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 452.00
NoOfWins 278.00
NoOfLosses 174.00
SharpRatio 0.68
SortinoRatio 0.84
GrossProfit $88874.99
FirstDate 1993-08-05
LastDate 2023-11-09
FirstEquity $10000.00
FinalEquity $98874.99
OpenEquity $79750.41
LongEquity $88874.99
ShortEquity $0.00
PercentWins 61.50%
AveWin 2.12%
AveLoss -1.59%
AveWinLoss 1.33
Expectancy 0.69%
AveDrawUp 22.22%
AveDrawDown -9.12%
MaxDrawDown -27.76%
Kelly 32.58%
Thorpe 97.92
Rachev 0.86
APR 7.87%
CalmarRatio 0.86

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPY 1993-08-05 1993-08-06 $25.78 $25.82 Long 314.0 0.14% 10011.27 10011.27
SPY 1993-08-12 1993-08-13 $25.87 $25.91 Long 313.0 0.14% 10022.50 10022.50
SPY 1993-08-16 1993-08-17 $26.05 $26.14 Long 311.0 0.34% 10050.39 10050.39
SPY 1993-08-18 1993-08-31 $26.28 $26.73 Long 309.0 1.71% 10188.99 10188.99
SPY 1993-09-01 1993-09-27 $26.70 $26.74 Long 309.0 0.15% 10201.46 10201.46
SPY 1993-09-28 1993-10-12 $26.68 $26.70 Long 309.0 0.07% 10207.03 10207.03
SPY 1993-10-15 1993-10-22 $27.19 $26.79 Long 304.0 -1.46% 10086.29 10086.29
SPY 1993-10-25 1993-11-15 $26.86 $26.90 Long 304.0 0.13% 10097.27 10097.27
SPY 1993-11-16 1993-11-24 $27.03 $26.84 Long 302.0 -0.67% 10042.75 10042.75
SPY 1993-11-26 1993-12-22 $26.86 $27.19 Long 302.0 1.23% 10142.16 10142.16
SPY 1993-12-23 1993-12-28 $27.17 $27.37 Long 302.0 0.74% 10202.49 10202.49
SPY 1993-12-29 1994-02-22 $27.34 $27.52 Long 302.0 0.66% 10257.35 10257.35
SPY 1994-02-24 1994-03-07 $27.08 $27.28 Long 306.0 0.74% 10318.50 10318.50
SPY 1994-03-08 1994-03-09 $27.17 $27.30 Long 307.0 0.47% 10357.53 10357.53
SPY 1994-03-10 1994-03-15 $27.08 $27.25 Long 309.0 0.60% 10408.05 10408.05
SPY 1994-03-21 1994-03-22 $27.39 $27.46 Long 307.0 0.27% 10430.48 10430.48
SPY 1994-03-24 1994-03-28 $27.11 $26.89 Long 311.0 -0.81% 10362.30 10362.30
SPY 1994-05-23 1994-05-24 $26.59 $26.70 Long 315.0 0.41% 10396.83 10396.83
SPY 1994-06-02 1994-06-08 $26.87 $26.76 Long 313.0 -0.41% 10362.52 10362.52
SPY 1994-06-09 1994-06-14 $26.91 $27.20 Long 311.0 1.09% 10453.43 10453.43
SPY 1994-06-15 1994-06-20 $27.09 $26.77 Long 312.0 -1.20% 10351.83 10351.83
SPY 1994-08-08 1994-08-09 $27.01 $27.05 Long 310.0 0.17% 10366.08 10366.08
SPY 1994-08-17 1994-08-18 $27.43 $27.34 Long 306.0 -0.34% 10337.95 10337.95
SPY 1994-08-23 1994-08-24 $27.45 $27.74 Long 305.0 1.07% 10427.70 10427.70
SPY 1994-08-25 1994-09-30 $27.67 $27.34 Long 305.0 -1.19% 10327.04 10327.04
SPY 1994-10-03 1994-10-11 $27.27 $27.61 Long 306.0 1.22% 10428.95 10428.95
SPY 1994-10-12 1994-10-13 $27.64 $27.74 Long 305.0 0.33% 10457.16 10457.16
SPY 1994-10-17 1994-10-19 $27.80 $27.87 Long 304.0 0.23% 10476.86 10476.86
SPY 1994-10-20 1994-10-24 $27.68 $27.34 Long 306.0 -1.24% 10372.09 10372.09
SPY 1994-10-27 1994-10-28 $27.63 $28.22 Long 304.0 2.11% 10549.29 10549.29
SPY 1994-10-31 1994-11-01 $28.12 $27.80 Long 303.0 -1.12% 10453.99 10453.99
SPY 1994-11-02 1994-11-14 $27.64 $27.74 Long 306.0 0.33% 10482.29 10482.29
SPY 1994-11-15 1994-11-16 $27.64 $27.74 Long 307.0 0.33% 10510.68 10510.68
SPY 1994-11-17 1994-12-13 $27.55 $26.95 Long 309.0 -2.18% 10324.86 10324.86
SPY 1994-12-14 1994-12-16 $27.09 $27.30 Long 308.0 0.79% 10391.01 10391.01
SPY 1994-12-22 1994-12-30 $27.46 $27.19 Long 306.0 -0.98% 10308.27 10308.27
SPY 1995-01-03 1995-01-04 $27.32 $27.45 Long 305.0 0.48% 10348.10 10348.10
SPY 1995-01-10 1995-01-11 $27.54 $27.56 Long 304.0 0.07% 10353.76 10353.76
SPY 1995-01-12 1995-01-16 $27.56 $28.06 Long 304.0 1.79% 10504.00 10504.00
SPY 1995-01-17 1995-01-18 $28.07 $28.04 Long 303.0 -0.10% 10495.52 10495.52
SPY 1995-01-19 1995-01-23 $27.88 $27.86 Long 304.0 -0.07% 10489.86 10489.86
SPY 1995-01-26 1995-01-30 $28.00 $27.99 Long 303.0 -0.03% 10487.03 10487.03
SPY 1995-02-01 1995-02-02 $28.10 $28.26 Long 302.0 0.60% 10537.72 10537.72
SPY 1995-02-03 1995-02-22 $28.67 $29.12 Long 297.0 1.59% 10673.42 10673.42
SPY 1995-02-27 1995-02-28 $29.01 $29.25 Long 298.0 0.84% 10745.68 10745.68
SPY 1995-03-01 1996-04-25 $29.07 $40.04 Long 299.0 37.74% 14025.75 14025.75
SPY 1996-04-26 1996-07-10 $40.12 $40.58 Long 283.0 1.15% 14156.24 14156.24
SPY 1996-07-11 1996-07-12 $39.77 $39.79 Long 288.0 0.07% 14164.57 14164.57
SPY 1996-07-15 1996-07-17 $38.62 $39.18 Long 297.0 1.45% 14330.48 14330.48
SPY 1996-07-18 1996-07-19 $39.72 $39.43 Long 292.0 -0.73% 14246.10 14246.10
SPY 1996-07-25 1996-07-29 $39.06 $38.84 Long 295.0 -0.57% 14180.75 14180.75
SPY 1996-08-01 1996-08-02 $40.16 $41.03 Long 286.0 2.16% 14428.66 14428.66
SPY 1996-08-08 1996-08-09 $40.95 $40.81 Long 285.0 -0.33% 14390.22 14390.22
SPY 1996-08-12 1996-08-14 $41.11 $40.93 Long 283.0 -0.45% 14338.43 14338.43
SPY 1996-08-16 1996-08-19 $41.20 $41.22 Long 281.0 0.05% 14343.85 14343.85
SPY 1996-08-20 1996-08-22 $41.19 $41.43 Long 282.0 0.58% 14411.74 14411.74
SPY 1996-08-26 1996-09-13 $41.01 $42.26 Long 284.0 3.05% 14767.32 14767.32
SPY 1996-09-17 1996-10-01 $42.32 $42.75 Long 282.0 1.02% 14888.57 14888.57
SPY 1996-10-03 1997-04-21 $43.00 $47.56 Long 280.0 10.61% 16165.55 16165.55
SPY 1997-04-22 1997-05-15 $48.60 $52.76 Long 269.0 8.54% 17282.50 17282.50
SPY 1997-05-16 1997-05-23 $52.03 $53.01 Long 269.0 1.88% 17545.31 17545.31
SPY 1997-05-28 1997-05-30 $53.22 $53.25 Long 267.0 0.06% 17553.14 17553.14
SPY 1997-06-02 1997-08-13 $53.01 $57.93 Long 268.0 9.27% 18870.34 18870.34
SPY 1997-08-14 1997-11-25 $58.14 $60.01 Long 262.0 3.21% 19359.48 19359.48
SPY 1997-11-26 1997-12-01 $60.19 $61.80 Long 260.0 2.68% 19779.22 19779.22
SPY 1997-12-03 1997-12-30 $61.60 $61.44 Long 260.0 -0.27% 19735.44 19735.44
SPY 1998-01-02 1998-01-13 $61.71 $60.29 Long 259.0 -2.31% 19366.83 19366.83
SPY 1998-01-15 1998-01-16 $60.06 $60.92 Long 261.0 1.43% 19591.25 19591.25
SPY 1998-01-22 1998-01-27 $60.77 $61.26 Long 261.0 0.80% 19717.65 19717.65
SPY 1998-01-28 1998-01-30 $61.81 $62.19 Long 258.0 0.61% 19814.55 19814.55
SPY 1998-02-05 1998-02-06 $63.57 $64.28 Long 252.0 1.12% 19993.87 19993.87
SPY 1998-02-09 1998-02-10 $64.06 $64.68 Long 252.0 0.96% 20148.30 20148.30
SPY 1998-02-11 1998-03-19 $64.62 $69.10 Long 252.0 6.94% 21279.05 21279.05
SPY 1998-03-20 1998-06-22 $69.70 $70.38 Long 247.0 0.98% 21447.07 21447.07
SPY 1998-06-23 1998-08-18 $71.21 $70.24 Long 243.0 -1.37% 21210.29 21210.29
SPY 1998-08-19 1998-08-20 $70.06 $69.64 Long 245.0 -0.60% 21107.98 21107.98
SPY 1998-08-21 1998-08-25 $69.09 $69.68 Long 247.0 0.86% 21255.34 21255.34
SPY 1998-08-31 1998-09-02 $61.09 $63.22 Long 281.0 3.48% 21853.26 21853.26
SPY 1998-10-21 1998-10-23 $68.09 $68.23 Long 259.0 0.21% 21889.44 21889.44
SPY 1998-10-28 1998-10-30 $68.21 $70.25 Long 259.0 2.98% 22416.64 22416.64
SPY 1998-11-02 1998-11-05 $71.44 $72.66 Long 254.0 1.70% 22725.84 22725.84
SPY 1998-11-10 1998-11-24 $72.16 $75.75 Long 255.0 4.98% 23641.84 23641.84
SPY 1998-11-25 1998-12-15 $75.75 $74.52 Long 252.0 -1.63% 23330.04 23330.04
SPY 1998-12-16 1998-12-23 $74.42 $78.95 Long 253.0 6.09% 24476.34 24476.34
SPY 1998-12-24 1999-06-16 $78.61 $85.63 Long 252.0 8.93% 26244.95 26244.95
SPY 1999-06-17 1999-07-07 $86.43 $89.91 Long 245.0 4.03% 27097.98 27097.98
SPY 1999-07-12 1999-07-15 $90.11 $90.87 Long 243.0 0.84% 27281.42 27281.42
SPY 1999-07-19 1999-08-16 $90.76 $86.17 Long 243.0 -5.06% 26166.01 26166.01
SPY 1999-08-17 1999-08-23 $86.73 $87.92 Long 244.0 1.37% 26455.83 26455.83
SPY 1999-08-24 1999-09-07 $88.24 $87.27 Long 242.0 -1.10% 26221.97 26221.97
SPY 1999-09-08 1999-10-04 $86.85 $84.47 Long 244.0 -2.74% 25640.57 25640.57
SPY 1999-10-05 1999-10-06 $84.39 $85.68 Long 246.0 1.53% 25958.42 25958.42
SPY 1999-10-14 1999-10-15 $82.79 $80.67 Long 253.0 -2.56% 25422.12 25422.12
SPY 1999-10-21 1999-10-22 $83.34 $84.04 Long 247.0 0.85% 25596.64 25596.64
SPY 1999-10-25 1999-10-26 $83.62 $82.57 Long 247.0 -1.26% 25337.35 25337.35
SPY 1999-10-27 1999-10-29 $84.06 $88.51 Long 244.0 5.28% 26421.05 26421.05
SPY 1999-11-02 1999-11-04 $86.95 $88.20 Long 246.0 1.44% 26728.97 26728.97
SPY 1999-11-12 1999-11-15 $90.28 $90.49 Long 239.0 0.23% 26779.62 26779.62
SPY 1999-11-18 1999-11-19 $92.14 $92.06 Long 235.0 -0.09% 26760.65 26760.65
SPY 1999-11-23 1999-11-24 $91.23 $91.72 Long 237.0 0.53% 26875.48 26875.48
SPY 1999-11-30 1999-12-01 $89.98 $90.71 Long 241.0 0.81% 27050.63 27050.63
SPY 1999-12-02 1999-12-06 $91.25 $92.24 Long 240.0 1.08% 27288.04 27288.04
SPY 1999-12-07 1999-12-21 $91.49 $93.13 Long 241.0 1.79% 27683.15 27683.15
SPY 1999-12-22 1999-12-29 $93.38 $95.08 Long 240.0 1.82% 28091.14 28091.14
SPY 1999-12-30 1999-12-31 $94.96 $95.12 Long 239.0 0.16% 28127.42 28127.42
SPY 2000-01-03 2000-01-28 $94.19 $87.99 Long 241.0 -6.57% 26634.99 26634.99
SPY 2000-02-01 2000-02-18 $91.27 $87.63 Long 236.0 -3.99% 25775.30 25775.30
SPY 2000-02-23 2000-02-24 $88.44 $86.66 Long 236.0 -2.01% 25355.01 25355.01
SPY 2000-02-28 2000-02-29 $88.15 $89.00 Long 232.0 0.96% 25552.20 25552.20
SPY 2000-03-01 2000-03-08 $89.65 $88.64 Long 230.0 -1.13% 25319.47 25319.47
SPY 2000-03-09 2000-03-24 $91.23 $99.70 Long 224.0 9.28% 27216.16 27216.16
SPY 2000-03-27 2000-04-25 $98.64 $96.19 Long 223.0 -2.49% 26668.71 26668.71
SPY 2000-04-27 2000-04-28 $94.79 $94.20 Long 227.0 -0.62% 26535.15 26535.15
SPY 2000-05-03 2000-05-05 $91.38 $93.19 Long 235.0 1.98% 26959.47 26959.47
SPY 2000-05-09 2000-05-11 $91.74 $91.72 Long 238.0 -0.02% 26954.64 26954.64
SPY 2000-05-12 2000-05-15 $92.72 $94.32 Long 235.0 1.73% 27331.29 27331.29
SPY 2000-05-18 2000-05-22 $93.08 $90.93 Long 237.0 -2.31% 26821.60 26821.60
SPY 2000-05-23 2000-05-24 $89.59 $91.05 Long 242.0 1.63% 27175.11 27175.11
SPY 2000-06-20 2000-07-03 $96.27 $95.85 Long 228.0 -0.44% 27077.73 27077.73
SPY 2000-07-05 2000-07-07 $94.12 $96.38 Long 233.0 2.40% 27603.69 27603.69
SPY 2000-07-19 2000-08-07 $96.68 $96.40 Long 231.0 -0.29% 27537.92 27537.92
SPY 2000-08-09 2000-08-14 $95.95 $97.15 Long 232.0 1.25% 27816.28 27816.28
SPY 2000-08-18 2000-08-21 $97.41 $97.94 Long 231.0 0.54% 27938.43 27938.43
SPY 2000-08-24 2000-08-25 $98.47 $98.43 Long 229.0 -0.04% 27929.11 27929.11
SPY 2000-08-30 2000-08-31 $97.84 $99.14 Long 231.0 1.33% 28229.77 28229.77
SPY 2000-09-05 2000-09-07 $98.45 $98.17 Long 232.0 -0.29% 28163.72 28163.72
SPY 2000-09-08 2000-09-25 $97.49 $94.12 Long 233.0 -3.47% 27376.50 27376.50
SPY 2000-09-26 2000-10-05 $92.91 $94.08 Long 238.0 1.25% 27653.10 27653.10
SPY 2000-10-06 2000-10-18 $92.04 $87.59 Long 243.0 -4.83% 26573.01 26573.01
SPY 2000-10-19 2000-10-20 $90.89 $91.28 Long 236.0 0.43% 26664.43 26664.43
SPY 2000-10-24 2000-10-25 $91.08 $88.94 Long 237.0 -2.35% 26157.06 26157.06
SPY 2000-10-27 2000-10-30 $90.87 $91.69 Long 233.0 0.90% 26347.08 26347.08
SPY 2000-11-07 2000-11-09 $93.79 $91.36 Long 227.0 -2.59% 25796.31 25796.31
SPY 2000-11-14 2000-11-17 $90.77 $89.15 Long 230.0 -1.79% 25423.49 25423.49
SPY 2000-11-22 2000-11-27 $86.22 $88.75 Long 238.0 2.94% 26027.63 26027.63
SPY 2000-12-19 2000-12-20 $85.09 $82.63 Long 247.0 -2.90% 25418.88 25418.88
SPY 2001-05-15 2001-05-21 $82.68 $86.40 Long 249.0 4.50% 26345.46 26345.46
SPY 2001-05-23 2001-05-29 $84.83 $83.40 Long 251.0 -1.68% 25988.00 25988.00
SPY 2001-05-30 2001-05-31 $82.23 $82.66 Long 255.0 0.52% 26096.77 26096.77
SPY 2001-06-11 2001-06-12 $82.76 $82.61 Long 255.0 -0.17% 26059.96 26059.96
SPY 2001-06-15 2001-06-18 $80.20 $79.81 Long 263.0 -0.48% 25957.83 25957.83
SPY 2001-07-19 2001-07-20 $80.34 $79.86 Long 261.0 -0.60% 25832.43 25832.43
SPY 2001-08-15 2001-08-16 $77.82 $78.09 Long 268.0 0.35% 25904.75 25904.75
SPY 2001-08-27 2001-08-28 $77.87 $76.73 Long 269.0 -1.46% 25598.46 25598.46
SPY 2001-11-16 2001-11-19 $75.55 $76.48 Long 274.0 1.23% 25853.70 25853.70
SPY 2001-11-26 2001-11-28 $76.59 $74.88 Long 273.0 -2.23% 25386.57 25386.57
SPY 2001-11-29 2001-12-03 $75.89 $74.90 Long 270.0 -1.31% 25119.00 25119.00
SPY 2001-12-04 2001-12-10 $76.17 $75.57 Long 267.0 -0.79% 24958.48 24958.48
SPY 2001-12-13 2001-12-14 $74.03 $74.74 Long 273.0 0.95% 25151.47 25151.47
SPY 2001-12-18 2001-12-24 $75.96 $76.06 Long 268.0 0.12% 25176.61 25176.61
SPY 2001-12-26 2002-01-10 $76.47 $76.95 Long 266.0 0.62% 25303.57 25303.57
SPY 2002-01-11 2002-01-14 $76.20 $75.72 Long 268.0 -0.63% 25175.66 25175.66
SPY 2002-01-16 2002-01-17 $74.79 $75.35 Long 272.0 0.75% 25328.92 25328.92
SPY 2002-01-22 2002-01-23 $74.49 $75.06 Long 275.0 0.77% 25485.70 25485.70
SPY 2002-02-01 2002-02-05 $74.68 $72.37 Long 276.0 -3.09% 24848.99 24848.99
SPY 2002-02-08 2002-02-11 $72.98 $73.88 Long 275.0 1.23% 25095.09 25095.09
SPY 2002-02-21 2002-02-22 $71.79 $72.68 Long 283.0 1.24% 25346.48 25346.48
SPY 2002-03-04 2002-04-16 $76.73 $75.25 Long 267.0 -1.93% 24951.99 24951.99
SPY 2002-04-23 2002-04-24 $73.47 $72.74 Long 275.0 -1.00% 24749.06 24749.06
SPY 2002-04-26 2002-04-29 $71.39 $71.04 Long 280.0 -0.49% 24650.41 24650.41
SPY 2002-05-02 2002-05-03 $72.30 $71.52 Long 276.0 -1.08% 24433.90 24433.90
SPY 2002-11-18 2002-11-26 $60.64 $61.45 Long 326.0 1.35% 24700.43 24700.43
SPY 2002-11-27 2002-12-03 $63.18 $62.24 Long 316.0 -1.50% 24401.83 24401.83
SPY 2002-12-04 2002-12-06 $61.96 $61.67 Long 319.0 -0.45% 24312.05 24312.05
SPY 2002-12-09 2002-12-10 $59.98 $60.78 Long 328.0 1.34% 24575.82 24575.82
SPY 2002-12-11 2002-12-12 $60.84 $60.83 Long 327.0 -0.01% 24573.63 24573.63
SPY 2002-12-13 2002-12-20 $59.87 $60.60 Long 332.0 1.22% 24815.22 24815.22
SPY 2002-12-23 2002-12-27 $60.62 $58.84 Long 331.0 -2.93% 24226.78 24226.78
SPY 2002-12-31 2003-01-03 $59.41 $61.51 Long 330.0 3.54% 24920.10 24920.10
SPY 2003-01-07 2003-01-27 $62.44 $57.37 Long 323.0 -8.12% 23282.27 23282.27
SPY 2003-02-21 2003-02-24 $57.36 $56.43 Long 328.0 -1.62% 22977.47 22977.47
SPY 2003-03-04 2003-03-05 $55.72 $56.19 Long 334.0 0.85% 23134.91 23134.91
SPY 2003-03-06 2003-03-07 $55.72 $56.11 Long 336.0 0.69% 23263.88 23263.88
SPY 2003-03-17 2003-03-21 $58.44 $60.62 Long 322.0 3.74% 23967.37 23967.37
SPY 2003-03-24 2003-03-28 $58.61 $58.62 Long 331.0 0.02% 23971.84 23971.84
SPY 2003-03-31 2003-04-02 $57.29 $59.57 Long 338.0 3.99% 24744.20 24744.20
SPY 2003-04-09 2003-04-10 $58.84 $59.16 Long 340.0 0.55% 24854.53 24854.53
SPY 2003-04-11 2003-04-14 $58.92 $60.14 Long 341.0 2.07% 25269.50 25269.50
SPY 2003-04-22 2003-04-23 $61.75 $62.32 Long 331.0 0.92% 25457.47 25457.47
SPY 2003-04-25 2003-04-28 $61.00 $62.06 Long 338.0 1.73% 25813.94 25813.94
SPY 2003-04-29 2003-05-02 $62.27 $63.02 Long 335.0 1.19% 26063.07 26063.07
SPY 2003-05-06 2003-05-08 $63.49 $62.50 Long 332.0 -1.55% 25735.37 25735.37
SPY 2003-05-09 2003-12-01 $63.37 $73.29 Long 328.0 15.66% 28989.85 28989.85
SPY 2003-12-02 2004-05-24 $73.11 $75.73 Long 321.0 3.59% 29832.90 29832.90
SPY 2004-06-02 2004-06-15 $77.70 $78.31 Long 311.0 0.79% 30023.00 30023.00
SPY 2004-06-16 2004-06-17 $78.29 $78.18 Long 310.0 -0.15% 29986.80 29986.80
SPY 2004-06-18 2004-06-22 $78.32 $78.42 Long 310.0 0.12% 30016.72 30016.72
SPY 2004-06-25 2004-06-28 $78.47 $78.20 Long 309.0 -0.34% 29933.65 29933.65
SPY 2004-06-29 2004-07-27 $78.52 $75.66 Long 308.0 -3.64% 29052.61 29052.61
SPY 2004-08-05 2004-08-09 $74.72 $73.75 Long 314.0 -1.29% 28749.60 28749.60
SPY 2004-09-02 2004-09-07 $77.60 $77.79 Long 300.0 0.25% 28807.50 28807.50
SPY 2004-09-08 2004-09-09 $77.60 $77.53 Long 300.0 -0.09% 28786.82 28786.82
SPY 2004-09-13 2004-09-14 $78.19 $78.34 Long 298.0 0.20% 28834.07 28834.07
SPY 2004-09-20 2004-09-21 $77.84 $78.18 Long 300.0 0.44% 28935.81 28935.81
SPY 2004-09-22 2004-09-23 $77.21 $76.79 Long 303.0 -0.54% 28809.98 28809.98
SPY 2004-09-24 2004-09-29 $77.15 $77.41 Long 302.0 0.34% 28889.41 28889.41
SPY 2004-09-30 2004-10-01 $77.35 $78.66 Long 302.0 1.69% 29284.47 29284.47
SPY 2004-10-05 2004-10-07 $78.83 $78.52 Long 300.0 -0.40% 29191.03 29191.03
SPY 2004-10-08 2004-10-15 $77.87 $77.01 Long 303.0 -1.11% 28928.88 28928.88
SPY 2004-10-18 2004-10-25 $77.30 $76.04 Long 303.0 -1.63% 28547.19 28547.19
SPY 2004-10-28 2004-10-29 $78.36 $78.35 Long 295.0 -0.02% 28543.11 28543.11
SPY 2004-11-02 2004-11-03 $78.59 $79.58 Long 294.0 1.26% 28834.10 28834.10
SPY 2004-11-04 2004-12-01 $80.67 $82.77 Long 289.0 2.60% 29440.68 29440.68
SPY 2004-12-03 2004-12-10 $82.78 $82.84 Long 288.0 0.07% 29456.68 29456.68
SPY 2004-12-13 2005-02-15 $83.56 $84.49 Long 285.0 1.11% 29720.98 29720.98
SPY 2005-02-16 2005-04-06 $84.54 $83.05 Long 284.0 -1.77% 29296.55 29296.55
SPY 2005-04-07 2005-04-21 $83.50 $81.23 Long 284.0 -2.71% 28654.21 28654.21
SPY 2005-04-27 2005-04-28 $80.98 $79.97 Long 286.0 -1.25% 28363.82 28363.82
SPY 2005-06-07 2005-06-08 $84.12 $83.97 Long 273.0 -0.18% 28321.76 28321.76
SPY 2005-06-10 2005-06-13 $84.17 $84.43 Long 272.0 0.32% 28394.14 28394.14
SPY 2005-06-15 2005-06-16 $84.79 $85.01 Long 271.0 0.26% 28452.97 28452.97
SPY 2005-06-21 2005-06-29 $85.40 $84.25 Long 269.0 -1.35% 28142.81 28142.81
SPY 2005-07-05 2005-07-06 $84.71 $84.00 Long 269.0 -0.84% 27951.80 27951.80
SPY 2005-07-14 2005-08-17 $86.41 $85.91 Long 262.0 -0.58% 27821.02 27821.02
SPY 2005-08-19 2005-08-23 $86.10 $85.94 Long 261.0 -0.19% 27778.82 27778.82
SPY 2005-08-25 2005-08-26 $85.48 $84.90 Long 263.0 -0.68% 27625.35 27625.35
SPY 2005-08-29 2005-08-31 $85.55 $86.18 Long 261.0 0.73% 27788.66 27788.66
SPY 2005-09-01 2005-09-02 $86.12 $85.96 Long 261.0 -0.18% 27748.29 27748.29
SPY 2005-09-07 2005-10-24 $87.11 $84.69 Long 258.0 -2.78% 27123.73 27123.73
SPY 2005-10-25 2005-10-26 $84.52 $84.28 Long 259.0 -0.29% 27059.73 27059.73
SPY 2005-10-28 2005-10-31 $84.58 $84.81 Long 259.0 0.28% 27120.07 27120.07
SPY 2005-11-01 2005-11-02 $85.07 $85.96 Long 258.0 1.05% 27349.58 27349.58
SPY 2005-11-03 2005-11-04 $86.32 $86.21 Long 256.0 -0.13% 27320.66 27320.66
SPY 2005-11-07 2005-11-08 $86.30 $86.30 Long 256.0 0.00% 27320.66 27320.66
SPY 2005-11-09 2005-11-10 $86.41 $87.08 Long 256.0 0.78% 27492.37 27492.37
SPY 2005-11-11 2005-11-17 $87.38 $88.00 Long 254.0 0.71% 27650.18 27650.18
SPY 2005-11-18 2005-11-21 $88.34 $88.79 Long 253.0 0.50% 27762.71 27762.71
SPY 2005-11-23 2005-11-25 $89.69 $89.76 Long 250.0 0.08% 27780.36 27780.36
SPY 2005-11-28 2005-12-29 $89.12 $88.86 Long 252.0 -0.30% 27713.72 27713.72
SPY 2005-12-30 2006-02-27 $88.37 $91.89 Long 254.0 3.98% 28606.12 28606.12
SPY 2006-02-28 2006-03-14 $91.01 $92.40 Long 254.0 1.52% 28957.67 28957.67
SPY 2006-03-17 2006-06-27 $93.08 $88.69 Long 251.0 -4.71% 27856.27 27856.27
SPY 2006-06-28 2006-06-29 $89.29 $91.10 Long 252.0 2.02% 28310.81 28310.81
SPY 2006-06-30 2006-07-03 $91.10 $91.48 Long 251.0 0.41% 28404.24 28404.24
SPY 2006-07-05 2006-07-06 $90.95 $91.22 Long 252.0 0.29% 28470.98 28470.98
SPY 2006-07-07 2006-07-10 $90.62 $90.80 Long 254.0 0.19% 28514.61 28514.61
SPY 2006-07-11 2006-07-24 $91.20 $90.34 Long 253.0 -0.94% 28297.30 28297.30
SPY 2006-07-25 2006-10-12 $90.66 $97.97 Long 252.0 8.07% 30140.41 30140.41
SPY 2006-10-17 2007-07-06 $98.07 $111.51 Long 248.0 13.71% 33473.64 33473.64
SPY 2007-07-09 2007-08-22 $111.59 $106.89 Long 242.0 -4.21% 32335.90 32335.90
SPY 2007-08-24 2007-08-27 $108.12 $107.11 Long 242.0 -0.93% 32092.48 32092.48
SPY 2007-08-28 2007-09-24 $104.76 $111.09 Long 248.0 6.04% 33662.87 33662.87
SPY 2007-09-25 2007-10-15 $110.87 $113.52 Long 245.0 2.39% 34312.39 34312.39
SPY 2007-10-16 2007-10-25 $112.62 $111.20 Long 246.0 -1.26% 33962.89 33962.89
SPY 2007-10-26 2007-10-31 $112.50 $113.26 Long 244.0 0.67% 34146.94 34146.94
SPY 2007-11-01 2007-11-13 $110.61 $108.45 Long 250.0 -1.95% 33606.83 33606.83
SPY 2007-11-14 2007-11-21 $108.15 $103.76 Long 251.0 -4.06% 32505.76 32505.76
SPY 2007-12-14 2007-12-18 $107.78 $106.83 Long 244.0 -0.88% 32275.24 32275.24
SPY 2007-12-21 2007-12-24 $109.05 $109.86 Long 239.0 0.74% 32468.78 32468.78
SPY 2007-12-26 2008-01-03 $110.10 $106.64 Long 238.0 -3.14% 31647.04 31647.04
SPY 2008-01-04 2008-01-07 $104.03 $103.94 Long 246.0 -0.08% 31625.31 31625.31
SPY 2008-02-29 2008-03-05 $98.52 $98.52 Long 260.0 0.01% 31627.23 31627.23
SPY 2008-05-05 2008-05-07 $104.18 $103.21 Long 245.0 -0.93% 31389.80 31389.80
SPY 2008-05-13 2008-05-22 $103.92 $103.20 Long 244.0 -0.69% 31214.71 31214.71
SPY 2008-05-23 2008-05-28 $101.82 $103.05 Long 248.0 1.21% 31519.26 31519.26
SPY 2008-06-03 2008-06-05 $102.15 $104.14 Long 249.0 1.95% 32014.76 32014.76
SPY 2008-06-09 2008-06-11 $101.07 $99.08 Long 256.0 -1.96% 31507.22 31507.22
SPY 2008-06-17 2008-06-20 $100.29 $97.83 Long 254.0 -2.45% 30883.25 30883.25
SPY 2008-06-23 2008-06-24 $97.74 $97.54 Long 255.0 -0.20% 30833.96 30833.96
SPY 2008-06-27 2008-07-01 $94.82 $95.45 Long 263.0 0.67% 31000.17 31000.17
SPY 2008-07-03 2008-07-07 $93.91 $92.96 Long 267.0 -1.02% 30744.08 30744.08
SPY 2008-07-18 2008-07-21 $93.67 $93.72 Long 265.0 0.06% 30757.87 30757.87
SPY 2008-08-08 2008-08-19 $96.19 $94.42 Long 259.0 -1.84% 30299.55 30299.55
SPY 2008-08-20 2008-08-26 $94.86 $94.72 Long 258.0 -0.15% 30263.11 30263.11
SPY 2008-08-27 2008-09-03 $95.64 $95.08 Long 256.0 -0.58% 30120.35 30120.35
SPY 2008-09-04 2008-09-08 $92.22 $94.42 Long 264.0 2.39% 30701.36 30701.36
SPY 2008-09-19 2008-09-22 $92.80 $90.70 Long 267.0 -2.26% 30140.42 30140.42
SPY 2009-04-17 2009-04-20 $66.12 $63.35 Long 369.0 -4.19% 29117.79 29117.79
SPY 2009-04-27 2009-04-28 $65.18 $64.97 Long 361.0 -0.31% 29043.78 29043.78
SPY 2009-04-30 2010-04-06 $66.38 $92.20 Long 354.0 38.90% 38183.88 38183.88
SPY 2010-04-07 2010-04-09 $91.67 $92.59 Long 337.0 1.01% 38494.48 38494.48
SPY 2010-04-12 2010-04-15 $92.74 $93.94 Long 336.0 1.29% 38897.83 38897.83
SPY 2010-04-16 2010-06-11 $92.44 $84.95 Long 340.0 -8.11% 36348.83 36348.83
SPY 2010-06-17 2010-06-18 $86.85 $86.95 Long 338.0 0.11% 36380.58 36380.58
SPY 2010-06-24 2010-06-25 $83.59 $83.94 Long 352.0 0.42% 36503.84 36503.84
SPY 2010-06-30 2010-07-01 $80.32 $79.97 Long 368.0 -0.45% 36372.11 36372.11
SPY 2010-07-07 2010-07-08 $82.57 $83.39 Long 356.0 0.99% 36662.99 36662.99
SPY 2010-07-09 2010-07-15 $84.01 $85.35 Long 353.0 1.59% 37135.47 37135.47
SPY 2010-07-16 2010-07-19 $83.00 $83.49 Long 362.0 0.59% 37312.94 37312.94
SPY 2010-07-23 2010-08-12 $85.92 $84.53 Long 351.0 -1.61% 36826.75 36826.75
SPY 2010-08-19 2010-08-23 $83.95 $83.36 Long 355.0 -0.70% 36616.80 36616.80
SPY 2010-10-14 2010-10-15 $91.89 $92.08 Long 322.0 0.20% 36677.26 36677.26
SPY 2010-10-18 2010-11-04 $92.54 $95.65 Long 321.0 3.36% 37676.76 37676.76
SPY 2010-11-08 2011-07-14 $95.83 $103.93 Long 318.0 8.45% 40251.82 40251.82
SPY 2011-07-15 2011-07-21 $104.53 $106.75 Long 311.0 2.13% 40943.02 40943.02
SPY 2011-07-22 2011-08-24 $106.82 $93.73 Long 310.0 -12.26% 36882.96 36882.96
SPY 2011-08-25 2011-08-29 $92.30 $96.33 Long 323.0 4.37% 38185.39 38185.39
SPY 2011-09-12 2011-09-13 $92.61 $93.46 Long 333.0 0.92% 38468.21 38468.21
SPY 2011-09-21 2011-09-26 $93.05 $92.74 Long 334.0 -0.33% 38364.28 38364.28
SPY 2011-11-09 2011-11-15 $98.26 $100.59 Long 316.0 2.37% 39100.47 39100.47
SPY 2011-11-16 2011-11-29 $99.00 $95.78 Long 319.0 -3.25% 38074.79 38074.79
SPY 2011-12-02 2011-12-05 $99.62 $100.70 Long 309.0 1.09% 38410.07 38410.07
SPY 2011-12-06 2011-12-07 $100.73 $101.11 Long 308.0 0.37% 38525.57 38525.57
SPY 2011-12-23 2011-12-27 $101.48 $101.56 Long 307.0 0.08% 38550.22 38550.22
SPY 2011-12-28 2011-12-30 $100.22 $100.76 Long 311.0 0.54% 38717.51 38717.51
SPY 2012-01-03 2012-05-11 $102.37 $109.36 Long 306.0 6.83% 40855.80 40855.80
SPY 2012-05-14 2012-05-15 $108.15 $107.53 Long 306.0 -0.57% 40665.79 40665.79
SPY 2012-05-29 2012-05-30 $107.82 $106.25 Long 305.0 -1.45% 40188.64 40188.64
SPY 2012-06-08 2012-06-11 $107.33 $105.97 Long 303.0 -1.27% 39775.71 39775.71
SPY 2012-06-13 2012-06-21 $106.50 $107.35 Long 302.0 0.79% 40031.31 40031.31
SPY 2012-06-22 2012-06-26 $108.17 $106.98 Long 299.0 -1.11% 39672.63 39672.63
SPY 2012-06-28 2012-07-05 $107.63 $110.87 Long 298.0 3.01% 40638.79 40638.79
SPY 2012-07-06 2012-07-09 $109.82 $109.68 Long 299.0 -0.13% 40597.59 40597.59
SPY 2012-07-10 2012-07-11 $108.73 $108.74 Long 302.0 0.01% 40602.49 40602.49
SPY 2012-07-12 2012-07-24 $108.22 $108.56 Long 303.0 0.31% 40705.64 40705.64
SPY 2012-07-26 2012-07-27 $110.37 $112.41 Long 298.0 1.84% 41311.91 41311.91
SPY 2012-07-30 2012-08-03 $112.41 $112.95 Long 297.0 0.48% 41473.20 41473.20
SPY 2012-08-08 2012-08-14 $113.87 $114.12 Long 295.0 0.21% 41544.93 41544.93
SPY 2012-08-16 2012-09-06 $115.09 $116.53 Long 292.0 1.25% 41966.22 41966.22
SPY 2012-09-10 2012-09-12 $116.32 $117.03 Long 292.0 0.61% 42174.49 42174.49
SPY 2012-09-17 2013-02-04 $118.94 $122.73 Long 287.0 3.19% 43262.00 43262.00
SPY 2013-02-05 2013-09-09 $123.97 $138.92 Long 282.0 12.06% 47477.52 47477.52
SPY 2013-09-10 2013-09-11 $139.94 $140.38 Long 274.0 0.31% 47597.87 47597.87
SPY 2013-09-12 2013-10-10 $140.01 $140.88 Long 275.0 0.62% 47837.24 47837.24
SPY 2013-10-11 2013-10-14 $141.79 $142.35 Long 273.0 0.40% 47991.83 47991.83
SPY 2013-10-15 2013-10-16 $141.32 $143.30 Long 275.0 1.40% 48534.59 48534.59
SPY 2013-10-17 2013-11-06 $144.25 $147.54 Long 272.0 2.28% 49429.32 49429.32
SPY 2013-11-07 2013-11-08 $145.68 $147.64 Long 274.0 1.35% 49967.83 49967.83
SPY 2013-11-12 2013-11-13 $147.37 $148.55 Long 274.0 0.80% 50291.84 50291.84
SPY 2013-11-18 2013-11-22 $149.42 $150.57 Long 272.0 0.77% 50606.70 50606.70
SPY 2013-11-25 2013-11-27 $150.42 $150.83 Long 272.0 0.27% 50717.69 50717.69
SPY 2013-11-29 2014-03-07 $150.73 $157.62 Long 272.0 4.57% 52592.42 52592.42
SPY 2014-03-10 2014-04-24 $157.54 $157.96 Long 270.0 0.27% 52705.87 52705.87
SPY 2014-04-25 2014-10-28 $156.67 $168.44 Long 272.0 7.52% 55908.63 55908.63
SPY 2014-10-29 2014-11-25 $168.19 $175.83 Long 269.0 4.54% 57963.95 57963.95
SPY 2014-11-26 2014-12-26 $176.28 $177.93 Long 266.0 0.94% 58403.27 58403.27
SPY 2014-12-30 2015-01-15 $177.21 $169.89 Long 266.0 -4.13% 56455.08 56455.08
SPY 2015-01-20 2015-01-28 $172.48 $170.84 Long 265.0 -0.95% 56020.76 56020.76
SPY 2015-01-29 2015-02-02 $172.42 $172.36 Long 263.0 -0.03% 56005.04 56005.04
SPY 2015-02-03 2015-02-04 $174.86 $174.19 Long 259.0 -0.38% 55832.60 55832.60
SPY 2015-02-09 2015-02-10 $174.68 $176.54 Long 258.0 1.07% 56312.70 56312.70
SPY 2015-02-12 2015-02-20 $178.34 $180.32 Long 255.0 1.11% 56817.70 56817.70
SPY 2015-02-23 2015-02-24 $180.29 $180.80 Long 255.0 0.28% 56948.31 56948.31
SPY 2015-02-25 2015-03-02 $180.65 $180.96 Long 255.0 0.17% 57026.67 57026.67
SPY 2015-03-03 2015-04-07 $180.22 $177.72 Long 256.0 -1.38% 56387.91 56387.91
SPY 2015-04-08 2015-04-10 $178.32 $180.09 Long 256.0 0.99% 56840.07 56840.07
SPY 2015-04-13 2015-04-15 $179.27 $180.42 Long 256.0 0.64% 57134.19 57134.19
SPY 2015-04-16 2015-04-22 $180.37 $180.59 Long 256.0 0.12% 57191.25 57191.25
SPY 2015-04-27 2015-05-04 $180.71 $181.18 Long 256.0 0.26% 57311.98 57311.98
SPY 2015-05-05 2015-05-08 $179.11 $181.44 Long 259.0 1.30% 57915.99 57915.99
SPY 2015-05-11 2015-05-14 $180.58 $181.95 Long 259.0 0.76% 58271.30 58271.30
SPY 2015-05-19 2015-05-20 $182.65 $182.52 Long 258.0 -0.07% 58238.11 58238.11
SPY 2015-05-21 2015-07-13 $183.05 $180.73 Long 257.0 -1.27% 57639.85 57639.85
SPY 2015-07-14 2015-07-16 $181.55 $182.89 Long 257.0 0.74% 57983.06 57983.06
SPY 2015-07-20 2015-07-29 $183.19 $181.60 Long 256.0 -0.87% 57575.02 57575.02
SPY 2015-07-30 2015-08-18 $181.64 $180.87 Long 256.0 -0.42% 57378.71 57378.71
SPY 2015-08-19 2015-08-21 $179.45 $170.27 Long 258.0 -5.11% 55011.34 55011.34
SPY 2015-08-24 2015-08-28 $163.27 $171.66 Long 272.0 5.14% 57293.92 57293.92
SPY 2015-08-31 2015-09-01 $170.20 $165.23 Long 272.0 -2.92% 55941.71 55941.71
SPY 2015-09-09 2015-09-10 $167.80 $168.74 Long 270.0 0.56% 56195.28 56195.28
SPY 2015-11-09 2015-11-10 $180.23 $180.64 Long 252.0 0.23% 56300.05 56300.05
SPY 2015-11-11 2015-11-16 $179.93 $178.10 Long 253.0 -1.02% 55835.48 55835.48
SPY 2015-11-18 2015-11-20 $180.79 $181.29 Long 250.0 0.28% 55961.07 55961.07
SPY 2015-11-23 2015-11-25 $181.08 $181.30 Long 250.0 0.12% 56015.21 56015.21
SPY 2015-11-27 2015-12-02 $181.51 $180.62 Long 249.0 -0.49% 55793.07 55793.07
SPY 2015-12-03 2015-12-04 $178.09 $181.56 Long 253.0 1.95% 56671.79 56671.79
SPY 2015-12-08 2015-12-09 $179.25 $177.85 Long 256.0 -0.78% 56314.81 56314.81
SPY 2015-12-17 2015-12-18 $177.44 $174.29 Long 257.0 -1.77% 55507.12 55507.12
SPY 2015-12-24 2015-12-30 $179.23 $179.44 Long 250.0 0.12% 55561.58 55561.58
SPY 2016-01-29 2016-02-01 $168.81 $168.74 Long 266.0 -0.04% 55545.35 55545.35
SPY 2016-02-16 2016-02-17 $165.37 $168.07 Long 272.0 1.63% 56280.11 56280.11
SPY 2016-02-18 2016-02-19 $167.38 $167.31 Long 272.0 -0.05% 56258.78 56258.78
SPY 2016-02-22 2016-03-08 $169.73 $172.88 Long 268.0 1.86% 57104.16 57104.16
SPY 2016-03-09 2016-04-05 $173.74 $178.84 Long 266.0 2.94% 58462.13 58462.13
SPY 2016-04-06 2016-05-03 $180.80 $180.57 Long 261.0 -0.13% 58402.69 58402.69
SPY 2016-05-09 2016-05-11 $180.33 $180.87 Long 262.0 0.30% 58542.67 58542.67
SPY 2016-05-12 2016-05-16 $180.92 $181.11 Long 262.0 0.11% 58593.16 58593.16
SPY 2016-05-19 2016-05-24 $178.85 $182.07 Long 265.0 1.80% 59444.98 59444.98
SPY 2016-05-25 2016-10-06 $183.30 $190.94 Long 262.0 4.17% 61447.57 61447.57
SPY 2016-10-07 2016-10-10 $190.29 $191.28 Long 261.0 0.52% 61706.25 61706.25
SPY 2016-10-11 2016-10-24 $188.86 $190.16 Long 264.0 0.68% 62047.32 62047.32
SPY 2016-10-25 2016-10-27 $189.52 $188.63 Long 265.0 -0.47% 61812.82 61812.82
SPY 2016-10-31 2016-11-08 $188.09 $189.47 Long 266.0 0.73% 62180.02 62180.02
SPY 2016-11-10 2016-11-21 $191.95 $194.81 Long 262.0 1.49% 62928.88 62928.88
SPY 2016-11-28 2017-01-23 $195.10 $201.30 Long 261.0 3.18% 64546.86 64546.86
SPY 2017-01-24 2017-09-11 $202.59 $223.88 Long 258.0 10.51% 70039.38 70039.38
SPY 2017-09-14 2018-04-06 $224.67 $236.61 Long 252.0 5.31% 73047.96 73047.96
SPY 2018-04-09 2018-04-10 $237.78 $241.56 Long 248.0 1.59% 73985.58 73985.58
SPY 2018-04-11 2018-04-13 $240.29 $241.56 Long 249.0 0.53% 74300.90 74300.90
SPY 2018-04-16 2018-04-19 $243.54 $244.97 Long 247.0 0.58% 74651.93 74651.93
SPY 2018-04-25 2018-04-26 $240.17 $242.61 Long 251.0 1.02% 75264.76 75264.76
SPY 2018-04-27 2018-04-30 $242.84 $240.97 Long 251.0 -0.77% 74795.99 74795.99
SPY 2018-05-01 2018-05-04 $241.40 $242.35 Long 250.0 0.39% 75032.86 75032.86
SPY 2018-05-07 2018-05-11 $243.17 $248.57 Long 249.0 2.22% 76378.05 76378.05
SPY 2018-05-14 2018-05-22 $248.69 $248.35 Long 248.0 -0.14% 76294.45 76294.45
SPY 2018-05-23 2018-06-05 $249.04 $250.62 Long 248.0 0.64% 76687.58 76687.58
SPY 2018-06-08 2018-06-11 $253.44 $253.77 Long 245.0 0.13% 76770.16 76770.16
SPY 2018-06-13 2018-06-14 $253.29 $253.93 Long 245.0 0.25% 76926.40 76926.40
SPY 2018-06-18 2018-07-05 $253.09 $249.93 Long 246.0 -1.25% 76149.74 76149.74
SPY 2018-07-06 2018-07-09 $252.04 $254.31 Long 244.0 0.90% 76703.50 76703.50
SPY 2018-07-11 2018-11-19 $253.36 $247.37 Long 245.0 -2.36% 75236.96 75236.96
SPY 2018-11-27 2018-12-10 $246.73 $242.75 Long 246.0 -1.61% 74257.78 74257.78
SPY 2018-12-11 2018-12-13 $242.81 $243.94 Long 247.0 0.47% 74539.33 74539.33
SPY 2018-12-19 2018-12-20 $230.97 $227.21 Long 261.0 -1.63% 73558.03 73558.03
SPY 2019-01-24 2019-01-25 $243.72 $245.78 Long 244.0 0.85% 74061.20 74061.20
SPY 2019-02-28 2019-03-07 $257.71 $254.31 Long 232.0 -1.32% 73273.84 73273.84
SPY 2019-03-12 2019-03-25 $258.46 $259.17 Long 229.0 0.28% 73437.56 73437.56
SPY 2019-03-26 2019-08-29 $261.10 $273.07 Long 227.0 4.58% 76154.14 76154.14
SPY 2019-08-30 2019-09-03 $272.95 $271.35 Long 225.0 -0.58% 75795.04 75795.04
SPY 2019-09-10 2019-09-11 $278.25 $280.23 Long 220.0 0.71% 76230.34 76230.34
SPY 2019-09-16 2019-09-18 $280.15 $281.02 Long 220.0 0.31% 76423.35 76423.35
SPY 2019-09-19 2019-10-15 $281.00 $280.25 Long 220.0 -0.27% 76256.30 76256.30
SPY 2019-10-16 2019-10-21 $279.80 $281.29 Long 220.0 0.53% 76584.29 76584.29
SPY 2019-10-22 2019-10-28 $280.37 $284.39 Long 221.0 1.43% 77473.27 77473.27
SPY 2019-10-31 2019-11-01 $284.42 $287.05 Long 220.0 0.93% 78052.92 78052.92
SPY 2019-11-04 2020-03-25 $288.21 $233.96 Long 219.0 -18.82% 66174.00 66174.00
SPY 2020-03-26 2020-03-31 $247.63 $244.35 Long 216.0 -1.32% 65467.53 65467.53
SPY 2020-04-06 2020-05-13 $251.10 $266.97 Long 211.0 6.32% 68816.10 68816.10
SPY 2020-05-14 2020-11-24 $270.16 $347.27 Long 206.0 28.54% 84700.44 84700.44
SPY 2020-11-25 2020-11-27 $346.73 $347.70 Long 197.0 0.28% 84890.67 84890.67
SPY 2020-11-30 2020-12-01 $346.16 $349.95 Long 198.0 1.09% 85640.31 85640.31
SPY 2020-12-03 2020-12-04 $350.59 $353.61 Long 197.0 0.86% 86235.49 86235.49
SPY 2020-12-07 2022-01-31 $352.88 $437.80 Long 197.0 24.07% 102965.23 102965.23
SPY 2022-02-04 2022-02-07 $436.63 $435.22 Long 191.0 -0.32% 102697.59 102697.59
SPY 2022-02-09 2022-02-10 $445.23 $437.23 Long 186.0 -1.80% 101209.81 101209.81
SPY 2022-02-11 2022-02-15 $428.61 $434.10 Long 191.0 1.28% 102258.06 102258.06
SPY 2022-02-23 2022-02-24 $410.60 $416.77 Long 201.0 1.50% 103500.07 103500.07
SPY 2022-03-02 2022-03-03 $426.11 $423.99 Long 196.0 -0.50% 103084.28 103084.28
SPY 2022-03-04 2022-03-07 $420.54 $408.14 Long 198.0 -2.95% 100629.64 100629.64
SPY 2022-04-01 2022-04-04 $442.09 $445.87 Long 184.0 0.86% 101326.49 101326.49
SPY 2022-04-06 2022-04-07 $435.84 $438.04 Long 188.0 0.50% 101739.37 101739.37
SPY 2022-04-08 2022-04-11 $436.86 $429.40 Long 188.0 -1.71% 100335.57 100335.57
SPY 2022-04-12 2022-04-19 $427.81 $434.39 Long 189.0 1.54% 101580.81 101580.81
SPY 2022-04-27 2022-04-28 $407.29 $417.58 Long 202.0 2.53% 103658.96 103658.96
SPY 2022-08-09 2022-08-10 $403.24 $411.71 Long 208.0 2.10% 105420.65 105420.65
SPY 2022-08-15 2022-08-17 $420.41 $418.24 Long 203.0 -0.52% 104980.87 104980.87
SPY 2022-08-19 2022-08-23 $413.82 $404.22 Long 205.0 -2.32% 103013.48 103013.48
SPY 2022-08-25 2022-08-26 $411.24 $397.32 Long 202.0 -3.38% 100201.62 100201.62
SPY 2022-09-09 2022-09-12 $398.58 $402.87 Long 203.0 1.07% 101071.25 101071.25
SPY 2022-11-01 2022-11-03 $378.50 $365.20 Long 216.0 -3.51% 98198.76 98198.76
SPY 2022-11-04 2022-11-07 $370.46 $374.00 Long 214.0 0.96% 98957.11 98957.11
SPY 2022-11-08 2022-11-09 $376.02 $368.27 Long 213.0 -2.06% 97307.04 97307.04
SPY 2022-11-14 2022-11-21 $388.93 $388.41 Long 202.0 -0.13% 97201.65 97201.65
SPY 2022-11-23 2022-11-25 $396.12 $396.03 Long 198.0 -0.02% 97184.11 97184.11
SPY 2022-11-28 2022-12-15 $389.71 $383.53 Long 201.0 -1.59% 95941.59 95941.59
SPY 2022-12-19 2022-12-20 $375.81 $376.32 Long 206.0 0.14% 96047.52 96047.52
SPY 2022-12-28 2022-12-29 $372.49 $379.19 Long 208.0 1.80% 97442.14 97442.14
SPY 2023-01-24 2023-01-25 $395.77 $395.91 Long 199.0 0.04% 97471.66 97471.66
SPY 2023-01-30 2023-01-31 $396.15 $401.98 Long 199.0 1.47% 98630.78 98630.78
SPY 2023-02-01 2023-02-03 $406.25 $407.78 Long 196.0 0.38% 98931.22 98931.22
SPY 2023-02-06 2023-03-17 $405.29 $387.16 Long 197.0 -4.47% 95359.47 95359.47
SPY 2023-03-20 2023-03-24 $390.88 $392.88 Long 197.0 0.51% 95752.57 95752.57
SPY 2023-03-29 2023-03-30 $398.44 $400.77 Long 194.0 0.59% 96205.16 96205.16
SPY 2023-04-04 2023-04-06 $405.70 $406.22 Long 192.0 0.13% 96304.27 96304.27
SPY 2023-04-10 2023-04-11 $406.64 $406.75 Long 191.0 0.03% 96325.13 96325.13
SPY 2023-04-12 2023-04-17 $405.09 $410.94 Long 192.0 1.44% 97447.80 97447.80
SPY 2023-04-18 2023-06-09 $411.20 $426.78 Long 191.0 3.79% 100422.84 100422.84
SPY 2023-06-12 2023-06-14 $430.65 $434.01 Long 188.0 0.78% 101053.67 101053.67
SPY 2023-06-15 2023-10-13 $439.39 $431.50 Long 186.0 -1.80% 99586.66 99586.66
SPY 2023-10-16 2023-10-17 $436.04 $436.02 Long 184.0 -0.00% 99582.98 99582.98
SPY 2023-10-20 2023-10-23 $421.19 $420.46 Long 191.0 -0.17% 99443.55 99443.55
SPY 2023-11-07 2023-11-09 $436.93 $433.84 Long 184.0 -0.71% 98874.99 98874.99

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
SP500Bayes 0.81 SPY 2023-11-10 Hold Long 4.20% EOD