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 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