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 391.00
NoOfWins 239.00
NoOfLosses 152.00
SharpRatio 0.66
SortinoRatio 0.81
GrossProfit $71071.96
FirstDate 1993-08-05
LastDate 2020-12-04
FirstEquity $10000.00
FinalEquity $81071.96
OpenEquity $65353.73
LongEquity $71071.96
ShortEquity $0.00
PercentWins 61.13%
AveWin $573.49
AveLoss $-434.17
AveWinLoss 1.32
Expectancy 0.70%
AveDrawUp 21.27%
AveDrawDown -9.30%
MaxDrawDown -27.53%
Kelly 31.70%
Thrope 91.01
APR 7.96%
CalmarRatio 0.86

Trades

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

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick