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 | 424.00 |
| NoOfWins | 263.00 |
| NoOfLosses | 161.00 |
| SharpRatio | 0.73 |
| SortinoRatio | 0.89 |
| GrossProfit | $93665.52 |
| FirstDate | 1993-08-05 |
| LastDate | 2022-04-28 |
| FirstEquity | $10000.00 |
| FinalEquity | $103665.52 |
| OpenEquity | $0.00 |
| LongEquity | $93665.52 |
| ShortEquity | $0.00 |
| PercentWins | 62.03% |
| AveWin | $661.49 |
| AveLoss | $-498.79 |
| AveWinLoss | 1.33 |
| Expectancy | 0.75% |
| AveDrawUp | 22.24% |
| AveDrawDown | -9.05% |
| MaxDrawDown | -27.70% |
| Kelly | 33.40% |
| Thrope | 103.11 |
| APR | 8.48% |
| CalmarRatio | 0.94 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1993-08-05 | 1993-08-06 | $26.41 | $26.45 | Long | 306.0 | 0.14% | 10011.25 | 10011.25 |
| SPY | 1993-08-12 | 1993-08-13 | $26.50 | $26.54 | Long | 305.0 | 0.14% | 10022.46 | 10022.46 |
| SPY | 1993-08-16 | 1993-08-17 | $26.69 | $26.78 | Long | 304.0 | 0.34% | 10050.39 | 10050.39 |
| SPY | 1993-08-18 | 1993-08-31 | $26.93 | $27.39 | Long | 302.0 | 1.71% | 10189.17 | 10189.17 |
| SPY | 1993-09-01 | 1993-09-27 | $27.35 | $27.39 | Long | 301.0 | 0.15% | 10201.62 | 10201.62 |
| SPY | 1993-09-28 | 1993-10-12 | $27.34 | $27.35 | Long | 302.0 | 0.07% | 10207.20 | 10207.20 |
| SPY | 1993-10-15 | 1993-10-22 | $27.85 | $27.45 | Long | 296.0 | -1.46% | 10086.76 | 10086.76 |
| SPY | 1993-10-25 | 1993-11-15 | $27.52 | $27.56 | Long | 296.0 | 0.13% | 10097.71 | 10097.71 |
| SPY | 1993-11-16 | 1993-11-24 | $27.69 | $27.50 | Long | 295.0 | -0.67% | 10043.14 | 10043.14 |
| SPY | 1993-11-26 | 1993-12-22 | $27.52 | $27.86 | Long | 295.0 | 1.23% | 10142.63 | 10142.63 |
| SPY | 1993-12-23 | 1993-12-28 | $27.84 | $28.04 | Long | 295.0 | 0.74% | 10203.01 | 10203.01 |
| SPY | 1993-12-29 | 1994-02-22 | $28.01 | $28.19 | Long | 295.0 | 0.66% | 10257.90 | 10257.90 |
| SPY | 1994-02-24 | 1994-03-07 | $27.75 | $27.95 | Long | 299.0 | 0.74% | 10319.12 | 10319.12 |
| SPY | 1994-03-08 | 1994-03-09 | $27.84 | $27.97 | Long | 300.0 | 0.47% | 10358.19 | 10358.19 |
| SPY | 1994-03-10 | 1994-03-15 | $27.75 | $27.91 | Long | 302.0 | 0.60% | 10408.78 | 10408.78 |
| SPY | 1994-03-21 | 1994-03-22 | $28.06 | $28.13 | Long | 300.0 | 0.27% | 10431.24 | 10431.24 |
| SPY | 1994-03-24 | 1994-03-28 | $27.78 | $27.55 | Long | 304.0 | -0.81% | 10362.96 | 10362.96 |
| SPY | 1994-05-23 | 1994-05-24 | $27.24 | $27.35 | Long | 308.0 | 0.41% | 10397.55 | 10397.55 |
| SPY | 1994-06-02 | 1994-06-08 | $27.53 | $27.42 | Long | 305.0 | -0.41% | 10363.30 | 10363.30 |
| SPY | 1994-06-09 | 1994-06-14 | $27.57 | $27.87 | Long | 304.0 | 1.09% | 10454.34 | 10454.34 |
| SPY | 1994-06-15 | 1994-06-20 | $27.76 | $27.42 | Long | 305.0 | -1.20% | 10352.58 | 10352.58 |
| SPY | 1994-08-08 | 1994-08-09 | $27.67 | $27.72 | Long | 303.0 | 0.17% | 10366.85 | 10366.85 |
| SPY | 1994-08-17 | 1994-08-18 | $28.10 | $28.01 | Long | 298.0 | -0.34% | 10338.79 | 10338.79 |
| SPY | 1994-08-23 | 1994-08-24 | $28.12 | $28.42 | Long | 297.0 | 1.07% | 10428.32 | 10428.32 |
| SPY | 1994-08-25 | 1994-09-30 | $28.35 | $28.01 | Long | 297.0 | -1.19% | 10327.90 | 10327.90 |
| SPY | 1994-10-03 | 1994-10-11 | $27.94 | $28.28 | Long | 299.0 | 1.22% | 10429.93 | 10429.93 |
| SPY | 1994-10-12 | 1994-10-13 | $28.32 | $28.42 | Long | 298.0 | 0.33% | 10458.16 | 10458.16 |
| SPY | 1994-10-17 | 1994-10-19 | $28.48 | $28.55 | Long | 297.0 | 0.23% | 10477.87 | 10477.87 |
| SPY | 1994-10-20 | 1994-10-24 | $28.36 | $28.01 | Long | 299.0 | -1.24% | 10373.00 | 10373.00 |
| SPY | 1994-10-27 | 1994-10-28 | $28.31 | $28.91 | Long | 296.0 | 2.11% | 10549.76 | 10549.76 |
| SPY | 1994-10-31 | 1994-11-01 | $28.80 | $28.48 | Long | 296.0 | -1.12% | 10454.38 | 10454.38 |
| SPY | 1994-11-02 | 1994-11-14 | $28.32 | $28.42 | Long | 298.0 | 0.33% | 10482.61 | 10482.61 |
| SPY | 1994-11-15 | 1994-11-16 | $28.32 | $28.42 | Long | 299.0 | 0.33% | 10510.94 | 10510.94 |
| SPY | 1994-11-17 | 1994-12-13 | $28.23 | $27.61 | Long | 301.0 | -2.18% | 10325.50 | 10325.50 |
| SPY | 1994-12-14 | 1994-12-16 | $27.75 | $27.97 | Long | 301.0 | 0.79% | 10391.74 | 10391.74 |
| SPY | 1994-12-22 | 1994-12-30 | $28.14 | $27.86 | Long | 299.0 | -0.98% | 10308.90 | 10308.90 |
| SPY | 1995-01-03 | 1995-01-04 | $27.99 | $28.13 | Long | 298.0 | 0.48% | 10348.77 | 10348.77 |
| SPY | 1995-01-10 | 1995-01-11 | $28.21 | $28.23 | Long | 297.0 | 0.07% | 10354.43 | 10354.43 |
| SPY | 1995-01-12 | 1995-01-16 | $28.24 | $28.75 | Long | 296.0 | 1.79% | 10504.31 | 10504.31 |
| SPY | 1995-01-17 | 1995-01-18 | $28.76 | $28.73 | Long | 295.0 | -0.10% | 10495.85 | 10495.85 |
| SPY | 1995-01-19 | 1995-01-23 | $28.57 | $28.55 | Long | 297.0 | -0.07% | 10490.18 | 10490.18 |
| SPY | 1995-01-26 | 1995-01-30 | $28.69 | $28.68 | Long | 296.0 | -0.03% | 10487.36 | 10487.36 |
| SPY | 1995-02-01 | 1995-02-02 | $28.78 | $28.96 | Long | 295.0 | 0.60% | 10538.08 | 10538.08 |
| SPY | 1995-02-03 | 1995-02-22 | $29.37 | $29.84 | Long | 290.0 | 1.59% | 10673.83 | 10673.83 |
| SPY | 1995-02-27 | 1995-02-28 | $29.72 | $29.97 | Long | 290.0 | 0.84% | 10745.87 | 10745.87 |
| SPY | 1995-03-01 | 1996-04-25 | $29.78 | $41.02 | Long | 292.0 | 37.74% | 14027.65 | 14027.65 |
| SPY | 1996-04-26 | 1996-07-10 | $41.11 | $41.58 | Long | 276.0 | 1.15% | 14158.04 | 14158.04 |
| SPY | 1996-07-11 | 1996-07-12 | $40.74 | $40.77 | Long | 281.0 | 0.07% | 14166.36 | 14166.36 |
| SPY | 1996-07-15 | 1996-07-17 | $39.57 | $40.14 | Long | 290.0 | 1.45% | 14332.32 | 14332.32 |
| SPY | 1996-07-18 | 1996-07-19 | $40.69 | $40.39 | Long | 285.0 | -0.73% | 14247.96 | 14247.96 |
| SPY | 1996-07-25 | 1996-07-29 | $40.02 | $39.79 | Long | 288.0 | -0.57% | 14182.59 | 14182.59 |
| SPY | 1996-08-01 | 1996-08-02 | $41.14 | $42.03 | Long | 279.0 | 2.16% | 14430.36 | 14430.36 |
| SPY | 1996-08-08 | 1996-08-09 | $41.95 | $41.82 | Long | 278.0 | -0.33% | 14391.95 | 14391.95 |
| SPY | 1996-08-12 | 1996-08-14 | $42.12 | $41.93 | Long | 276.0 | -0.45% | 14340.20 | 14340.20 |
| SPY | 1996-08-16 | 1996-08-19 | $42.21 | $42.23 | Long | 275.0 | 0.05% | 14345.63 | 14345.63 |
| SPY | 1996-08-20 | 1996-08-22 | $42.20 | $42.45 | Long | 275.0 | 0.58% | 14413.46 | 14413.46 |
| SPY | 1996-08-26 | 1996-09-13 | $42.01 | $43.30 | Long | 277.0 | 3.05% | 14768.77 | 14768.77 |
| SPY | 1996-09-17 | 1996-10-01 | $43.35 | $43.79 | Long | 275.0 | 1.02% | 14889.91 | 14889.91 |
| SPY | 1996-10-03 | 1997-04-21 | $44.05 | $48.73 | Long | 273.0 | 10.61% | 16165.48 | 16165.48 |
| SPY | 1997-04-22 | 1997-05-15 | $49.80 | $54.05 | Long | 262.0 | 8.54% | 17280.02 | 17280.02 |
| SPY | 1997-05-16 | 1997-05-23 | $53.31 | $54.31 | Long | 262.0 | 1.88% | 17542.27 | 17542.27 |
| SPY | 1997-05-28 | 1997-05-30 | $54.52 | $54.55 | Long | 260.0 | 0.06% | 17550.08 | 17550.08 |
| SPY | 1997-06-02 | 1997-08-13 | $54.31 | $59.35 | Long | 261.0 | 9.27% | 18864.31 | 18864.31 |
| SPY | 1997-08-14 | 1997-11-25 | $59.57 | $61.48 | Long | 256.0 | 3.21% | 19353.96 | 19353.96 |
| SPY | 1997-11-26 | 1997-12-01 | $61.66 | $63.31 | Long | 254.0 | 2.68% | 19774.06 | 19774.06 |
| SPY | 1997-12-03 | 1997-12-30 | $63.11 | $62.94 | Long | 253.0 | -0.27% | 19730.41 | 19730.41 |
| SPY | 1998-01-02 | 1998-01-13 | $63.22 | $61.77 | Long | 252.0 | -2.31% | 19362.98 | 19362.98 |
| SPY | 1998-01-15 | 1998-01-16 | $61.53 | $62.41 | Long | 254.0 | 1.43% | 19586.73 | 19586.73 |
| SPY | 1998-01-22 | 1998-01-27 | $62.26 | $62.76 | Long | 254.0 | 0.80% | 19712.75 | 19712.75 |
| SPY | 1998-01-28 | 1998-01-30 | $63.33 | $63.71 | Long | 252.0 | 0.61% | 19809.72 | 19809.72 |
| SPY | 1998-02-05 | 1998-02-06 | $65.13 | $65.86 | Long | 246.0 | 1.12% | 19989.07 | 19989.07 |
| SPY | 1998-02-09 | 1998-02-10 | $65.63 | $66.26 | Long | 246.0 | 0.96% | 20143.51 | 20143.51 |
| SPY | 1998-02-11 | 1998-03-19 | $66.20 | $70.80 | Long | 246.0 | 6.94% | 21274.38 | 21274.38 |
| SPY | 1998-03-20 | 1998-06-22 | $71.41 | $72.10 | Long | 241.0 | 0.98% | 21442.35 | 21442.35 |
| SPY | 1998-06-23 | 1998-08-18 | $72.96 | $71.96 | Long | 238.0 | -1.37% | 21204.76 | 21204.76 |
| SPY | 1998-08-19 | 1998-08-20 | $71.78 | $71.35 | Long | 239.0 | -0.60% | 21102.51 | 21102.51 |
| SPY | 1998-08-21 | 1998-08-25 | $70.78 | $71.39 | Long | 241.0 | 0.86% | 21249.81 | 21249.81 |
| SPY | 1998-08-31 | 1998-09-02 | $62.59 | $64.77 | Long | 275.0 | 3.48% | 21849.30 | 21849.30 |
| SPY | 1998-10-21 | 1998-10-23 | $69.76 | $69.90 | Long | 253.0 | 0.21% | 21885.50 | 21885.50 |
| SPY | 1998-10-28 | 1998-10-30 | $69.88 | $71.97 | Long | 253.0 | 2.98% | 22413.12 | 22413.12 |
| SPY | 1998-11-02 | 1998-11-05 | $73.19 | $74.44 | Long | 248.0 | 1.70% | 22722.41 | 22722.41 |
| SPY | 1998-11-10 | 1998-11-24 | $73.93 | $77.61 | Long | 248.0 | 4.98% | 23635.09 | 23635.09 |
| SPY | 1998-11-25 | 1998-12-15 | $77.61 | $76.34 | Long | 246.0 | -1.63% | 23323.26 | 23323.26 |
| SPY | 1998-12-16 | 1998-12-23 | $76.24 | $80.88 | Long | 247.0 | 6.09% | 24469.80 | 24469.80 |
| SPY | 1998-12-24 | 1999-06-16 | $80.53 | $87.72 | Long | 246.0 | 8.93% | 26238.60 | 26238.60 |
| SPY | 1999-06-17 | 1999-07-07 | $88.55 | $92.11 | Long | 240.0 | 4.03% | 27094.70 | 27094.70 |
| SPY | 1999-07-12 | 1999-07-15 | $92.32 | $93.09 | Long | 237.0 | 0.84% | 27278.00 | 27278.00 |
| SPY | 1999-07-19 | 1999-08-16 | $92.98 | $88.28 | Long | 237.0 | -5.06% | 26163.47 | 26163.47 |
| SPY | 1999-08-17 | 1999-08-23 | $88.86 | $90.07 | Long | 238.0 | 1.37% | 26453.09 | 26453.09 |
| SPY | 1999-08-24 | 1999-09-07 | $90.40 | $89.41 | Long | 237.0 | -1.10% | 26218.45 | 26218.45 |
| SPY | 1999-09-08 | 1999-10-04 | $88.98 | $86.54 | Long | 238.0 | -2.74% | 25637.46 | 25637.46 |
| SPY | 1999-10-05 | 1999-10-06 | $86.46 | $87.78 | Long | 240.0 | 1.53% | 25955.15 | 25955.15 |
| SPY | 1999-10-14 | 1999-10-15 | $84.82 | $82.65 | Long | 247.0 | -2.56% | 25418.74 | 25418.74 |
| SPY | 1999-10-21 | 1999-10-22 | $85.38 | $86.10 | Long | 241.0 | 0.85% | 25593.19 | 25593.19 |
| SPY | 1999-10-25 | 1999-10-26 | $85.67 | $84.59 | Long | 241.0 | -1.26% | 25333.99 | 25333.99 |
| SPY | 1999-10-27 | 1999-10-29 | $86.12 | $90.67 | Long | 238.0 | 5.28% | 26416.96 | 26416.96 |
| SPY | 1999-11-02 | 1999-11-04 | $89.08 | $90.36 | Long | 240.0 | 1.44% | 26724.72 | 26724.72 |
| SPY | 1999-11-12 | 1999-11-15 | $92.49 | $92.71 | Long | 234.0 | 0.23% | 26775.53 | 26775.53 |
| SPY | 1999-11-18 | 1999-11-19 | $94.40 | $94.31 | Long | 229.0 | -0.09% | 26756.59 | 26756.59 |
| SPY | 1999-11-23 | 1999-11-24 | $93.47 | $93.96 | Long | 231.0 | 0.53% | 26871.26 | 26871.26 |
| SPY | 1999-11-30 | 1999-12-01 | $92.18 | $92.93 | Long | 236.0 | 0.81% | 27046.98 | 27046.98 |
| SPY | 1999-12-02 | 1999-12-06 | $93.49 | $94.50 | Long | 234.0 | 1.08% | 27284.12 | 27284.12 |
| SPY | 1999-12-07 | 1999-12-21 | $93.74 | $95.42 | Long | 235.0 | 1.79% | 27678.84 | 27678.84 |
| SPY | 1999-12-22 | 1999-12-29 | $95.66 | $97.41 | Long | 234.0 | 1.82% | 28086.38 | 28086.38 |
| SPY | 1999-12-30 | 1999-12-31 | $97.29 | $97.45 | Long | 233.0 | 0.16% | 28122.61 | 28122.61 |
| SPY | 2000-01-03 | 2000-01-28 | $96.49 | $90.15 | Long | 236.0 | -6.57% | 26625.33 | 26625.33 |
| SPY | 2000-02-01 | 2000-02-18 | $93.51 | $89.78 | Long | 230.0 | -3.99% | 25766.97 | 25766.97 |
| SPY | 2000-02-23 | 2000-02-24 | $90.60 | $88.78 | Long | 230.0 | -2.01% | 25347.32 | 25347.32 |
| SPY | 2000-02-28 | 2000-02-29 | $90.31 | $91.19 | Long | 227.0 | 0.96% | 25545.00 | 25545.00 |
| SPY | 2000-03-01 | 2000-03-08 | $91.85 | $90.81 | Long | 225.0 | -1.13% | 25311.75 | 25311.75 |
| SPY | 2000-03-09 | 2000-03-24 | $93.47 | $102.14 | Long | 219.0 | 9.28% | 27211.54 | 27211.54 |
| SPY | 2000-03-27 | 2000-04-25 | $101.06 | $98.55 | Long | 218.0 | -2.49% | 26663.25 | 26663.25 |
| SPY | 2000-04-27 | 2000-04-28 | $97.11 | $96.51 | Long | 222.0 | -0.62% | 26529.43 | 26529.43 |
| SPY | 2000-05-03 | 2000-05-05 | $93.62 | $95.47 | Long | 229.0 | 1.98% | 26953.05 | 26953.05 |
| SPY | 2000-05-09 | 2000-05-11 | $93.99 | $93.97 | Long | 232.0 | -0.02% | 26948.22 | 26948.22 |
| SPY | 2000-05-12 | 2000-05-15 | $94.99 | $96.63 | Long | 229.0 | 1.73% | 27324.25 | 27324.25 |
| SPY | 2000-05-18 | 2000-05-22 | $95.36 | $93.16 | Long | 232.0 | -2.31% | 26813.09 | 26813.09 |
| SPY | 2000-05-23 | 2000-05-24 | $91.79 | $93.29 | Long | 236.0 | 1.63% | 27166.28 | 27166.28 |
| SPY | 2000-06-20 | 2000-07-03 | $98.63 | $98.20 | Long | 223.0 | -0.44% | 27068.70 | 27068.70 |
| SPY | 2000-07-05 | 2000-07-07 | $96.42 | $98.74 | Long | 227.0 | 2.40% | 27593.68 | 27593.68 |
| SPY | 2000-07-19 | 2000-08-07 | $99.05 | $98.76 | Long | 225.0 | -0.29% | 27528.05 | 27528.05 |
| SPY | 2000-08-09 | 2000-08-14 | $98.30 | $99.53 | Long | 226.0 | 1.25% | 27805.86 | 27805.86 |
| SPY | 2000-08-18 | 2000-08-21 | $99.80 | $100.34 | Long | 225.0 | 0.54% | 27927.74 | 27927.74 |
| SPY | 2000-08-24 | 2000-08-25 | $100.88 | $100.84 | Long | 224.0 | -0.04% | 27918.41 | 27918.41 |
| SPY | 2000-08-30 | 2000-08-31 | $100.24 | $101.57 | Long | 225.0 | 1.33% | 28218.43 | 28218.43 |
| SPY | 2000-09-05 | 2000-09-07 | $100.86 | $100.57 | Long | 226.0 | -0.29% | 28152.51 | 28152.51 |
| SPY | 2000-09-08 | 2000-09-25 | $99.88 | $96.42 | Long | 228.0 | -3.47% | 27363.31 | 27363.31 |
| SPY | 2000-09-26 | 2000-10-05 | $95.19 | $96.38 | Long | 232.0 | 1.25% | 27639.55 | 27639.55 |
| SPY | 2000-10-06 | 2000-10-18 | $94.29 | $89.74 | Long | 237.0 | -4.83% | 26560.31 | 26560.31 |
| SPY | 2000-10-19 | 2000-10-20 | $93.12 | $93.52 | Long | 231.0 | 0.43% | 26651.99 | 26651.99 |
| SPY | 2000-10-24 | 2000-10-25 | $93.31 | $91.12 | Long | 231.0 | -2.35% | 26145.34 | 26145.34 |
| SPY | 2000-10-27 | 2000-10-30 | $93.10 | $93.94 | Long | 227.0 | 0.90% | 26335.01 | 26335.01 |
| SPY | 2000-11-07 | 2000-11-09 | $96.09 | $93.60 | Long | 221.0 | -2.59% | 25785.65 | 25785.65 |
| SPY | 2000-11-14 | 2000-11-17 | $93.00 | $91.34 | Long | 224.0 | -1.79% | 25413.66 | 25413.66 |
| SPY | 2000-11-22 | 2000-11-27 | $88.33 | $90.93 | Long | 233.0 | 2.94% | 26019.61 | 26019.61 |
| SPY | 2000-12-19 | 2000-12-20 | $87.18 | $84.66 | Long | 241.0 | -2.90% | 25411.09 | 25411.09 |
| SPY | 2001-05-15 | 2001-05-21 | $84.71 | $88.52 | Long | 242.0 | 4.50% | 26333.68 | 26333.68 |
| SPY | 2001-05-23 | 2001-05-29 | $86.90 | $85.45 | Long | 245.0 | -1.68% | 25976.21 | 25976.21 |
| SPY | 2001-05-30 | 2001-05-31 | $84.25 | $84.69 | Long | 249.0 | 0.52% | 26085.03 | 26085.03 |
| SPY | 2001-06-11 | 2001-06-12 | $84.79 | $84.64 | Long | 249.0 | -0.17% | 26048.20 | 26048.20 |
| SPY | 2001-06-15 | 2001-06-18 | $82.16 | $81.76 | Long | 256.0 | -0.48% | 25946.36 | 25946.36 |
| SPY | 2001-07-19 | 2001-07-20 | $82.31 | $81.82 | Long | 255.0 | -0.60% | 25820.84 | 25820.84 |
| SPY | 2001-08-15 | 2001-08-16 | $79.73 | $80.00 | Long | 262.0 | 0.35% | 25893.27 | 25893.27 |
| SPY | 2001-08-27 | 2001-08-28 | $79.78 | $78.61 | Long | 262.0 | -1.46% | 25587.64 | 25587.64 |
| SPY | 2001-11-16 | 2001-11-19 | $77.40 | $78.36 | Long | 267.0 | 1.23% | 25842.46 | 25842.46 |
| SPY | 2001-11-26 | 2001-11-28 | $78.47 | $76.71 | Long | 266.0 | -2.23% | 25376.15 | 25376.15 |
| SPY | 2001-11-29 | 2001-12-03 | $77.75 | $76.73 | Long | 264.0 | -1.31% | 25108.12 | 25108.12 |
| SPY | 2001-12-04 | 2001-12-10 | $78.03 | $77.42 | Long | 260.0 | -0.79% | 24947.98 | 24947.98 |
| SPY | 2001-12-13 | 2001-12-14 | $75.85 | $76.57 | Long | 266.0 | 0.95% | 25140.62 | 25140.62 |
| SPY | 2001-12-18 | 2001-12-24 | $77.82 | $77.92 | Long | 261.0 | 0.12% | 25165.71 | 25165.71 |
| SPY | 2001-12-26 | 2002-01-10 | $78.35 | $78.84 | Long | 260.0 | 0.62% | 25292.85 | 25292.85 |
| SPY | 2002-01-11 | 2002-01-14 | $78.06 | $77.57 | Long | 262.0 | -0.63% | 25164.73 | 25164.73 |
| SPY | 2002-01-16 | 2002-01-17 | $76.62 | $77.20 | Long | 266.0 | 0.75% | 25318.29 | 25318.29 |
| SPY | 2002-01-22 | 2002-01-23 | $76.32 | $76.90 | Long | 268.0 | 0.77% | 25474.82 | 25474.82 |
| SPY | 2002-02-01 | 2002-02-05 | $76.51 | $74.14 | Long | 269.0 | -3.09% | 24839.05 | 24839.05 |
| SPY | 2002-02-08 | 2002-02-11 | $74.77 | $75.69 | Long | 269.0 | 1.23% | 25085.68 | 25085.68 |
| SPY | 2002-02-21 | 2002-02-22 | $73.55 | $74.46 | Long | 276.0 | 1.24% | 25336.86 | 25336.86 |
| SPY | 2002-03-04 | 2002-04-16 | $78.61 | $77.10 | Long | 261.0 | -1.93% | 24941.78 | 24941.78 |
| SPY | 2002-04-23 | 2002-04-24 | $75.27 | $74.52 | Long | 268.0 | -1.00% | 24739.17 | 24739.17 |
| SPY | 2002-04-26 | 2002-04-29 | $73.14 | $72.78 | Long | 273.0 | -0.49% | 24640.63 | 24640.63 |
| SPY | 2002-05-02 | 2002-05-03 | $74.07 | $73.27 | Long | 269.0 | -1.08% | 24424.44 | 24424.44 |
| SPY | 2002-11-18 | 2002-11-26 | $62.12 | $62.96 | Long | 318.0 | 1.35% | 24690.80 | 24690.80 |
| SPY | 2002-11-27 | 2002-12-03 | $64.73 | $63.76 | Long | 308.0 | -1.50% | 24392.64 | 24392.64 |
| SPY | 2002-12-04 | 2002-12-06 | $63.47 | $63.19 | Long | 311.0 | -0.45% | 24302.96 | 24302.96 |
| SPY | 2002-12-09 | 2002-12-10 | $61.45 | $62.27 | Long | 320.0 | 1.34% | 24566.60 | 24566.60 |
| SPY | 2002-12-11 | 2002-12-12 | $62.33 | $62.32 | Long | 319.0 | -0.01% | 24564.41 | 24564.41 |
| SPY | 2002-12-13 | 2002-12-20 | $61.34 | $62.08 | Long | 324.0 | 1.22% | 24805.95 | 24805.95 |
| SPY | 2002-12-23 | 2002-12-27 | $62.10 | $60.28 | Long | 323.0 | -2.93% | 24217.66 | 24217.66 |
| SPY | 2002-12-31 | 2003-01-03 | $60.87 | $63.02 | Long | 322.0 | 3.54% | 24910.76 | 24910.76 |
| SPY | 2003-01-07 | 2003-01-27 | $63.97 | $58.78 | Long | 315.0 | -8.12% | 23274.35 | 23274.35 |
| SPY | 2003-02-21 | 2003-02-24 | $58.77 | $57.81 | Long | 320.0 | -1.62% | 22969.70 | 22969.70 |
| SPY | 2003-03-04 | 2003-03-05 | $57.09 | $57.57 | Long | 325.0 | 0.85% | 23126.65 | 23126.65 |
| SPY | 2003-03-06 | 2003-03-07 | $57.09 | $57.48 | Long | 328.0 | 0.69% | 23255.63 | 23255.63 |
| SPY | 2003-03-17 | 2003-03-21 | $59.87 | $62.11 | Long | 314.0 | 3.74% | 23958.45 | 23958.45 |
| SPY | 2003-03-24 | 2003-03-28 | $60.04 | $60.06 | Long | 323.0 | 0.02% | 23962.93 | 23962.93 |
| SPY | 2003-03-31 | 2003-04-02 | $58.69 | $61.03 | Long | 330.0 | 3.99% | 24735.48 | 24735.48 |
| SPY | 2003-04-09 | 2003-04-10 | $60.28 | $60.61 | Long | 332.0 | 0.55% | 24845.86 | 24845.86 |
| SPY | 2003-04-11 | 2003-04-14 | $60.36 | $61.61 | Long | 333.0 | 2.07% | 25261.02 | 25261.02 |
| SPY | 2003-04-22 | 2003-04-23 | $63.26 | $63.85 | Long | 323.0 | 0.92% | 25448.94 | 25448.94 |
| SPY | 2003-04-25 | 2003-04-28 | $62.50 | $63.58 | Long | 329.0 | 1.73% | 25804.43 | 25804.43 |
| SPY | 2003-04-29 | 2003-05-02 | $63.80 | $64.56 | Long | 327.0 | 1.19% | 26053.56 | 26053.56 |
| SPY | 2003-05-06 | 2003-05-08 | $65.04 | $64.03 | Long | 324.0 | -1.55% | 25725.92 | 25725.92 |
| SPY | 2003-05-09 | 2003-12-01 | $64.92 | $75.09 | Long | 320.0 | 15.66% | 28978.83 | 28978.83 |
| SPY | 2003-12-02 | 2004-05-24 | $74.90 | $77.59 | Long | 313.0 | 3.59% | 29821.02 | 29821.02 |
| SPY | 2004-06-02 | 2004-06-15 | $79.60 | $80.23 | Long | 303.0 | 0.79% | 30010.76 | 30010.76 |
| SPY | 2004-06-16 | 2004-06-17 | $80.21 | $80.09 | Long | 303.0 | -0.15% | 29974.52 | 29974.52 |
| SPY | 2004-06-18 | 2004-06-22 | $80.24 | $80.34 | Long | 302.0 | 0.12% | 30004.38 | 30004.38 |
| SPY | 2004-06-25 | 2004-06-28 | $80.39 | $80.12 | Long | 302.0 | -0.34% | 29921.21 | 29921.21 |
| SPY | 2004-06-29 | 2004-07-27 | $80.45 | $77.52 | Long | 301.0 | -3.64% | 29039.09 | 29039.09 |
| SPY | 2004-08-05 | 2004-08-09 | $76.55 | $75.56 | Long | 307.0 | -1.29% | 28735.57 | 28735.57 |
| SPY | 2004-09-02 | 2004-09-07 | $79.50 | $79.70 | Long | 292.0 | 0.25% | 28793.31 | 28793.31 |
| SPY | 2004-09-08 | 2004-09-09 | $79.50 | $79.43 | Long | 293.0 | -0.09% | 28772.62 | 28772.62 |
| SPY | 2004-09-13 | 2004-09-14 | $80.10 | $80.26 | Long | 290.0 | 0.20% | 28819.72 | 28819.72 |
| SPY | 2004-09-20 | 2004-09-21 | $79.75 | $80.10 | Long | 292.0 | 0.44% | 28921.18 | 28921.18 |
| SPY | 2004-09-22 | 2004-09-23 | $79.10 | $78.67 | Long | 296.0 | -0.54% | 28795.24 | 28795.24 |
| SPY | 2004-09-24 | 2004-09-29 | $79.04 | $79.31 | Long | 295.0 | 0.34% | 28874.73 | 28874.73 |
| SPY | 2004-09-30 | 2004-10-01 | $79.25 | $80.59 | Long | 295.0 | 1.69% | 29270.09 | 29270.09 |
| SPY | 2004-10-05 | 2004-10-07 | $80.77 | $80.45 | Long | 293.0 | -0.40% | 29176.59 | 29176.59 |
| SPY | 2004-10-08 | 2004-10-15 | $79.78 | $78.89 | Long | 296.0 | -1.11% | 28914.23 | 28914.23 |
| SPY | 2004-10-18 | 2004-10-25 | $79.19 | $77.90 | Long | 295.0 | -1.63% | 28533.51 | 28533.51 |
| SPY | 2004-10-28 | 2004-10-29 | $80.28 | $80.27 | Long | 287.0 | -0.02% | 28529.44 | 28529.44 |
| SPY | 2004-11-02 | 2004-11-03 | $80.52 | $81.53 | Long | 287.0 | 1.26% | 28820.46 | 28820.46 |
| SPY | 2004-11-04 | 2004-12-01 | $82.65 | $84.80 | Long | 282.0 | 2.60% | 29426.86 | 29426.86 |
| SPY | 2004-12-03 | 2004-12-10 | $84.81 | $84.87 | Long | 281.0 | 0.07% | 29442.85 | 29442.85 |
| SPY | 2004-12-13 | 2005-02-15 | $85.61 | $86.56 | Long | 278.0 | 1.11% | 29706.98 | 29706.98 |
| SPY | 2005-02-16 | 2005-04-06 | $86.61 | $85.08 | Long | 277.0 | -1.77% | 29282.86 | 29282.86 |
| SPY | 2005-04-07 | 2005-04-21 | $85.54 | $83.22 | Long | 277.0 | -2.71% | 28641.00 | 28641.00 |
| SPY | 2005-04-27 | 2005-04-28 | $82.97 | $81.93 | Long | 279.0 | -1.25% | 28350.78 | 28350.78 |
| SPY | 2005-06-07 | 2005-06-08 | $86.18 | $86.02 | Long | 266.0 | -0.18% | 28308.80 | 28308.80 |
| SPY | 2005-06-10 | 2005-06-13 | $86.23 | $86.50 | Long | 265.0 | 0.32% | 28381.04 | 28381.04 |
| SPY | 2005-06-15 | 2005-06-16 | $86.87 | $87.09 | Long | 264.0 | 0.26% | 28439.75 | 28439.75 |
| SPY | 2005-06-21 | 2005-06-29 | $87.49 | $86.31 | Long | 263.0 | -1.35% | 28129.08 | 28129.08 |
| SPY | 2005-07-05 | 2005-07-06 | $86.79 | $86.06 | Long | 262.0 | -0.84% | 27938.48 | 27938.48 |
| SPY | 2005-07-14 | 2005-08-17 | $88.53 | $88.02 | Long | 255.0 | -0.58% | 27808.07 | 27808.07 |
| SPY | 2005-08-19 | 2005-08-23 | $88.21 | $88.05 | Long | 255.0 | -0.19% | 27765.83 | 27765.83 |
| SPY | 2005-08-25 | 2005-08-26 | $87.58 | $86.98 | Long | 256.0 | -0.68% | 27612.79 | 27612.79 |
| SPY | 2005-08-29 | 2005-08-31 | $87.65 | $88.29 | Long | 255.0 | 0.73% | 27776.25 | 27776.25 |
| SPY | 2005-09-01 | 2005-09-02 | $88.23 | $88.07 | Long | 255.0 | -0.18% | 27735.85 | 27735.85 |
| SPY | 2005-09-07 | 2005-10-24 | $89.25 | $86.77 | Long | 251.0 | -2.78% | 27113.34 | 27113.34 |
| SPY | 2005-10-25 | 2005-10-26 | $86.60 | $86.34 | Long | 253.0 | -0.29% | 27049.29 | 27049.29 |
| SPY | 2005-10-28 | 2005-10-31 | $86.65 | $86.89 | Long | 252.0 | 0.28% | 27109.44 | 27109.44 |
| SPY | 2005-11-01 | 2005-11-02 | $87.15 | $88.06 | Long | 251.0 | 1.05% | 27338.20 | 27338.20 |
| SPY | 2005-11-03 | 2005-11-04 | $88.44 | $88.32 | Long | 250.0 | -0.13% | 27309.27 | 27309.27 |
| SPY | 2005-11-07 | 2005-11-08 | $88.41 | $88.41 | Long | 250.0 | 0.00% | 27309.27 | 27309.27 |
| SPY | 2005-11-09 | 2005-11-10 | $88.53 | $89.21 | Long | 249.0 | 0.78% | 27480.37 | 27480.37 |
| SPY | 2005-11-11 | 2005-11-17 | $89.52 | $90.15 | Long | 248.0 | 0.71% | 27638.22 | 27638.22 |
| SPY | 2005-11-18 | 2005-11-21 | $90.51 | $90.96 | Long | 247.0 | 0.50% | 27750.78 | 27750.78 |
| SPY | 2005-11-23 | 2005-11-25 | $91.88 | $91.96 | Long | 244.0 | 0.08% | 27768.43 | 27768.43 |
| SPY | 2005-11-28 | 2005-12-29 | $91.30 | $91.03 | Long | 246.0 | -0.30% | 27701.78 | 27701.78 |
| SPY | 2005-12-30 | 2006-02-27 | $90.54 | $94.14 | Long | 247.0 | 3.98% | 28590.85 | 28590.85 |
| SPY | 2006-02-28 | 2006-03-14 | $93.24 | $94.66 | Long | 248.0 | 1.52% | 28942.51 | 28942.51 |
| SPY | 2006-03-17 | 2006-06-27 | $95.36 | $90.86 | Long | 245.0 | -4.71% | 27841.10 | 27841.10 |
| SPY | 2006-06-28 | 2006-06-29 | $91.48 | $93.33 | Long | 246.0 | 2.02% | 28295.69 | 28295.69 |
| SPY | 2006-06-30 | 2006-07-03 | $93.34 | $93.72 | Long | 245.0 | 0.41% | 28389.11 | 28389.11 |
| SPY | 2006-07-05 | 2006-07-06 | $93.18 | $93.45 | Long | 246.0 | 0.29% | 28455.86 | 28455.86 |
| SPY | 2006-07-07 | 2006-07-10 | $92.84 | $93.02 | Long | 248.0 | 0.19% | 28499.50 | 28499.50 |
| SPY | 2006-07-11 | 2006-07-24 | $93.43 | $92.55 | Long | 247.0 | -0.94% | 28282.15 | 28282.15 |
| SPY | 2006-07-25 | 2006-10-12 | $92.88 | $100.37 | Long | 246.0 | 8.07% | 30125.47 | 30125.47 |
| SPY | 2006-10-17 | 2007-07-06 | $100.47 | $114.24 | Long | 242.0 | 13.71% | 33457.77 | 33457.77 |
| SPY | 2007-07-09 | 2007-08-22 | $114.33 | $109.51 | Long | 237.0 | -4.21% | 32316.23 | 32316.23 |
| SPY | 2007-08-24 | 2007-08-27 | $110.77 | $109.74 | Long | 236.0 | -0.93% | 32073.02 | 32073.02 |
| SPY | 2007-08-28 | 2007-09-24 | $107.32 | $113.81 | Long | 242.0 | 6.04% | 33642.98 | 33642.98 |
| SPY | 2007-09-25 | 2007-10-15 | $113.59 | $116.30 | Long | 239.0 | 2.39% | 34292.12 | 34292.12 |
| SPY | 2007-10-16 | 2007-10-25 | $115.38 | $113.92 | Long | 240.0 | -1.26% | 33942.78 | 33942.78 |
| SPY | 2007-10-26 | 2007-10-31 | $115.26 | $116.03 | Long | 238.0 | 0.67% | 34126.70 | 34126.70 |
| SPY | 2007-11-01 | 2007-11-13 | $113.32 | $111.10 | Long | 243.0 | -1.95% | 33588.86 | 33588.86 |
| SPY | 2007-11-14 | 2007-11-21 | $110.80 | $106.30 | Long | 245.0 | -4.06% | 32487.76 | 32487.76 |
| SPY | 2007-12-14 | 2007-12-18 | $110.42 | $109.45 | Long | 238.0 | -0.88% | 32257.41 | 32257.41 |
| SPY | 2007-12-21 | 2007-12-24 | $111.72 | $112.55 | Long | 233.0 | 0.74% | 32450.71 | 32450.71 |
| SPY | 2007-12-26 | 2008-01-03 | $112.79 | $109.26 | Long | 233.0 | -3.14% | 31626.52 | 31626.52 |
| SPY | 2008-01-04 | 2008-01-07 | $106.58 | $106.49 | Long | 240.0 | -0.08% | 31604.80 | 31604.80 |
| SPY | 2008-02-29 | 2008-03-05 | $100.93 | $100.94 | Long | 253.0 | 0.01% | 31606.71 | 31606.71 |
| SPY | 2008-05-05 | 2008-05-07 | $106.73 | $105.74 | Long | 239.0 | -0.93% | 31369.42 | 31369.42 |
| SPY | 2008-05-13 | 2008-05-22 | $106.47 | $105.73 | Long | 238.0 | -0.69% | 31194.45 | 31194.45 |
| SPY | 2008-05-23 | 2008-05-28 | $104.32 | $105.57 | Long | 242.0 | 1.21% | 31498.91 | 31498.91 |
| SPY | 2008-06-03 | 2008-06-05 | $104.66 | $106.70 | Long | 243.0 | 1.95% | 31994.32 | 31994.32 |
| SPY | 2008-06-09 | 2008-06-11 | $103.54 | $101.51 | Long | 250.0 | -1.96% | 31486.54 | 31486.54 |
| SPY | 2008-06-17 | 2008-06-20 | $102.75 | $100.23 | Long | 248.0 | -2.45% | 30862.38 | 30862.38 |
| SPY | 2008-06-23 | 2008-06-24 | $100.13 | $99.93 | Long | 249.0 | -0.20% | 30813.06 | 30813.06 |
| SPY | 2008-06-27 | 2008-07-01 | $97.14 | $97.79 | Long | 256.0 | 0.67% | 30978.82 | 30978.82 |
| SPY | 2008-07-03 | 2008-07-07 | $96.22 | $95.23 | Long | 260.0 | -1.02% | 30723.33 | 30723.33 |
| SPY | 2008-07-18 | 2008-07-21 | $95.96 | $96.02 | Long | 259.0 | 0.06% | 30737.14 | 30737.14 |
| SPY | 2008-08-08 | 2008-08-19 | $98.55 | $96.73 | Long | 252.0 | -1.84% | 30280.28 | 30280.28 |
| SPY | 2008-08-20 | 2008-08-26 | $97.18 | $97.04 | Long | 252.0 | -0.15% | 30243.81 | 30243.81 |
| SPY | 2008-08-27 | 2008-09-03 | $97.98 | $97.41 | Long | 250.0 | -0.58% | 30100.98 | 30100.98 |
| SPY | 2008-09-04 | 2008-09-08 | $94.48 | $96.73 | Long | 258.0 | 2.39% | 30682.71 | 30682.71 |
| SPY | 2008-09-19 | 2008-09-22 | $95.07 | $92.92 | Long | 261.0 | -2.26% | 30120.93 | 30120.93 |
| SPY | 2009-04-17 | 2009-04-20 | $67.74 | $64.90 | Long | 360.0 | -4.19% | 29098.79 | 29098.79 |
| SPY | 2009-04-27 | 2009-04-28 | $66.77 | $66.56 | Long | 352.0 | -0.31% | 29024.86 | 29024.86 |
| SPY | 2009-04-30 | 2010-04-06 | $68.00 | $94.45 | Long | 345.0 | 38.90% | 38150.88 | 38150.88 |
| SPY | 2010-04-07 | 2010-04-09 | $93.92 | $94.86 | Long | 329.0 | 1.01% | 38461.53 | 38461.53 |
| SPY | 2010-04-12 | 2010-04-15 | $95.01 | $96.24 | Long | 327.0 | 1.29% | 38863.70 | 38863.70 |
| SPY | 2010-04-16 | 2010-06-11 | $94.71 | $87.03 | Long | 332.0 | -8.11% | 36313.67 | 36313.67 |
| SPY | 2010-06-17 | 2010-06-18 | $88.98 | $89.08 | Long | 330.0 | 0.11% | 36345.43 | 36345.43 |
| SPY | 2010-06-24 | 2010-06-25 | $85.64 | $86.00 | Long | 343.0 | 0.42% | 36468.49 | 36468.49 |
| SPY | 2010-06-30 | 2010-07-01 | $82.29 | $81.92 | Long | 358.0 | -0.45% | 36337.20 | 36337.20 |
| SPY | 2010-07-07 | 2010-07-08 | $84.60 | $85.43 | Long | 347.0 | 0.99% | 36627.67 | 36627.67 |
| SPY | 2010-07-09 | 2010-07-15 | $86.07 | $87.44 | Long | 344.0 | 1.59% | 37099.38 | 37099.38 |
| SPY | 2010-07-16 | 2010-07-19 | $85.03 | $85.54 | Long | 353.0 | 0.59% | 37276.68 | 37276.68 |
| SPY | 2010-07-23 | 2010-08-12 | $88.02 | $86.60 | Long | 343.0 | -1.61% | 36789.93 | 36789.93 |
| SPY | 2010-08-19 | 2010-08-23 | $86.01 | $85.40 | Long | 346.0 | -0.70% | 36580.29 | 36580.29 |
| SPY | 2010-10-14 | 2010-10-15 | $94.15 | $94.34 | Long | 314.0 | 0.20% | 36640.69 | 36640.69 |
| SPY | 2010-10-18 | 2010-11-04 | $94.80 | $97.99 | Long | 313.0 | 3.36% | 37639.17 | 37639.17 |
| SPY | 2010-11-08 | 2011-07-14 | $98.18 | $106.47 | Long | 310.0 | 8.45% | 40210.96 | 40210.96 |
| SPY | 2011-07-15 | 2011-07-21 | $107.09 | $109.37 | Long | 304.0 | 2.13% | 40903.17 | 40903.17 |
| SPY | 2011-07-22 | 2011-08-24 | $109.44 | $96.02 | Long | 302.0 | -12.26% | 36850.96 | 36850.96 |
| SPY | 2011-08-25 | 2011-08-29 | $94.56 | $98.69 | Long | 315.0 | 4.37% | 38152.25 | 38152.25 |
| SPY | 2011-09-12 | 2011-09-13 | $94.88 | $95.75 | Long | 325.0 | 0.92% | 38435.04 | 38435.04 |
| SPY | 2011-09-21 | 2011-09-26 | $95.33 | $95.01 | Long | 326.0 | -0.33% | 38331.12 | 38331.12 |
| SPY | 2011-11-09 | 2011-11-15 | $100.67 | $103.06 | Long | 308.0 | 2.37% | 39066.25 | 39066.25 |
| SPY | 2011-11-16 | 2011-11-29 | $101.42 | $98.13 | Long | 312.0 | -3.25% | 38038.49 | 38038.49 |
| SPY | 2011-12-02 | 2011-12-05 | $102.06 | $103.17 | Long | 301.0 | 1.09% | 38373.10 | 38373.10 |
| SPY | 2011-12-06 | 2011-12-07 | $103.20 | $103.59 | Long | 301.0 | 0.37% | 38488.74 | 38488.74 |
| SPY | 2011-12-23 | 2011-12-27 | $103.96 | $104.05 | Long | 299.0 | 0.08% | 38513.33 | 38513.33 |
| SPY | 2011-12-28 | 2011-12-30 | $102.68 | $103.23 | Long | 303.0 | 0.54% | 38680.32 | 38680.32 |
| SPY | 2012-01-03 | 2012-05-11 | $104.88 | $112.04 | Long | 298.0 | 6.83% | 40813.73 | 40813.73 |
| SPY | 2012-05-14 | 2012-05-15 | $110.80 | $110.16 | Long | 298.0 | -0.57% | 40624.16 | 40624.16 |
| SPY | 2012-05-29 | 2012-05-30 | $110.46 | $108.86 | Long | 297.0 | -1.45% | 40148.14 | 40148.14 |
| SPY | 2012-06-08 | 2012-06-11 | $109.96 | $108.57 | Long | 295.0 | -1.27% | 39736.25 | 39736.25 |
| SPY | 2012-06-13 | 2012-06-21 | $109.11 | $109.98 | Long | 294.0 | 0.79% | 39991.18 | 39991.18 |
| SPY | 2012-06-22 | 2012-06-26 | $110.83 | $109.60 | Long | 292.0 | -1.11% | 39632.31 | 39632.31 |
| SPY | 2012-06-28 | 2012-07-05 | $110.27 | $113.59 | Long | 291.0 | 3.01% | 40598.90 | 40598.90 |
| SPY | 2012-07-06 | 2012-07-09 | $112.51 | $112.37 | Long | 292.0 | -0.13% | 40557.68 | 40557.68 |
| SPY | 2012-07-10 | 2012-07-11 | $111.39 | $111.41 | Long | 294.0 | 0.01% | 40562.56 | 40562.56 |
| SPY | 2012-07-12 | 2012-07-24 | $110.87 | $111.22 | Long | 296.0 | 0.31% | 40665.80 | 40665.80 |
| SPY | 2012-07-26 | 2012-07-27 | $113.08 | $115.16 | Long | 291.0 | 1.84% | 41272.34 | 41272.34 |
| SPY | 2012-07-30 | 2012-08-03 | $115.16 | $115.72 | Long | 290.0 | 0.48% | 41433.68 | 41433.68 |
| SPY | 2012-08-08 | 2012-08-14 | $116.66 | $116.91 | Long | 287.0 | 0.21% | 41505.18 | 41505.18 |
| SPY | 2012-08-16 | 2012-09-06 | $117.91 | $119.39 | Long | 285.0 | 1.25% | 41926.45 | 41926.45 |
| SPY | 2012-09-10 | 2012-09-12 | $119.17 | $119.90 | Long | 284.0 | 0.61% | 42133.98 | 42133.98 |
| SPY | 2012-09-17 | 2013-02-04 | $121.85 | $125.74 | Long | 280.0 | 3.19% | 43220.96 | 43220.96 |
| SPY | 2013-02-05 | 2013-09-09 | $127.01 | $142.32 | Long | 275.0 | 12.06% | 47432.59 | 47432.59 |
| SPY | 2013-09-10 | 2013-09-11 | $143.37 | $143.82 | Long | 267.0 | 0.31% | 47552.73 | 47552.73 |
| SPY | 2013-09-12 | 2013-10-10 | $143.44 | $144.33 | Long | 268.0 | 0.62% | 47791.72 | 47791.72 |
| SPY | 2013-10-11 | 2013-10-14 | $145.26 | $145.84 | Long | 266.0 | 0.40% | 47946.04 | 47946.04 |
| SPY | 2013-10-15 | 2013-10-16 | $144.78 | $146.81 | Long | 268.0 | 1.40% | 48487.95 | 48487.95 |
| SPY | 2013-10-17 | 2013-11-06 | $147.79 | $151.16 | Long | 265.0 | 2.28% | 49381.02 | 49381.02 |
| SPY | 2013-11-07 | 2013-11-08 | $149.25 | $151.26 | Long | 268.0 | 1.35% | 49920.64 | 49920.64 |
| SPY | 2013-11-12 | 2013-11-13 | $150.98 | $152.19 | Long | 267.0 | 0.80% | 50244.11 | 50244.11 |
| SPY | 2013-11-18 | 2013-11-22 | $153.08 | $154.26 | Long | 265.0 | 0.77% | 50558.38 | 50558.38 |
| SPY | 2013-11-25 | 2013-11-27 | $154.11 | $154.53 | Long | 265.0 | 0.27% | 50669.17 | 50669.17 |
| SPY | 2013-11-29 | 2014-03-07 | $154.43 | $161.49 | Long | 265.0 | 4.57% | 52540.41 | 52540.41 |
| SPY | 2014-03-10 | 2014-04-24 | $161.40 | $161.83 | Long | 263.0 | 0.27% | 52653.62 | 52653.62 |
| SPY | 2014-04-25 | 2014-10-28 | $160.50 | $172.57 | Long | 265.0 | 7.52% | 55850.43 | 55850.43 |
| SPY | 2014-10-29 | 2014-11-25 | $172.31 | $180.14 | Long | 262.0 | 4.54% | 57901.31 | 57901.31 |
| SPY | 2014-11-26 | 2014-12-26 | $180.60 | $182.29 | Long | 259.0 | 0.94% | 58339.56 | 58339.56 |
| SPY | 2014-12-30 | 2015-01-15 | $181.55 | $174.05 | Long | 260.0 | -4.13% | 56388.65 | 56388.65 |
| SPY | 2015-01-20 | 2015-01-28 | $176.71 | $175.03 | Long | 258.0 | -0.95% | 55955.44 | 55955.44 |
| SPY | 2015-01-29 | 2015-02-02 | $176.65 | $176.59 | Long | 256.0 | -0.03% | 55939.77 | 55939.77 |
| SPY | 2015-02-03 | 2015-02-04 | $179.14 | $178.46 | Long | 252.0 | -0.38% | 55767.87 | 55767.87 |
| SPY | 2015-02-09 | 2015-02-10 | $178.96 | $180.86 | Long | 252.0 | 1.07% | 56248.30 | 56248.30 |
| SPY | 2015-02-12 | 2015-02-20 | $182.71 | $184.74 | Long | 249.0 | 1.11% | 56753.51 | 56753.51 |
| SPY | 2015-02-23 | 2015-02-24 | $184.71 | $185.24 | Long | 248.0 | 0.28% | 56883.64 | 56883.64 |
| SPY | 2015-02-25 | 2015-03-02 | $185.08 | $185.39 | Long | 248.0 | 0.17% | 56961.72 | 56961.72 |
| SPY | 2015-03-03 | 2015-04-07 | $184.63 | $182.08 | Long | 249.0 | -1.38% | 56325.20 | 56325.20 |
| SPY | 2015-04-08 | 2015-04-10 | $182.69 | $184.50 | Long | 249.0 | 0.99% | 56775.77 | 56775.77 |
| SPY | 2015-04-13 | 2015-04-15 | $183.67 | $184.84 | Long | 250.0 | 0.64% | 57070.03 | 57070.03 |
| SPY | 2015-04-16 | 2015-04-22 | $184.79 | $185.02 | Long | 250.0 | 0.12% | 57127.13 | 57127.13 |
| SPY | 2015-04-27 | 2015-05-04 | $185.14 | $185.62 | Long | 249.0 | 0.26% | 57247.42 | 57247.42 |
| SPY | 2015-05-05 | 2015-05-08 | $183.50 | $185.89 | Long | 252.0 | 1.30% | 57849.52 | 57849.52 |
| SPY | 2015-05-11 | 2015-05-14 | $185.00 | $186.41 | Long | 253.0 | 0.76% | 58205.10 | 58205.10 |
| SPY | 2015-05-19 | 2015-05-20 | $187.13 | $186.99 | Long | 251.0 | -0.07% | 58172.02 | 58172.02 |
| SPY | 2015-05-21 | 2015-07-13 | $187.54 | $185.15 | Long | 251.0 | -1.27% | 57573.41 | 57573.41 |
| SPY | 2015-07-14 | 2015-07-16 | $186.00 | $187.37 | Long | 250.0 | 0.74% | 57915.45 | 57915.45 |
| SPY | 2015-07-20 | 2015-07-29 | $187.68 | $186.05 | Long | 249.0 | -0.87% | 57508.84 | 57508.84 |
| SPY | 2015-07-30 | 2015-08-18 | $186.09 | $185.30 | Long | 250.0 | -0.42% | 57312.44 | 57312.44 |
| SPY | 2015-08-19 | 2015-08-21 | $183.85 | $174.45 | Long | 252.0 | -5.11% | 54943.46 | 54943.46 |
| SPY | 2015-08-24 | 2015-08-28 | $167.27 | $175.87 | Long | 266.0 | 5.14% | 57230.38 | 57230.38 |
| SPY | 2015-08-31 | 2015-09-01 | $174.37 | $169.27 | Long | 265.0 | -2.92% | 55880.70 | 55880.70 |
| SPY | 2015-09-09 | 2015-09-10 | $171.91 | $172.88 | Long | 263.0 | 0.56% | 56133.74 | 56133.74 |
| SPY | 2015-11-09 | 2015-11-10 | $184.64 | $185.07 | Long | 246.0 | 0.23% | 56238.52 | 56238.52 |
| SPY | 2015-11-11 | 2015-11-16 | $184.34 | $182.46 | Long | 247.0 | -1.02% | 55773.86 | 55773.86 |
| SPY | 2015-11-18 | 2015-11-20 | $185.22 | $185.73 | Long | 243.0 | 0.28% | 55898.92 | 55898.92 |
| SPY | 2015-11-23 | 2015-11-25 | $185.52 | $185.74 | Long | 244.0 | 0.12% | 55953.05 | 55953.05 |
| SPY | 2015-11-27 | 2015-12-02 | $185.96 | $185.04 | Long | 243.0 | -0.49% | 55730.96 | 55730.96 |
| SPY | 2015-12-03 | 2015-12-04 | $182.45 | $186.01 | Long | 247.0 | 1.95% | 56609.86 | 56609.86 |
| SPY | 2015-12-08 | 2015-12-09 | $183.64 | $182.21 | Long | 249.0 | -0.78% | 56254.13 | 56254.13 |
| SPY | 2015-12-17 | 2015-12-18 | $181.79 | $178.57 | Long | 250.0 | -1.77% | 55449.19 | 55449.19 |
| SPY | 2015-12-24 | 2015-12-30 | $183.62 | $183.84 | Long | 244.0 | 0.12% | 55503.64 | 55503.64 |
| SPY | 2016-01-29 | 2016-02-01 | $172.94 | $172.88 | Long | 259.0 | -0.04% | 55487.46 | 55487.46 |
| SPY | 2016-02-16 | 2016-02-17 | $169.42 | $172.19 | Long | 265.0 | 1.63% | 56220.85 | 56220.85 |
| SPY | 2016-02-18 | 2016-02-19 | $171.49 | $171.41 | Long | 265.0 | -0.05% | 56199.56 | 56199.56 |
| SPY | 2016-02-22 | 2016-03-08 | $173.89 | $177.12 | Long | 261.0 | 1.86% | 57043.03 | 57043.03 |
| SPY | 2016-03-09 | 2016-04-05 | $177.99 | $183.22 | Long | 259.0 | 2.94% | 58397.66 | 58397.66 |
| SPY | 2016-04-06 | 2016-05-03 | $185.23 | $184.99 | Long | 255.0 | -0.13% | 58338.17 | 58338.17 |
| SPY | 2016-05-09 | 2016-05-11 | $184.75 | $185.30 | Long | 255.0 | 0.30% | 58477.75 | 58477.75 |
| SPY | 2016-05-12 | 2016-05-16 | $185.35 | $185.55 | Long | 255.0 | 0.11% | 58528.09 | 58528.09 |
| SPY | 2016-05-19 | 2016-05-24 | $183.23 | $186.53 | Long | 258.0 | 1.80% | 59377.73 | 59377.73 |
| SPY | 2016-05-25 | 2016-10-06 | $187.79 | $195.62 | Long | 256.0 | 4.17% | 61382.42 | 61382.42 |
| SPY | 2016-10-07 | 2016-10-10 | $194.95 | $195.97 | Long | 255.0 | 0.52% | 61641.34 | 61641.34 |
| SPY | 2016-10-11 | 2016-10-24 | $193.49 | $194.82 | Long | 258.0 | 0.68% | 61982.83 | 61982.83 |
| SPY | 2016-10-25 | 2016-10-27 | $194.16 | $193.26 | Long | 258.0 | -0.47% | 61748.93 | 61748.93 |
| SPY | 2016-10-31 | 2016-11-08 | $192.69 | $194.11 | Long | 259.0 | 0.73% | 62115.23 | 62115.23 |
| SPY | 2016-11-10 | 2016-11-21 | $196.66 | $199.58 | Long | 255.0 | 1.49% | 62861.94 | 62861.94 |
| SPY | 2016-11-28 | 2017-01-23 | $199.88 | $206.24 | Long | 254.0 | 3.18% | 64475.11 | 64475.11 |
| SPY | 2017-01-24 | 2017-09-11 | $207.56 | $229.37 | Long | 251.0 | 10.51% | 69949.56 | 69949.56 |
| SPY | 2017-09-14 | 2018-04-06 | $230.18 | $242.41 | Long | 246.0 | 5.31% | 72958.47 | 72958.47 |
| SPY | 2018-04-09 | 2018-04-10 | $243.60 | $247.48 | Long | 242.0 | 1.59% | 73895.84 | 73895.84 |
| SPY | 2018-04-11 | 2018-04-13 | $246.18 | $247.48 | Long | 243.0 | 0.53% | 74211.09 | 74211.09 |
| SPY | 2018-04-16 | 2018-04-19 | $249.51 | $250.97 | Long | 240.0 | 0.58% | 74560.54 | 74560.54 |
| SPY | 2018-04-25 | 2018-04-26 | $246.06 | $248.56 | Long | 245.0 | 1.02% | 75173.38 | 75173.38 |
| SPY | 2018-04-27 | 2018-04-30 | $248.79 | $246.88 | Long | 244.0 | -0.77% | 74706.52 | 74706.52 |
| SPY | 2018-05-01 | 2018-05-04 | $247.32 | $248.29 | Long | 244.0 | 0.39% | 74943.36 | 74943.36 |
| SPY | 2018-05-07 | 2018-05-11 | $249.13 | $254.66 | Long | 243.0 | 2.22% | 76288.31 | 76288.31 |
| SPY | 2018-05-14 | 2018-05-22 | $254.79 | $254.44 | Long | 242.0 | -0.14% | 76204.74 | 76204.74 |
| SPY | 2018-05-23 | 2018-06-05 | $255.14 | $256.76 | Long | 241.0 | 0.64% | 76596.13 | 76596.13 |
| SPY | 2018-06-08 | 2018-06-11 | $259.65 | $259.99 | Long | 238.0 | 0.13% | 76678.32 | 76678.32 |
| SPY | 2018-06-13 | 2018-06-14 | $259.50 | $260.15 | Long | 239.0 | 0.25% | 76834.47 | 76834.47 |
| SPY | 2018-06-18 | 2018-07-05 | $259.29 | $256.05 | Long | 240.0 | -1.25% | 76058.18 | 76058.18 |
| SPY | 2018-07-06 | 2018-07-09 | $258.22 | $260.54 | Long | 238.0 | 0.90% | 76611.56 | 76611.56 |
| SPY | 2018-07-11 | 2018-11-19 | $259.57 | $253.44 | Long | 239.0 | -2.36% | 75145.88 | 75145.88 |
| SPY | 2018-11-27 | 2018-12-10 | $252.78 | $248.70 | Long | 240.0 | -1.61% | 74167.17 | 74167.17 |
| SPY | 2018-12-11 | 2018-12-13 | $248.76 | $249.92 | Long | 241.0 | 0.47% | 74448.61 | 74448.61 |
| SPY | 2018-12-19 | 2018-12-20 | $236.63 | $232.78 | Long | 254.0 | -1.63% | 73470.22 | 73470.22 |
| SPY | 2019-01-24 | 2019-01-25 | $249.69 | $251.80 | Long | 238.0 | 0.85% | 73973.05 | 73973.05 |
| SPY | 2019-02-28 | 2019-03-07 | $264.02 | $260.55 | Long | 226.0 | -1.32% | 73187.25 | 73187.25 |
| SPY | 2019-03-12 | 2019-03-25 | $264.79 | $265.52 | Long | 223.0 | 0.28% | 73350.60 | 73350.60 |
| SPY | 2019-03-26 | 2019-08-29 | $267.50 | $279.76 | Long | 222.0 | 4.58% | 76072.44 | 76072.44 |
| SPY | 2019-08-30 | 2019-09-03 | $279.64 | $278.00 | Long | 220.0 | -0.58% | 75712.72 | 75712.72 |
| SPY | 2019-09-10 | 2019-09-11 | $285.07 | $287.10 | Long | 215.0 | 0.71% | 76148.55 | 76148.55 |
| SPY | 2019-09-16 | 2019-09-18 | $287.01 | $287.91 | Long | 214.0 | 0.31% | 76340.90 | 76340.90 |
| SPY | 2019-09-19 | 2019-10-15 | $287.89 | $287.11 | Long | 214.0 | -0.27% | 76174.42 | 76174.42 |
| SPY | 2019-10-16 | 2019-10-21 | $286.65 | $288.18 | Long | 215.0 | 0.53% | 76502.81 | 76502.81 |
| SPY | 2019-10-22 | 2019-10-28 | $287.24 | $291.36 | Long | 215.0 | 1.43% | 77388.84 | 77388.84 |
| SPY | 2019-10-31 | 2019-11-01 | $291.39 | $294.09 | Long | 215.0 | 0.93% | 77969.21 | 77969.21 |
| SPY | 2019-11-04 | 2020-03-25 | $295.27 | $239.70 | Long | 213.0 | -18.82% | 66132.61 | 66132.61 |
| SPY | 2020-03-26 | 2020-03-31 | $253.69 | $250.34 | Long | 211.0 | -1.32% | 65425.58 | 65425.58 |
| SPY | 2020-04-06 | 2020-05-13 | $257.25 | $273.51 | Long | 206.0 | 6.32% | 68774.92 | 68774.92 |
| SPY | 2020-05-14 | 2020-11-24 | $276.78 | $355.78 | Long | 201.0 | 28.54% | 84653.52 | 84653.52 |
| SPY | 2020-11-25 | 2020-11-27 | $355.23 | $356.22 | Long | 193.0 | 0.28% | 84844.46 | 84844.46 |
| SPY | 2020-11-30 | 2020-12-01 | $354.64 | $358.52 | Long | 193.0 | 1.09% | 85593.08 | 85593.08 |
| SPY | 2020-12-03 | 2020-12-04 | $359.18 | $362.27 | Long | 193.0 | 0.86% | 86190.46 | 86190.46 |
| SPY | 2020-12-07 | 2022-01-31 | $361.53 | $448.53 | Long | 193.0 | 24.07% | 102982.15 | 102982.15 |
| SPY | 2022-02-04 | 2022-02-07 | $447.33 | $445.89 | Long | 186.0 | -0.32% | 102715.13 | 102715.13 |
| SPY | 2022-02-09 | 2022-02-10 | $456.14 | $447.94 | Long | 182.0 | -1.80% | 101223.68 | 101223.68 |
| SPY | 2022-02-11 | 2022-02-15 | $439.11 | $444.73 | Long | 186.0 | 1.28% | 102269.50 | 102269.50 |
| SPY | 2022-02-23 | 2022-02-24 | $420.66 | $426.99 | Long | 196.0 | 1.50% | 103510.29 | 103510.29 |
| SPY | 2022-03-02 | 2022-03-03 | $436.55 | $434.38 | Long | 192.0 | -0.50% | 103093.01 | 103093.01 |
| SPY | 2022-03-04 | 2022-03-07 | $430.85 | $418.15 | Long | 193.0 | -2.95% | 100641.72 | 100641.72 |
| SPY | 2022-04-01 | 2022-04-04 | $452.92 | $456.80 | Long | 179.0 | 0.86% | 101336.24 | 101336.24 |
| SPY | 2022-04-06 | 2022-04-07 | $446.52 | $448.77 | Long | 183.0 | 0.50% | 101747.99 | 101747.99 |
| SPY | 2022-04-08 | 2022-04-11 | $447.57 | $439.92 | Long | 184.0 | -1.71% | 100340.39 | 100340.39 |
| SPY | 2022-04-12 | 2022-04-19 | $438.29 | $445.04 | Long | 185.0 | 1.54% | 101589.14 | 101589.14 |
| SPY | 2022-04-27 | 2022-04-28 | $417.27 | $427.81 | Long | 197.0 | 2.53% | 103665.52 | 103665.52 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| SP500Bayes | 0.90 | 0.00 | Out | EOD |