 $251.31 Long 241.0 -2.36% 75239.87 75239.87
SPY 2018-11-27 2018-12-10 $250.65 $246.61 Long 243.0 -1.61% 74257.25 74257.25
SPY 2018-12-11 2018-12-13 $246.67 $247.82 Long 243.0 0.47% 74538.65 74538.65
SPY 2018-12-19 2018-12-20 $234.65 $230.83 Long 257.0 -1.63% 73557.02 73557.02
SPY 2019-01-24 2019-01-25 $247.59 $249.69 Long 240.0 0.85% 74059.81 74059.81
SPY 2019-02-28 2019-03-07 $261.81 $258.36 Long 229.0 -1.32% 73270.27 73270.27
SPY 2019-03-12 2019-03-25 $262.57 $263.29 Long 226.0 0.28% 73434.42 73434.42
SPY 2019-03-26 2019-08-29 $265.26 $277.41 Long 224.0 4.58% 76157.72 76157.72
SPY 2019-08-30 2019-09-03 $277.29 $275.67 Long 222.0 -0.58% 75797.78 75797.78
SPY 2019-09-10 2019-09-11 $282.68 $284.69 Long 217.0 0.71% 76233.97 76233.97
SPY 2019-09-16 2019-09-18 $284.60 $285.49 Long 216.0 0.31% 76426.49 76426.49
SPY 2019-09-19 2019-10-15 $285.47 $284.70 Long 216.0 -0.27% 76259.86 76259.86
SPY 2019-10-16 2019-10-21 $284.24 $285.76 Long 217.0 0.53% 76588.52 76588.52
SPY 2019-10-22 2019-10-28 $284.83 $288.91 Long 217.0 1.43% 77475.29 77475.29
SPY 2019-10-31 2019-11-01 $288.94 $291.62 Long 217.0 0.93% 78056.14 78056.14
SPY 2019-11-04 2020-03-25 $292.79 $237.68 Long 215.0 -18.82% 66208.73 66208.73
SPY 2020-03-26 2020-03-31 $251.56 $248.24 Long 213.0 -1.32% 65500.99 65500.99
SPY 2020-04-06 2020-05-13 $255.09 $271.21 Long 207.0 6.32% 68838.32 68838.32
SPY 2020-05-14 2020-11-24 $274.46 $352.79 Long 203.0 28.54% 84740.26 84740.26
SPY 2020-11-25 2020-11-27 $352.25 $353.23 Long 194.0 0.28% 84930.57 84930.57
SPY 2020-11-30 2020-12-01 $351.66 $355.51 Long 195.0 1.09% 85680.60 85680.60
SPY 2020-12-03 2020-12-04 $356.16 $359.23 Long 194.0 0.86% 86276.04 86276.04
SPY 2020-12-07 2022-01-31 $358.49 $444.77 Long 194.0 24.07% 103012.99 103012.99
SPY 2022-02-04 2022-02-07 $443.57 $442.15 Long 188.0 -0.32% 102745.37 102745.37
SPY 2022-02-09 2022-02-10 $452.31 $444.18 Long 183.0 -1.80% 101258.31 101258.31
SPY 2022-02-11 2022-02-15 $435.42 $441.00 Long 188.0 1.28% 102306.51 102306.51
SPY 2022-02-23 2022-02-24 $417.12 $423.40 Long 198.0 1.50% 103549.43 103549.43
SPY 2022-03-02 2022-03-03 $432.88 $430.73 Long 193.0 -0.50% 103133.50 103133.50
SPY 2022-03-04 2022-03-07 $427.23 $414.63 Long 195.0 -2.95% 100677.61 100677.61
SPY 2022-04-01 2022-04-04 $449.12 $452.96 Long 181.0 0.86% 101373.99 101373.99
SPY 2022-04-06 2022-04-07 $442.77 $445.00 Long 185.0 0.50% 101786.75 101786.75
SPY 2022-04-08 2022-04-11 $443.81 $436.23 Long 185.0 -1.71% 100383.38 100383.38
SPY 2022-04-12 2022-04-19 $434.61 $441.30 Long 187.0 1.54% 101635.03 101635.03
SPY 2022-04-27 2022-04-28 $413.77 $424.22 Long 198.0 2.53% 103704.43 103704.43
SPY 2022-08-09 2022-08-10 $409.65 $418.26 Long 205.0 2.10% 105468.32 105468.32
SPY 2022-08-15 2022-08-17 $427.09 $424.89 Long 200.0 -0.52% 105028.15 105028.15
SPY 2022-08-19 2022-08-23 $420.40 $410.65 Long 202.0 -2.32% 103058.72 103058.72
SPY 2022-08-25 2022-08-26 $417.78 $403.64 Long 199.0 -3.38% 100244.57 100244.57
SPY 2022-09-09 2022-09-12 $404.92 $409.28 Long 200.0 1.07% 101114.97 101114.97

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
SP500Bayes 0.90 0.00 Out EOD