Description
This uses a simple Bayes model for investing. It gathers a probability profile based on several metrics. The graph above represents buying SPY when in RiskOn mode.
This is only evaluated at the end of each month.
When in RiskOff mode extra caution should be taken in the markets.
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | default |
| NoOfTrades | 452.00 |
| NoOfWins | 278.00 |
| NoOfLosses | 174.00 |
| SharpRatio | 0.68 |
| SortinoRatio | 0.84 |
| GrossProfit | $88874.99 |
| FirstDate | 1993-08-05 |
| LastDate | 2023-11-09 |
| FirstEquity | $10000.00 |
| FinalEquity | $98874.99 |
| OpenEquity | $79750.41 |
| LongEquity | $88874.99 |
| ShortEquity | $0.00 |
| PercentWins | 61.50% |
| AveWin | 2.12% |
| AveLoss | -1.59% |
| AveWinLoss | 1.33 |
| Expectancy | 0.69% |
| AveDrawUp | 22.22% |
| AveDrawDown | -9.12% |
| MaxDrawDown | -27.76% |
| Kelly | 32.58% |
| Thorpe | 97.92 |
| Rachev | 0.86 |
| APR | 7.87% |
| CalmarRatio | 0.86 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1993-08-05 | 1993-08-06 | $25.78 | $25.82 | Long | 314.0 | 0.14% | 10011.27 | 10011.27 |
| SPY | 1993-08-12 | 1993-08-13 | $25.87 | $25.91 | Long | 313.0 | 0.14% | 10022.50 | 10022.50 |
| SPY | 1993-08-16 | 1993-08-17 | $26.05 | $26.14 | Long | 311.0 | 0.34% | 10050.39 | 10050.39 |
| SPY | 1993-08-18 | 1993-08-31 | $26.28 | $26.73 | Long | 309.0 | 1.71% | 10188.99 | 10188.99 |
| SPY | 1993-09-01 | 1993-09-27 | $26.70 | $26.74 | Long | 309.0 | 0.15% | 10201.46 | 10201.46 |
| SPY | 1993-09-28 | 1993-10-12 | $26.68 | $26.70 | Long | 309.0 | 0.07% | 10207.03 | 10207.03 |
| SPY | 1993-10-15 | 1993-10-22 | $27.19 | $26.79 | Long | 304.0 | -1.46% | 10086.29 | 10086.29 |
| SPY | 1993-10-25 | 1993-11-15 | $26.86 | $26.90 | Long | 304.0 | 0.13% | 10097.27 | 10097.27 |
| SPY | 1993-11-16 | 1993-11-24 | $27.03 | $26.84 | Long | 302.0 | -0.67% | 10042.75 | 10042.75 |
| SPY | 1993-11-26 | 1993-12-22 | $26.86 | $27.19 | Long | 302.0 | 1.23% | 10142.16 | 10142.16 |
| SPY | 1993-12-23 | 1993-12-28 | $27.17 | $27.37 | Long | 302.0 | 0.74% | 10202.49 | 10202.49 |
| SPY | 1993-12-29 | 1994-02-22 | $27.34 | $27.52 | Long | 302.0 | 0.66% | 10257.35 | 10257.35 |
| SPY | 1994-02-24 | 1994-03-07 | $27.08 | $27.28 | Long | 306.0 | 0.74% | 10318.50 | 10318.50 |
| SPY | 1994-03-08 | 1994-03-09 | $27.17 | $27.30 | Long | 307.0 | 0.47% | 10357.53 | 10357.53 |
| SPY | 1994-03-10 | 1994-03-15 | $27.08 | $27.25 | Long | 309.0 | 0.60% | 10408.05 | 10408.05 |
| SPY | 1994-03-21 | 1994-03-22 | $27.39 | $27.46 | Long | 307.0 | 0.27% | 10430.48 | 10430.48 |
| SPY | 1994-03-24 | 1994-03-28 | $27.11 | $26.89 | Long | 311.0 | -0.81% | 10362.30 | 10362.30 |
| SPY | 1994-05-23 | 1994-05-24 | $26.59 | $26.70 | Long | 315.0 | 0.41% | 10396.83 | 10396.83 |
| SPY | 1994-06-02 | 1994-06-08 | $26.87 | $26.76 | Long | 313.0 | -0.41% | 10362.52 | 10362.52 |
| SPY | 1994-06-09 | 1994-06-14 | $26.91 | $27.20 | Long | 311.0 | 1.09% | 10453.43 | 10453.43 |
| SPY | 1994-06-15 | 1994-06-20 | $27.09 | $26.77 | Long | 312.0 | -1.20% | 10351.83 | 10351.83 |
| SPY | 1994-08-08 | 1994-08-09 | $27.01 | $27.05 | Long | 310.0 | 0.17% | 10366.08 | 10366.08 |
| SPY | 1994-08-17 | 1994-08-18 | $27.43 | $27.34 | Long | 306.0 | -0.34% | 10337.95 | 10337.95 |
| SPY | 1994-08-23 | 1994-08-24 | $27.45 | $27.74 | Long | 305.0 | 1.07% | 10427.70 | 10427.70 |
| SPY | 1994-08-25 | 1994-09-30 | $27.67 | $27.34 | Long | 305.0 | -1.19% | 10327.04 | 10327.04 |
| SPY | 1994-10-03 | 1994-10-11 | $27.27 | $27.61 | Long | 306.0 | 1.22% | 10428.95 | 10428.95 |
| SPY | 1994-10-12 | 1994-10-13 | $27.64 | $27.74 | Long | 305.0 | 0.33% | 10457.16 | 10457.16 |
| SPY | 1994-10-17 | 1994-10-19 | $27.80 | $27.87 | Long | 304.0 | 0.23% | 10476.86 | 10476.86 |
| SPY | 1994-10-20 | 1994-10-24 | $27.68 | $27.34 | Long | 306.0 | -1.24% | 10372.09 | 10372.09 |
| SPY | 1994-10-27 | 1994-10-28 | $27.63 | $28.22 | Long | 304.0 | 2.11% | 10549.29 | 10549.29 |
| SPY | 1994-10-31 | 1994-11-01 | $28.12 | $27.80 | Long | 303.0 | -1.12% | 10453.99 | 10453.99 |
| SPY | 1994-11-02 | 1994-11-14 | $27.64 | $27.74 | Long | 306.0 | 0.33% | 10482.29 | 10482.29 |
| SPY | 1994-11-15 | 1994-11-16 | $27.64 | $27.74 | Long | 307.0 | 0.33% | 10510.68 | 10510.68 |
| SPY | 1994-11-17 | 1994-12-13 | $27.55 | $26.95 | Long | 309.0 | -2.18% | 10324.86 | 10324.86 |
| SPY | 1994-12-14 | 1994-12-16 | $27.09 | $27.30 | Long | 308.0 | 0.79% | 10391.01 | 10391.01 |
| SPY | 1994-12-22 | 1994-12-30 | $27.46 | $27.19 | Long | 306.0 | -0.98% | 10308.27 | 10308.27 |
| SPY | 1995-01-03 | 1995-01-04 | $27.32 | $27.45 | Long | 305.0 | 0.48% | 10348.10 | 10348.10 |
| SPY | 1995-01-10 | 1995-01-11 | $27.54 | $27.56 | Long | 304.0 | 0.07% | 10353.76 | 10353.76 |
| SPY | 1995-01-12 | 1995-01-16 | $27.56 | $28.06 | Long | 304.0 | 1.79% | 10504.00 | 10504.00 |
| SPY | 1995-01-17 | 1995-01-18 | $28.07 | $28.04 | Long | 303.0 | -0.10% | 10495.52 | 10495.52 |
| SPY | 1995-01-19 | 1995-01-23 | $27.88 | $27.86 | Long | 304.0 | -0.07% | 10489.86 | 10489.86 |
| SPY | 1995-01-26 | 1995-01-30 | $28.00 | $27.99 | Long | 303.0 | -0.03% | 10487.03 | 10487.03 |
| SPY | 1995-02-01 | 1995-02-02 | $28.10 | $28.26 | Long | 302.0 | 0.60% | 10537.72 | 10537.72 |
| SPY | 1995-02-03 | 1995-02-22 | $28.67 | $29.12 | Long | 297.0 | 1.59% | 10673.42 | 10673.42 |
| SPY | 1995-02-27 | 1995-02-28 | $29.01 | $29.25 | Long | 298.0 | 0.84% | 10745.68 | 10745.68 |
| SPY | 1995-03-01 | 1996-04-25 | $29.07 | $40.04 | Long | 299.0 | 37.74% | 14025.75 | 14025.75 |
| SPY | 1996-04-26 | 1996-07-10 | $40.12 | $40.58 | Long | 283.0 | 1.15% | 14156.24 | 14156.24 |
| SPY | 1996-07-11 | 1996-07-12 | $39.77 | $39.79 | Long | 288.0 | 0.07% | 14164.57 | 14164.57 |
| SPY | 1996-07-15 | 1996-07-17 | $38.62 | $39.18 | Long | 297.0 | 1.45% | 14330.48 | 14330.48 |
| SPY | 1996-07-18 | 1996-07-19 | $39.72 | $39.43 | Long | 292.0 | -0.73% | 14246.10 | 14246.10 |
| SPY | 1996-07-25 | 1996-07-29 | $39.06 | $38.84 | Long | 295.0 | -0.57% | 14180.75 | 14180.75 |
| SPY | 1996-08-01 | 1996-08-02 | $40.16 | $41.03 | Long | 286.0 | 2.16% | 14428.66 | 14428.66 |
| SPY | 1996-08-08 | 1996-08-09 | $40.95 | $40.81 | Long | 285.0 | -0.33% | 14390.22 | 14390.22 |
| SPY | 1996-08-12 | 1996-08-14 | $41.11 | $40.93 | Long | 283.0 | -0.45% | 14338.43 | 14338.43 |
| SPY | 1996-08-16 | 1996-08-19 | $41.20 | $41.22 | Long | 281.0 | 0.05% | 14343.85 | 14343.85 |
| SPY | 1996-08-20 | 1996-08-22 | $41.19 | $41.43 | Long | 282.0 | 0.58% | 14411.74 | 14411.74 |
| SPY | 1996-08-26 | 1996-09-13 | $41.01 | $42.26 | Long | 284.0 | 3.05% | 14767.32 | 14767.32 |
| SPY | 1996-09-17 | 1996-10-01 | $42.32 | $42.75 | Long | 282.0 | 1.02% | 14888.57 | 14888.57 |
| SPY | 1996-10-03 | 1997-04-21 | $43.00 | $47.56 | Long | 280.0 | 10.61% | 16165.55 | 16165.55 |
| SPY | 1997-04-22 | 1997-05-15 | $48.60 | $52.76 | Long | 269.0 | 8.54% | 17282.50 | 17282.50 |
| SPY | 1997-05-16 | 1997-05-23 | $52.03 | $53.01 | Long | 269.0 | 1.88% | 17545.31 | 17545.31 |
| SPY | 1997-05-28 | 1997-05-30 | $53.22 | $53.25 | Long | 267.0 | 0.06% | 17553.14 | 17553.14 |
| SPY | 1997-06-02 | 1997-08-13 | $53.01 | $57.93 | Long | 268.0 | 9.27% | 18870.34 | 18870.34 |
| SPY | 1997-08-14 | 1997-11-25 | $58.14 | $60.01 | Long | 262.0 | 3.21% | 19359.48 | 19359.48 |
| SPY | 1997-11-26 | 1997-12-01 | $60.19 | $61.80 | Long | 260.0 | 2.68% | 19779.22 | 19779.22 |
| SPY | 1997-12-03 | 1997-12-30 | $61.60 | $61.44 | Long | 260.0 | -0.27% | 19735.44 | 19735.44 |
| SPY | 1998-01-02 | 1998-01-13 | $61.71 | $60.29 | Long | 259.0 | -2.31% | 19366.83 | 19366.83 |
| SPY | 1998-01-15 | 1998-01-16 | $60.06 | $60.92 | Long | 261.0 | 1.43% | 19591.25 | 19591.25 |
| SPY | 1998-01-22 | 1998-01-27 | $60.77 | $61.26 | Long | 261.0 | 0.80% | 19717.65 | 19717.65 |
| SPY | 1998-01-28 | 1998-01-30 | $61.81 | $62.19 | Long | 258.0 | 0.61% | 19814.55 | 19814.55 |
| SPY | 1998-02-05 | 1998-02-06 | $63.57 | $64.28 | Long | 252.0 | 1.12% | 19993.87 | 19993.87 |
| SPY | 1998-02-09 | 1998-02-10 | $64.06 | $64.68 | Long | 252.0 | 0.96% | 20148.30 | 20148.30 |
| SPY | 1998-02-11 | 1998-03-19 | $64.62 | $69.10 | Long | 252.0 | 6.94% | 21279.05 | 21279.05 |
| SPY | 1998-03-20 | 1998-06-22 | $69.70 | $70.38 | Long | 247.0 | 0.98% | 21447.07 | 21447.07 |
| SPY | 1998-06-23 | 1998-08-18 | $71.21 | $70.24 | Long | 243.0 | -1.37% | 21210.29 | 21210.29 |
| SPY | 1998-08-19 | 1998-08-20 | $70.06 | $69.64 | Long | 245.0 | -0.60% | 21107.98 | 21107.98 |
| SPY | 1998-08-21 | 1998-08-25 | $69.09 | $69.68 | Long | 247.0 | 0.86% | 21255.34 | 21255.34 |
| SPY | 1998-08-31 | 1998-09-02 | $61.09 | $63.22 | Long | 281.0 | 3.48% | 21853.26 | 21853.26 |
| SPY | 1998-10-21 | 1998-10-23 | $68.09 | $68.23 | Long | 259.0 | 0.21% | 21889.44 | 21889.44 |
| SPY | 1998-10-28 | 1998-10-30 | $68.21 | $70.25 | Long | 259.0 | 2.98% | 22416.64 | 22416.64 |
| SPY | 1998-11-02 | 1998-11-05 | $71.44 | $72.66 | Long | 254.0 | 1.70% | 22725.84 | 22725.84 |
| SPY | 1998-11-10 | 1998-11-24 | $72.16 | $75.75 | Long | 255.0 | 4.98% | 23641.84 | 23641.84 |
| SPY | 1998-11-25 | 1998-12-15 | $75.75 | $74.52 | Long | 252.0 | -1.63% | 23330.04 | 23330.04 |
| SPY | 1998-12-16 | 1998-12-23 | $74.42 | $78.95 | Long | 253.0 | 6.09% | 24476.34 | 24476.34 |
| SPY | 1998-12-24 | 1999-06-16 | $78.61 | $85.63 | Long | 252.0 | 8.93% | 26244.95 | 26244.95 |
| SPY | 1999-06-17 | 1999-07-07 | $86.43 | $89.91 | Long | 245.0 | 4.03% | 27097.98 | 27097.98 |
| SPY | 1999-07-12 | 1999-07-15 | $90.11 | $90.87 | Long | 243.0 | 0.84% | 27281.42 | 27281.42 |
| SPY | 1999-07-19 | 1999-08-16 | $90.76 | $86.17 | Long | 243.0 | -5.06% | 26166.01 | 26166.01 |
| SPY | 1999-08-17 | 1999-08-23 | $86.73 | $87.92 | Long | 244.0 | 1.37% | 26455.83 | 26455.83 |
| SPY | 1999-08-24 | 1999-09-07 | $88.24 | $87.27 | Long | 242.0 | -1.10% | 26221.97 | 26221.97 |
| SPY | 1999-09-08 | 1999-10-04 | $86.85 | $84.47 | Long | 244.0 | -2.74% | 25640.57 | 25640.57 |
| SPY | 1999-10-05 | 1999-10-06 | $84.39 | $85.68 | Long | 246.0 | 1.53% | 25958.42 | 25958.42 |
| SPY | 1999-10-14 | 1999-10-15 | $82.79 | $80.67 | Long | 253.0 | -2.56% | 25422.12 | 25422.12 |
| SPY | 1999-10-21 | 1999-10-22 | $83.34 | $84.04 | Long | 247.0 | 0.85% | 25596.64 | 25596.64 |
| SPY | 1999-10-25 | 1999-10-26 | $83.62 | $82.57 | Long | 247.0 | -1.26% | 25337.35 | 25337.35 |
| SPY | 1999-10-27 | 1999-10-29 | $84.06 | $88.51 | Long | 244.0 | 5.28% | 26421.05 | 26421.05 |
| SPY | 1999-11-02 | 1999-11-04 | $86.95 | $88.20 | Long | 246.0 | 1.44% | 26728.97 | 26728.97 |
| SPY | 1999-11-12 | 1999-11-15 | $90.28 | $90.49 | Long | 239.0 | 0.23% | 26779.62 | 26779.62 |
| SPY | 1999-11-18 | 1999-11-19 | $92.14 | $92.06 | Long | 235.0 | -0.09% | 26760.65 | 26760.65 |
| SPY | 1999-11-23 | 1999-11-24 | $91.23 | $91.72 | Long | 237.0 | 0.53% | 26875.48 | 26875.48 |
| SPY | 1999-11-30 | 1999-12-01 | $89.98 | $90.71 | Long | 241.0 | 0.81% | 27050.63 | 27050.63 |
| SPY | 1999-12-02 | 1999-12-06 | $91.25 | $92.24 | Long | 240.0 | 1.08% | 27288.04 | 27288.04 |
| SPY | 1999-12-07 | 1999-12-21 | $91.49 | $93.13 | Long | 241.0 | 1.79% | 27683.15 | 27683.15 |
| SPY | 1999-12-22 | 1999-12-29 | $93.38 | $95.08 | Long | 240.0 | 1.82% | 28091.14 | 28091.14 |
| SPY | 1999-12-30 | 1999-12-31 | $94.96 | $95.12 | Long | 239.0 | 0.16% | 28127.42 | 28127.42 |
| SPY | 2000-01-03 | 2000-01-28 | $94.19 | $87.99 | Long | 241.0 | -6.57% | 26634.99 | 26634.99 |
| SPY | 2000-02-01 | 2000-02-18 | $91.27 | $87.63 | Long | 236.0 | -3.99% | 25775.30 | 25775.30 |
| SPY | 2000-02-23 | 2000-02-24 | $88.44 | $86.66 | Long | 236.0 | -2.01% | 25355.01 | 25355.01 |
| SPY | 2000-02-28 | 2000-02-29 | $88.15 | $89.00 | Long | 232.0 | 0.96% | 25552.20 | 25552.20 |
| SPY | 2000-03-01 | 2000-03-08 | $89.65 | $88.64 | Long | 230.0 | -1.13% | 25319.47 | 25319.47 |
| SPY | 2000-03-09 | 2000-03-24 | $91.23 | $99.70 | Long | 224.0 | 9.28% | 27216.16 | 27216.16 |
| SPY | 2000-03-27 | 2000-04-25 | $98.64 | $96.19 | Long | 223.0 | -2.49% | 26668.71 | 26668.71 |
| SPY | 2000-04-27 | 2000-04-28 | $94.79 | $94.20 | Long | 227.0 | -0.62% | 26535.15 | 26535.15 |
| SPY | 2000-05-03 | 2000-05-05 | $91.38 | $93.19 | Long | 235.0 | 1.98% | 26959.47 | 26959.47 |
| SPY | 2000-05-09 | 2000-05-11 | $91.74 | $91.72 | Long | 238.0 | -0.02% | 26954.64 | 26954.64 |
| SPY | 2000-05-12 | 2000-05-15 | $92.72 | $94.32 | Long | 235.0 | 1.73% | 27331.29 | 27331.29 |
| SPY | 2000-05-18 | 2000-05-22 | $93.08 | $90.93 | Long | 237.0 | -2.31% | 26821.60 | 26821.60 |
| SPY | 2000-05-23 | 2000-05-24 | $89.59 | $91.05 | Long | 242.0 | 1.63% | 27175.11 | 27175.11 |
| SPY | 2000-06-20 | 2000-07-03 | $96.27 | $95.85 | Long | 228.0 | -0.44% | 27077.73 | 27077.73 |
| SPY | 2000-07-05 | 2000-07-07 | $94.12 | $96.38 | Long | 233.0 | 2.40% | 27603.69 | 27603.69 |
| SPY | 2000-07-19 | 2000-08-07 | $96.68 | $96.40 | Long | 231.0 | -0.29% | 27537.92 | 27537.92 |
| SPY | 2000-08-09 | 2000-08-14 | $95.95 | $97.15 | Long | 232.0 | 1.25% | 27816.28 | 27816.28 |
| SPY | 2000-08-18 | 2000-08-21 | $97.41 | $97.94 | Long | 231.0 | 0.54% | 27938.43 | 27938.43 |
| SPY | 2000-08-24 | 2000-08-25 | $98.47 | $98.43 | Long | 229.0 | -0.04% | 27929.11 | 27929.11 |
| SPY | 2000-08-30 | 2000-08-31 | $97.84 | $99.14 | Long | 231.0 | 1.33% | 28229.77 | 28229.77 |
| SPY | 2000-09-05 | 2000-09-07 | $98.45 | $98.17 | Long | 232.0 | -0.29% | 28163.72 | 28163.72 |
| SPY | 2000-09-08 | 2000-09-25 | $97.49 | $94.12 | Long | 233.0 | -3.47% | 27376.50 | 27376.50 |
| SPY | 2000-09-26 | 2000-10-05 | $92.91 | $94.08 | Long | 238.0 | 1.25% | 27653.10 | 27653.10 |
| SPY | 2000-10-06 | 2000-10-18 | $92.04 | $87.59 | Long | 243.0 | -4.83% | 26573.01 | 26573.01 |
| SPY | 2000-10-19 | 2000-10-20 | $90.89 | $91.28 | Long | 236.0 | 0.43% | 26664.43 | 26664.43 |
| SPY | 2000-10-24 | 2000-10-25 | $91.08 | $88.94 | Long | 237.0 | -2.35% | 26157.06 | 26157.06 |
| SPY | 2000-10-27 | 2000-10-30 | $90.87 | $91.69 | Long | 233.0 | 0.90% | 26347.08 | 26347.08 |
| SPY | 2000-11-07 | 2000-11-09 | $93.79 | $91.36 | Long | 227.0 | -2.59% | 25796.31 | 25796.31 |
| SPY | 2000-11-14 | 2000-11-17 | $90.77 | $89.15 | Long | 230.0 | -1.79% | 25423.49 | 25423.49 |
| SPY | 2000-11-22 | 2000-11-27 | $86.22 | $88.75 | Long | 238.0 | 2.94% | 26027.63 | 26027.63 |
| SPY | 2000-12-19 | 2000-12-20 | $85.09 | $82.63 | Long | 247.0 | -2.90% | 25418.88 | 25418.88 |
| SPY | 2001-05-15 | 2001-05-21 | $82.68 | $86.40 | Long | 249.0 | 4.50% | 26345.46 | 26345.46 |
| SPY | 2001-05-23 | 2001-05-29 | $84.83 | $83.40 | Long | 251.0 | -1.68% | 25988.00 | 25988.00 |
| SPY | 2001-05-30 | 2001-05-31 | $82.23 | $82.66 | Long | 255.0 | 0.52% | 26096.77 | 26096.77 |
| SPY | 2001-06-11 | 2001-06-12 | $82.76 | $82.61 | Long | 255.0 | -0.17% | 26059.96 | 26059.96 |
| SPY | 2001-06-15 | 2001-06-18 | $80.20 | $79.81 | Long | 263.0 | -0.48% | 25957.83 | 25957.83 |
| SPY | 2001-07-19 | 2001-07-20 | $80.34 | $79.86 | Long | 261.0 | -0.60% | 25832.43 | 25832.43 |
| SPY | 2001-08-15 | 2001-08-16 | $77.82 | $78.09 | Long | 268.0 | 0.35% | 25904.75 | 25904.75 |
| SPY | 2001-08-27 | 2001-08-28 | $77.87 | $76.73 | Long | 269.0 | -1.46% | 25598.46 | 25598.46 |
| SPY | 2001-11-16 | 2001-11-19 | $75.55 | $76.48 | Long | 274.0 | 1.23% | 25853.70 | 25853.70 |
| SPY | 2001-11-26 | 2001-11-28 | $76.59 | $74.88 | Long | 273.0 | -2.23% | 25386.57 | 25386.57 |
| SPY | 2001-11-29 | 2001-12-03 | $75.89 | $74.90 | Long | 270.0 | -1.31% | 25119.00 | 25119.00 |
| SPY | 2001-12-04 | 2001-12-10 | $76.17 | $75.57 | Long | 267.0 | -0.79% | 24958.48 | 24958.48 |
| SPY | 2001-12-13 | 2001-12-14 | $74.03 | $74.74 | Long | 273.0 | 0.95% | 25151.47 | 25151.47 |
| SPY | 2001-12-18 | 2001-12-24 | $75.96 | $76.06 | Long | 268.0 | 0.12% | 25176.61 | 25176.61 |
| SPY | 2001-12-26 | 2002-01-10 | $76.47 | $76.95 | Long | 266.0 | 0.62% | 25303.57 | 25303.57 |
| SPY | 2002-01-11 | 2002-01-14 | $76.20 | $75.72 | Long | 268.0 | -0.63% | 25175.66 | 25175.66 |
| SPY | 2002-01-16 | 2002-01-17 | $74.79 | $75.35 | Long | 272.0 | 0.75% | 25328.92 | 25328.92 |
| SPY | 2002-01-22 | 2002-01-23 | $74.49 | $75.06 | Long | 275.0 | 0.77% | 25485.70 | 25485.70 |
| SPY | 2002-02-01 | 2002-02-05 | $74.68 | $72.37 | Long | 276.0 | -3.09% | 24848.99 | 24848.99 |
| SPY | 2002-02-08 | 2002-02-11 | $72.98 | $73.88 | Long | 275.0 | 1.23% | 25095.09 | 25095.09 |
| SPY | 2002-02-21 | 2002-02-22 | $71.79 | $72.68 | Long | 283.0 | 1.24% | 25346.48 | 25346.48 |
| SPY | 2002-03-04 | 2002-04-16 | $76.73 | $75.25 | Long | 267.0 | -1.93% | 24951.99 | 24951.99 |
| SPY | 2002-04-23 | 2002-04-24 | $73.47 | $72.74 | Long | 275.0 | -1.00% | 24749.06 | 24749.06 |
| SPY | 2002-04-26 | 2002-04-29 | $71.39 | $71.04 | Long | 280.0 | -0.49% | 24650.41 | 24650.41 |
| SPY | 2002-05-02 | 2002-05-03 | $72.30 | $71.52 | Long | 276.0 | -1.08% | 24433.90 | 24433.90 |
| SPY | 2002-11-18 | 2002-11-26 | $60.64 | $61.45 | Long | 326.0 | 1.35% | 24700.43 | 24700.43 |
| SPY | 2002-11-27 | 2002-12-03 | $63.18 | $62.24 | Long | 316.0 | -1.50% | 24401.83 | 24401.83 |
| SPY | 2002-12-04 | 2002-12-06 | $61.96 | $61.67 | Long | 319.0 | -0.45% | 24312.05 | 24312.05 |
| SPY | 2002-12-09 | 2002-12-10 | $59.98 | $60.78 | Long | 328.0 | 1.34% | 24575.82 | 24575.82 |
| SPY | 2002-12-11 | 2002-12-12 | $60.84 | $60.83 | Long | 327.0 | -0.01% | 24573.63 | 24573.63 |
| SPY | 2002-12-13 | 2002-12-20 | $59.87 | $60.60 | Long | 332.0 | 1.22% | 24815.22 | 24815.22 |
| SPY | 2002-12-23 | 2002-12-27 | $60.62 | $58.84 | Long | 331.0 | -2.93% | 24226.78 | 24226.78 |
| SPY | 2002-12-31 | 2003-01-03 | $59.41 | $61.51 | Long | 330.0 | 3.54% | 24920.10 | 24920.10 |
| SPY | 2003-01-07 | 2003-01-27 | $62.44 | $57.37 | Long | 323.0 | -8.12% | 23282.27 | 23282.27 |
| SPY | 2003-02-21 | 2003-02-24 | $57.36 | $56.43 | Long | 328.0 | -1.62% | 22977.47 | 22977.47 |
| SPY | 2003-03-04 | 2003-03-05 | $55.72 | $56.19 | Long | 334.0 | 0.85% | 23134.91 | 23134.91 |
| SPY | 2003-03-06 | 2003-03-07 | $55.72 | $56.11 | Long | 336.0 | 0.69% | 23263.88 | 23263.88 |
| SPY | 2003-03-17 | 2003-03-21 | $58.44 | $60.62 | Long | 322.0 | 3.74% | 23967.37 | 23967.37 |
| SPY | 2003-03-24 | 2003-03-28 | $58.61 | $58.62 | Long | 331.0 | 0.02% | 23971.84 | 23971.84 |
| SPY | 2003-03-31 | 2003-04-02 | $57.29 | $59.57 | Long | 338.0 | 3.99% | 24744.20 | 24744.20 |
| SPY | 2003-04-09 | 2003-04-10 | $58.84 | $59.16 | Long | 340.0 | 0.55% | 24854.53 | 24854.53 |
| SPY | 2003-04-11 | 2003-04-14 | $58.92 | $60.14 | Long | 341.0 | 2.07% | 25269.50 | 25269.50 |
| SPY | 2003-04-22 | 2003-04-23 | $61.75 | $62.32 | Long | 331.0 | 0.92% | 25457.47 | 25457.47 |
| SPY | 2003-04-25 | 2003-04-28 | $61.00 | $62.06 | Long | 338.0 | 1.73% | 25813.94 | 25813.94 |
| SPY | 2003-04-29 | 2003-05-02 | $62.27 | $63.02 | Long | 335.0 | 1.19% | 26063.07 | 26063.07 |
| SPY | 2003-05-06 | 2003-05-08 | $63.49 | $62.50 | Long | 332.0 | -1.55% | 25735.37 | 25735.37 |
| SPY | 2003-05-09 | 2003-12-01 | $63.37 | $73.29 | Long | 328.0 | 15.66% | 28989.85 | 28989.85 |
| SPY | 2003-12-02 | 2004-05-24 | $73.11 | $75.73 | Long | 321.0 | 3.59% | 29832.90 | 29832.90 |
| SPY | 2004-06-02 | 2004-06-15 | $77.70 | $78.31 | Long | 311.0 | 0.79% | 30023.00 | 30023.00 |
| SPY | 2004-06-16 | 2004-06-17 | $78.29 | $78.18 | Long | 310.0 | -0.15% | 29986.80 | 29986.80 |
| SPY | 2004-06-18 | 2004-06-22 | $78.32 | $78.42 | Long | 310.0 | 0.12% | 30016.72 | 30016.72 |
| SPY | 2004-06-25 | 2004-06-28 | $78.47 | $78.20 | Long | 309.0 | -0.34% | 29933.65 | 29933.65 |
| SPY | 2004-06-29 | 2004-07-27 | $78.52 | $75.66 | Long | 308.0 | -3.64% | 29052.61 | 29052.61 |
| SPY | 2004-08-05 | 2004-08-09 | $74.72 | $73.75 | Long | 314.0 | -1.29% | 28749.60 | 28749.60 |
| SPY | 2004-09-02 | 2004-09-07 | $77.60 | $77.79 | Long | 300.0 | 0.25% | 28807.50 | 28807.50 |
| SPY | 2004-09-08 | 2004-09-09 | $77.60 | $77.53 | Long | 300.0 | -0.09% | 28786.82 | 28786.82 |
| SPY | 2004-09-13 | 2004-09-14 | $78.19 | $78.34 | Long | 298.0 | 0.20% | 28834.07 | 28834.07 |
| SPY | 2004-09-20 | 2004-09-21 | $77.84 | $78.18 | Long | 300.0 | 0.44% | 28935.81 | 28935.81 |
| SPY | 2004-09-22 | 2004-09-23 | $77.21 | $76.79 | Long | 303.0 | -0.54% | 28809.98 | 28809.98 |
| SPY | 2004-09-24 | 2004-09-29 | $77.15 | $77.41 | Long | 302.0 | 0.34% | 28889.41 | 28889.41 |
| SPY | 2004-09-30 | 2004-10-01 | $77.35 | $78.66 | Long | 302.0 | 1.69% | 29284.47 | 29284.47 |
| SPY | 2004-10-05 | 2004-10-07 | $78.83 | $78.52 | Long | 300.0 | -0.40% | 29191.03 | 29191.03 |
| SPY | 2004-10-08 | 2004-10-15 | $77.87 | $77.01 | Long | 303.0 | -1.11% | 28928.88 | 28928.88 |
| SPY | 2004-10-18 | 2004-10-25 | $77.30 | $76.04 | Long | 303.0 | -1.63% | 28547.19 | 28547.19 |
| SPY | 2004-10-28 | 2004-10-29 | $78.36 | $78.35 | Long | 295.0 | -0.02% | 28543.11 | 28543.11 |
| SPY | 2004-11-02 | 2004-11-03 | $78.59 | $79.58 | Long | 294.0 | 1.26% | 28834.10 | 28834.10 |
| SPY | 2004-11-04 | 2004-12-01 | $80.67 | $82.77 | Long | 289.0 | 2.60% | 29440.68 | 29440.68 |
| SPY | 2004-12-03 | 2004-12-10 | $82.78 | $82.84 | Long | 288.0 | 0.07% | 29456.68 | 29456.68 |
| SPY | 2004-12-13 | 2005-02-15 | $83.56 | $84.49 | Long | 285.0 | 1.11% | 29720.98 | 29720.98 |
| SPY | 2005-02-16 | 2005-04-06 | $84.54 | $83.05 | Long | 284.0 | -1.77% | 29296.55 | 29296.55 |
| SPY | 2005-04-07 | 2005-04-21 | $83.50 | $81.23 | Long | 284.0 | -2.71% | 28654.21 | 28654.21 |
| SPY | 2005-04-27 | 2005-04-28 | $80.98 | $79.97 | Long | 286.0 | -1.25% | 28363.82 | 28363.82 |
| SPY | 2005-06-07 | 2005-06-08 | $84.12 | $83.97 | Long | 273.0 | -0.18% | 28321.76 | 28321.76 |
| SPY | 2005-06-10 | 2005-06-13 | $84.17 | $84.43 | Long | 272.0 | 0.32% | 28394.14 | 28394.14 |
| SPY | 2005-06-15 | 2005-06-16 | $84.79 | $85.01 | Long | 271.0 | 0.26% | 28452.97 | 28452.97 |
| SPY | 2005-06-21 | 2005-06-29 | $85.40 | $84.25 | Long | 269.0 | -1.35% | 28142.81 | 28142.81 |
| SPY | 2005-07-05 | 2005-07-06 | $84.71 | $84.00 | Long | 269.0 | -0.84% | 27951.80 | 27951.80 |
| SPY | 2005-07-14 | 2005-08-17 | $86.41 | $85.91 | Long | 262.0 | -0.58% | 27821.02 | 27821.02 |
| SPY | 2005-08-19 | 2005-08-23 | $86.10 | $85.94 | Long | 261.0 | -0.19% | 27778.82 | 27778.82 |
| SPY | 2005-08-25 | 2005-08-26 | $85.48 | $84.90 | Long | 263.0 | -0.68% | 27625.35 | 27625.35 |
| SPY | 2005-08-29 | 2005-08-31 | $85.55 | $86.18 | Long | 261.0 | 0.73% | 27788.66 | 27788.66 |
| SPY | 2005-09-01 | 2005-09-02 | $86.12 | $85.96 | Long | 261.0 | -0.18% | 27748.29 | 27748.29 |
| SPY | 2005-09-07 | 2005-10-24 | $87.11 | $84.69 | Long | 258.0 | -2.78% | 27123.73 | 27123.73 |
| SPY | 2005-10-25 | 2005-10-26 | $84.52 | $84.28 | Long | 259.0 | -0.29% | 27059.73 | 27059.73 |
| SPY | 2005-10-28 | 2005-10-31 | $84.58 | $84.81 | Long | 259.0 | 0.28% | 27120.07 | 27120.07 |
| SPY | 2005-11-01 | 2005-11-02 | $85.07 | $85.96 | Long | 258.0 | 1.05% | 27349.58 | 27349.58 |
| SPY | 2005-11-03 | 2005-11-04 | $86.32 | $86.21 | Long | 256.0 | -0.13% | 27320.66 | 27320.66 |
| SPY | 2005-11-07 | 2005-11-08 | $86.30 | $86.30 | Long | 256.0 | 0.00% | 27320.66 | 27320.66 |
| SPY | 2005-11-09 | 2005-11-10 | $86.41 | $87.08 | Long | 256.0 | 0.78% | 27492.37 | 27492.37 |
| SPY | 2005-11-11 | 2005-11-17 | $87.38 | $88.00 | Long | 254.0 | 0.71% | 27650.18 | 27650.18 |
| SPY | 2005-11-18 | 2005-11-21 | $88.34 | $88.79 | Long | 253.0 | 0.50% | 27762.71 | 27762.71 |
| SPY | 2005-11-23 | 2005-11-25 | $89.69 | $89.76 | Long | 250.0 | 0.08% | 27780.36 | 27780.36 |
| SPY | 2005-11-28 | 2005-12-29 | $89.12 | $88.86 | Long | 252.0 | -0.30% | 27713.72 | 27713.72 |
| SPY | 2005-12-30 | 2006-02-27 | $88.37 | $91.89 | Long | 254.0 | 3.98% | 28606.12 | 28606.12 |
| SPY | 2006-02-28 | 2006-03-14 | $91.01 | $92.40 | Long | 254.0 | 1.52% | 28957.67 | 28957.67 |
| SPY | 2006-03-17 | 2006-06-27 | $93.08 | $88.69 | Long | 251.0 | -4.71% | 27856.27 | 27856.27 |
| SPY | 2006-06-28 | 2006-06-29 | $89.29 | $91.10 | Long | 252.0 | 2.02% | 28310.81 | 28310.81 |
| SPY | 2006-06-30 | 2006-07-03 | $91.10 | $91.48 | Long | 251.0 | 0.41% | 28404.24 | 28404.24 |
| SPY | 2006-07-05 | 2006-07-06 | $90.95 | $91.22 | Long | 252.0 | 0.29% | 28470.98 | 28470.98 |
| SPY | 2006-07-07 | 2006-07-10 | $90.62 | $90.80 | Long | 254.0 | 0.19% | 28514.61 | 28514.61 |
| SPY | 2006-07-11 | 2006-07-24 | $91.20 | $90.34 | Long | 253.0 | -0.94% | 28297.30 | 28297.30 |
| SPY | 2006-07-25 | 2006-10-12 | $90.66 | $97.97 | Long | 252.0 | 8.07% | 30140.41 | 30140.41 |
| SPY | 2006-10-17 | 2007-07-06 | $98.07 | $111.51 | Long | 248.0 | 13.71% | 33473.64 | 33473.64 |
| SPY | 2007-07-09 | 2007-08-22 | $111.59 | $106.89 | Long | 242.0 | -4.21% | 32335.90 | 32335.90 |
| SPY | 2007-08-24 | 2007-08-27 | $108.12 | $107.11 | Long | 242.0 | -0.93% | 32092.48 | 32092.48 |
| SPY | 2007-08-28 | 2007-09-24 | $104.76 | $111.09 | Long | 248.0 | 6.04% | 33662.87 | 33662.87 |
| SPY | 2007-09-25 | 2007-10-15 | $110.87 | $113.52 | Long | 245.0 | 2.39% | 34312.39 | 34312.39 |
| SPY | 2007-10-16 | 2007-10-25 | $112.62 | $111.20 | Long | 246.0 | -1.26% | 33962.89 | 33962.89 |
| SPY | 2007-10-26 | 2007-10-31 | $112.50 | $113.26 | Long | 244.0 | 0.67% | 34146.94 | 34146.94 |
| SPY | 2007-11-01 | 2007-11-13 | $110.61 | $108.45 | Long | 250.0 | -1.95% | 33606.83 | 33606.83 |
| SPY | 2007-11-14 | 2007-11-21 | $108.15 | $103.76 | Long | 251.0 | -4.06% | 32505.76 | 32505.76 |
| SPY | 2007-12-14 | 2007-12-18 | $107.78 | $106.83 | Long | 244.0 | -0.88% | 32275.24 | 32275.24 |
| SPY | 2007-12-21 | 2007-12-24 | $109.05 | $109.86 | Long | 239.0 | 0.74% | 32468.78 | 32468.78 |
| SPY | 2007-12-26 | 2008-01-03 | $110.10 | $106.64 | Long | 238.0 | -3.14% | 31647.04 | 31647.04 |
| SPY | 2008-01-04 | 2008-01-07 | $104.03 | $103.94 | Long | 246.0 | -0.08% | 31625.31 | 31625.31 |
| SPY | 2008-02-29 | 2008-03-05 | $98.52 | $98.52 | Long | 260.0 | 0.01% | 31627.23 | 31627.23 |
| SPY | 2008-05-05 | 2008-05-07 | $104.18 | $103.21 | Long | 245.0 | -0.93% | 31389.80 | 31389.80 |
| SPY | 2008-05-13 | 2008-05-22 | $103.92 | $103.20 | Long | 244.0 | -0.69% | 31214.71 | 31214.71 |
| SPY | 2008-05-23 | 2008-05-28 | $101.82 | $103.05 | Long | 248.0 | 1.21% | 31519.26 | 31519.26 |
| SPY | 2008-06-03 | 2008-06-05 | $102.15 | $104.14 | Long | 249.0 | 1.95% | 32014.76 | 32014.76 |
| SPY | 2008-06-09 | 2008-06-11 | $101.07 | $99.08 | Long | 256.0 | -1.96% | 31507.22 | 31507.22 |
| SPY | 2008-06-17 | 2008-06-20 | $100.29 | $97.83 | Long | 254.0 | -2.45% | 30883.25 | 30883.25 |
| SPY | 2008-06-23 | 2008-06-24 | $97.74 | $97.54 | Long | 255.0 | -0.20% | 30833.96 | 30833.96 |
| SPY | 2008-06-27 | 2008-07-01 | $94.82 | $95.45 | Long | 263.0 | 0.67% | 31000.17 | 31000.17 |
| SPY | 2008-07-03 | 2008-07-07 | $93.91 | $92.96 | Long | 267.0 | -1.02% | 30744.08 | 30744.08 |
| SPY | 2008-07-18 | 2008-07-21 | $93.67 | $93.72 | Long | 265.0 | 0.06% | 30757.87 | 30757.87 |
| SPY | 2008-08-08 | 2008-08-19 | $96.19 | $94.42 | Long | 259.0 | -1.84% | 30299.55 | 30299.55 |
| SPY | 2008-08-20 | 2008-08-26 | $94.86 | $94.72 | Long | 258.0 | -0.15% | 30263.11 | 30263.11 |
| SPY | 2008-08-27 | 2008-09-03 | $95.64 | $95.08 | Long | 256.0 | -0.58% | 30120.35 | 30120.35 |
| SPY | 2008-09-04 | 2008-09-08 | $92.22 | $94.42 | Long | 264.0 | 2.39% | 30701.36 | 30701.36 |
| SPY | 2008-09-19 | 2008-09-22 | $92.80 | $90.70 | Long | 267.0 | -2.26% | 30140.42 | 30140.42 |
| SPY | 2009-04-17 | 2009-04-20 | $66.12 | $63.35 | Long | 369.0 | -4.19% | 29117.79 | 29117.79 |
| SPY | 2009-04-27 | 2009-04-28 | $65.18 | $64.97 | Long | 361.0 | -0.31% | 29043.78 | 29043.78 |
| SPY | 2009-04-30 | 2010-04-06 | $66.38 | $92.20 | Long | 354.0 | 38.90% | 38183.88 | 38183.88 |
| SPY | 2010-04-07 | 2010-04-09 | $91.67 | $92.59 | Long | 337.0 | 1.01% | 38494.48 | 38494.48 |
| SPY | 2010-04-12 | 2010-04-15 | $92.74 | $93.94 | Long | 336.0 | 1.29% | 38897.83 | 38897.83 |
| SPY | 2010-04-16 | 2010-06-11 | $92.44 | $84.95 | Long | 340.0 | -8.11% | 36348.83 | 36348.83 |
| SPY | 2010-06-17 | 2010-06-18 | $86.85 | $86.95 | Long | 338.0 | 0.11% | 36380.58 | 36380.58 |
| SPY | 2010-06-24 | 2010-06-25 | $83.59 | $83.94 | Long | 352.0 | 0.42% | 36503.84 | 36503.84 |
| SPY | 2010-06-30 | 2010-07-01 | $80.32 | $79.97 | Long | 368.0 | -0.45% | 36372.11 | 36372.11 |
| SPY | 2010-07-07 | 2010-07-08 | $82.57 | $83.39 | Long | 356.0 | 0.99% | 36662.99 | 36662.99 |
| SPY | 2010-07-09 | 2010-07-15 | $84.01 | $85.35 | Long | 353.0 | 1.59% | 37135.47 | 37135.47 |
| SPY | 2010-07-16 | 2010-07-19 | $83.00 | $83.49 | Long | 362.0 | 0.59% | 37312.94 | 37312.94 |
| SPY | 2010-07-23 | 2010-08-12 | $85.92 | $84.53 | Long | 351.0 | -1.61% | 36826.75 | 36826.75 |
| SPY | 2010-08-19 | 2010-08-23 | $83.95 | $83.36 | Long | 355.0 | -0.70% | 36616.80 | 36616.80 |
| SPY | 2010-10-14 | 2010-10-15 | $91.89 | $92.08 | Long | 322.0 | 0.20% | 36677.26 | 36677.26 |
| SPY | 2010-10-18 | 2010-11-04 | $92.54 | $95.65 | Long | 321.0 | 3.36% | 37676.76 | 37676.76 |
| SPY | 2010-11-08 | 2011-07-14 | $95.83 | $103.93 | Long | 318.0 | 8.45% | 40251.82 | 40251.82 |
| SPY | 2011-07-15 | 2011-07-21 | $104.53 | $106.75 | Long | 311.0 | 2.13% | 40943.02 | 40943.02 |
| SPY | 2011-07-22 | 2011-08-24 | $106.82 | $93.73 | Long | 310.0 | -12.26% | 36882.96 | 36882.96 |
| SPY | 2011-08-25 | 2011-08-29 | $92.30 | $96.33 | Long | 323.0 | 4.37% | 38185.39 | 38185.39 |
| SPY | 2011-09-12 | 2011-09-13 | $92.61 | $93.46 | Long | 333.0 | 0.92% | 38468.21 | 38468.21 |
| SPY | 2011-09-21 | 2011-09-26 | $93.05 | $92.74 | Long | 334.0 | -0.33% | 38364.28 | 38364.28 |
| SPY | 2011-11-09 | 2011-11-15 | $98.26 | $100.59 | Long | 316.0 | 2.37% | 39100.47 | 39100.47 |
| SPY | 2011-11-16 | 2011-11-29 | $99.00 | $95.78 | Long | 319.0 | -3.25% | 38074.79 | 38074.79 |
| SPY | 2011-12-02 | 2011-12-05 | $99.62 | $100.70 | Long | 309.0 | 1.09% | 38410.07 | 38410.07 |
| SPY | 2011-12-06 | 2011-12-07 | $100.73 | $101.11 | Long | 308.0 | 0.37% | 38525.57 | 38525.57 |
| SPY | 2011-12-23 | 2011-12-27 | $101.48 | $101.56 | Long | 307.0 | 0.08% | 38550.22 | 38550.22 |
| SPY | 2011-12-28 | 2011-12-30 | $100.22 | $100.76 | Long | 311.0 | 0.54% | 38717.51 | 38717.51 |
| SPY | 2012-01-03 | 2012-05-11 | $102.37 | $109.36 | Long | 306.0 | 6.83% | 40855.80 | 40855.80 |
| SPY | 2012-05-14 | 2012-05-15 | $108.15 | $107.53 | Long | 306.0 | -0.57% | 40665.79 | 40665.79 |
| SPY | 2012-05-29 | 2012-05-30 | $107.82 | $106.25 | Long | 305.0 | -1.45% | 40188.64 | 40188.64 |
| SPY | 2012-06-08 | 2012-06-11 | $107.33 | $105.97 | Long | 303.0 | -1.27% | 39775.71 | 39775.71 |
| SPY | 2012-06-13 | 2012-06-21 | $106.50 | $107.35 | Long | 302.0 | 0.79% | 40031.31 | 40031.31 |
| SPY | 2012-06-22 | 2012-06-26 | $108.17 | $106.98 | Long | 299.0 | -1.11% | 39672.63 | 39672.63 |
| SPY | 2012-06-28 | 2012-07-05 | $107.63 | $110.87 | Long | 298.0 | 3.01% | 40638.79 | 40638.79 |
| SPY | 2012-07-06 | 2012-07-09 | $109.82 | $109.68 | Long | 299.0 | -0.13% | 40597.59 | 40597.59 |
| SPY | 2012-07-10 | 2012-07-11 | $108.73 | $108.74 | Long | 302.0 | 0.01% | 40602.49 | 40602.49 |
| SPY | 2012-07-12 | 2012-07-24 | $108.22 | $108.56 | Long | 303.0 | 0.31% | 40705.64 | 40705.64 |
| SPY | 2012-07-26 | 2012-07-27 | $110.37 | $112.41 | Long | 298.0 | 1.84% | 41311.91 | 41311.91 |
| SPY | 2012-07-30 | 2012-08-03 | $112.41 | $112.95 | Long | 297.0 | 0.48% | 41473.20 | 41473.20 |
| SPY | 2012-08-08 | 2012-08-14 | $113.87 | $114.12 | Long | 295.0 | 0.21% | 41544.93 | 41544.93 |
| SPY | 2012-08-16 | 2012-09-06 | $115.09 | $116.53 | Long | 292.0 | 1.25% | 41966.22 | 41966.22 |
| SPY | 2012-09-10 | 2012-09-12 | $116.32 | $117.03 | Long | 292.0 | 0.61% | 42174.49 | 42174.49 |
| SPY | 2012-09-17 | 2013-02-04 | $118.94 | $122.73 | Long | 287.0 | 3.19% | 43262.00 | 43262.00 |
| SPY | 2013-02-05 | 2013-09-09 | $123.97 | $138.92 | Long | 282.0 | 12.06% | 47477.52 | 47477.52 |
| SPY | 2013-09-10 | 2013-09-11 | $139.94 | $140.38 | Long | 274.0 | 0.31% | 47597.87 | 47597.87 |
| SPY | 2013-09-12 | 2013-10-10 | $140.01 | $140.88 | Long | 275.0 | 0.62% | 47837.24 | 47837.24 |
| SPY | 2013-10-11 | 2013-10-14 | $141.79 | $142.35 | Long | 273.0 | 0.40% | 47991.83 | 47991.83 |
| SPY | 2013-10-15 | 2013-10-16 | $141.32 | $143.30 | Long | 275.0 | 1.40% | 48534.59 | 48534.59 |
| SPY | 2013-10-17 | 2013-11-06 | $144.25 | $147.54 | Long | 272.0 | 2.28% | 49429.32 | 49429.32 |
| SPY | 2013-11-07 | 2013-11-08 | $145.68 | $147.64 | Long | 274.0 | 1.35% | 49967.83 | 49967.83 |
| SPY | 2013-11-12 | 2013-11-13 | $147.37 | $148.55 | Long | 274.0 | 0.80% | 50291.84 | 50291.84 |
| SPY | 2013-11-18 | 2013-11-22 | $149.42 | $150.57 | Long | 272.0 | 0.77% | 50606.70 | 50606.70 |
| SPY | 2013-11-25 | 2013-11-27 | $150.42 | $150.83 | Long | 272.0 | 0.27% | 50717.69 | 50717.69 |
| SPY | 2013-11-29 | 2014-03-07 | $150.73 | $157.62 | Long | 272.0 | 4.57% | 52592.42 | 52592.42 |
| SPY | 2014-03-10 | 2014-04-24 | $157.54 | $157.96 | Long | 270.0 | 0.27% | 52705.87 | 52705.87 |
| SPY | 2014-04-25 | 2014-10-28 | $156.67 | $168.44 | Long | 272.0 | 7.52% | 55908.63 | 55908.63 |
| SPY | 2014-10-29 | 2014-11-25 | $168.19 | $175.83 | Long | 269.0 | 4.54% | 57963.95 | 57963.95 |
| SPY | 2014-11-26 | 2014-12-26 | $176.28 | $177.93 | Long | 266.0 | 0.94% | 58403.27 | 58403.27 |
| SPY | 2014-12-30 | 2015-01-15 | $177.21 | $169.89 | Long | 266.0 | -4.13% | 56455.08 | 56455.08 |
| SPY | 2015-01-20 | 2015-01-28 | $172.48 | $170.84 | Long | 265.0 | -0.95% | 56020.76 | 56020.76 |
| SPY | 2015-01-29 | 2015-02-02 | $172.42 | $172.36 | Long | 263.0 | -0.03% | 56005.04 | 56005.04 |
| SPY | 2015-02-03 | 2015-02-04 | $174.86 | $174.19 | Long | 259.0 | -0.38% | 55832.60 | 55832.60 |
| SPY | 2015-02-09 | 2015-02-10 | $174.68 | $176.54 | Long | 258.0 | 1.07% | 56312.70 | 56312.70 |
| SPY | 2015-02-12 | 2015-02-20 | $178.34 | $180.32 | Long | 255.0 | 1.11% | 56817.70 | 56817.70 |
| SPY | 2015-02-23 | 2015-02-24 | $180.29 | $180.80 | Long | 255.0 | 0.28% | 56948.31 | 56948.31 |
| SPY | 2015-02-25 | 2015-03-02 | $180.65 | $180.96 | Long | 255.0 | 0.17% | 57026.67 | 57026.67 |
| SPY | 2015-03-03 | 2015-04-07 | $180.22 | $177.72 | Long | 256.0 | -1.38% | 56387.91 | 56387.91 |
| SPY | 2015-04-08 | 2015-04-10 | $178.32 | $180.09 | Long | 256.0 | 0.99% | 56840.07 | 56840.07 |
| SPY | 2015-04-13 | 2015-04-15 | $179.27 | $180.42 | Long | 256.0 | 0.64% | 57134.19 | 57134.19 |
| SPY | 2015-04-16 | 2015-04-22 | $180.37 | $180.59 | Long | 256.0 | 0.12% | 57191.25 | 57191.25 |
| SPY | 2015-04-27 | 2015-05-04 | $180.71 | $181.18 | Long | 256.0 | 0.26% | 57311.98 | 57311.98 |
| SPY | 2015-05-05 | 2015-05-08 | $179.11 | $181.44 | Long | 259.0 | 1.30% | 57915.99 | 57915.99 |
| SPY | 2015-05-11 | 2015-05-14 | $180.58 | $181.95 | Long | 259.0 | 0.76% | 58271.30 | 58271.30 |
| SPY | 2015-05-19 | 2015-05-20 | $182.65 | $182.52 | Long | 258.0 | -0.07% | 58238.11 | 58238.11 |
| SPY | 2015-05-21 | 2015-07-13 | $183.05 | $180.73 | Long | 257.0 | -1.27% | 57639.85 | 57639.85 |
| SPY | 2015-07-14 | 2015-07-16 | $181.55 | $182.89 | Long | 257.0 | 0.74% | 57983.06 | 57983.06 |
| SPY | 2015-07-20 | 2015-07-29 | $183.19 | $181.60 | Long | 256.0 | -0.87% | 57575.02 | 57575.02 |
| SPY | 2015-07-30 | 2015-08-18 | $181.64 | $180.87 | Long | 256.0 | -0.42% | 57378.71 | 57378.71 |
| SPY | 2015-08-19 | 2015-08-21 | $179.45 | $170.27 | Long | 258.0 | -5.11% | 55011.34 | 55011.34 |
| SPY | 2015-08-24 | 2015-08-28 | $163.27 | $171.66 | Long | 272.0 | 5.14% | 57293.92 | 57293.92 |
| SPY | 2015-08-31 | 2015-09-01 | $170.20 | $165.23 | Long | 272.0 | -2.92% | 55941.71 | 55941.71 |
| SPY | 2015-09-09 | 2015-09-10 | $167.80 | $168.74 | Long | 270.0 | 0.56% | 56195.28 | 56195.28 |
| SPY | 2015-11-09 | 2015-11-10 | $180.23 | $180.64 | Long | 252.0 | 0.23% | 56300.05 | 56300.05 |
| SPY | 2015-11-11 | 2015-11-16 | $179.93 | $178.10 | Long | 253.0 | -1.02% | 55835.48 | 55835.48 |
| SPY | 2015-11-18 | 2015-11-20 | $180.79 | $181.29 | Long | 250.0 | 0.28% | 55961.07 | 55961.07 |
| SPY | 2015-11-23 | 2015-11-25 | $181.08 | $181.30 | Long | 250.0 | 0.12% | 56015.21 | 56015.21 |
| SPY | 2015-11-27 | 2015-12-02 | $181.51 | $180.62 | Long | 249.0 | -0.49% | 55793.07 | 55793.07 |
| SPY | 2015-12-03 | 2015-12-04 | $178.09 | $181.56 | Long | 253.0 | 1.95% | 56671.79 | 56671.79 |
| SPY | 2015-12-08 | 2015-12-09 | $179.25 | $177.85 | Long | 256.0 | -0.78% | 56314.81 | 56314.81 |
| SPY | 2015-12-17 | 2015-12-18 | $177.44 | $174.29 | Long | 257.0 | -1.77% | 55507.12 | 55507.12 |
| SPY | 2015-12-24 | 2015-12-30 | $179.23 | $179.44 | Long | 250.0 | 0.12% | 55561.58 | 55561.58 |
| SPY | 2016-01-29 | 2016-02-01 | $168.81 | $168.74 | Long | 266.0 | -0.04% | 55545.35 | 55545.35 |
| SPY | 2016-02-16 | 2016-02-17 | $165.37 | $168.07 | Long | 272.0 | 1.63% | 56280.11 | 56280.11 |
| SPY | 2016-02-18 | 2016-02-19 | $167.38 | $167.31 | Long | 272.0 | -0.05% | 56258.78 | 56258.78 |
| SPY | 2016-02-22 | 2016-03-08 | $169.73 | $172.88 | Long | 268.0 | 1.86% | 57104.16 | 57104.16 |
| SPY | 2016-03-09 | 2016-04-05 | $173.74 | $178.84 | Long | 266.0 | 2.94% | 58462.13 | 58462.13 |
| SPY | 2016-04-06 | 2016-05-03 | $180.80 | $180.57 | Long | 261.0 | -0.13% | 58402.69 | 58402.69 |
| SPY | 2016-05-09 | 2016-05-11 | $180.33 | $180.87 | Long | 262.0 | 0.30% | 58542.67 | 58542.67 |
| SPY | 2016-05-12 | 2016-05-16 | $180.92 | $181.11 | Long | 262.0 | 0.11% | 58593.16 | 58593.16 |
| SPY | 2016-05-19 | 2016-05-24 | $178.85 | $182.07 | Long | 265.0 | 1.80% | 59444.98 | 59444.98 |
| SPY | 2016-05-25 | 2016-10-06 | $183.30 | $190.94 | Long | 262.0 | 4.17% | 61447.57 | 61447.57 |
| SPY | 2016-10-07 | 2016-10-10 | $190.29 | $191.28 | Long | 261.0 | 0.52% | 61706.25 | 61706.25 |
| SPY | 2016-10-11 | 2016-10-24 | $188.86 | $190.16 | Long | 264.0 | 0.68% | 62047.32 | 62047.32 |
| SPY | 2016-10-25 | 2016-10-27 | $189.52 | $188.63 | Long | 265.0 | -0.47% | 61812.82 | 61812.82 |
| SPY | 2016-10-31 | 2016-11-08 | $188.09 | $189.47 | Long | 266.0 | 0.73% | 62180.02 | 62180.02 |
| SPY | 2016-11-10 | 2016-11-21 | $191.95 | $194.81 | Long | 262.0 | 1.49% | 62928.88 | 62928.88 |
| SPY | 2016-11-28 | 2017-01-23 | $195.10 | $201.30 | Long | 261.0 | 3.18% | 64546.86 | 64546.86 |
| SPY | 2017-01-24 | 2017-09-11 | $202.59 | $223.88 | Long | 258.0 | 10.51% | 70039.38 | 70039.38 |
| SPY | 2017-09-14 | 2018-04-06 | $224.67 | $236.61 | Long | 252.0 | 5.31% | 73047.96 | 73047.96 |
| SPY | 2018-04-09 | 2018-04-10 | $237.78 | $241.56 | Long | 248.0 | 1.59% | 73985.58 | 73985.58 |
| SPY | 2018-04-11 | 2018-04-13 | $240.29 | $241.56 | Long | 249.0 | 0.53% | 74300.90 | 74300.90 |
| SPY | 2018-04-16 | 2018-04-19 | $243.54 | $244.97 | Long | 247.0 | 0.58% | 74651.93 | 74651.93 |
| SPY | 2018-04-25 | 2018-04-26 | $240.17 | $242.61 | Long | 251.0 | 1.02% | 75264.76 | 75264.76 |
| SPY | 2018-04-27 | 2018-04-30 | $242.84 | $240.97 | Long | 251.0 | -0.77% | 74795.99 | 74795.99 |
| SPY | 2018-05-01 | 2018-05-04 | $241.40 | $242.35 | Long | 250.0 | 0.39% | 75032.86 | 75032.86 |
| SPY | 2018-05-07 | 2018-05-11 | $243.17 | $248.57 | Long | 249.0 | 2.22% | 76378.05 | 76378.05 |
| SPY | 2018-05-14 | 2018-05-22 | $248.69 | $248.35 | Long | 248.0 | -0.14% | 76294.45 | 76294.45 |
| SPY | 2018-05-23 | 2018-06-05 | $249.04 | $250.62 | Long | 248.0 | 0.64% | 76687.58 | 76687.58 |
| SPY | 2018-06-08 | 2018-06-11 | $253.44 | $253.77 | Long | 245.0 | 0.13% | 76770.16 | 76770.16 |
| SPY | 2018-06-13 | 2018-06-14 | $253.29 | $253.93 | Long | 245.0 | 0.25% | 76926.40 | 76926.40 |
| SPY | 2018-06-18 | 2018-07-05 | $253.09 | $249.93 | Long | 246.0 | -1.25% | 76149.74 | 76149.74 |
| SPY | 2018-07-06 | 2018-07-09 | $252.04 | $254.31 | Long | 244.0 | 0.90% | 76703.50 | 76703.50 |
| SPY | 2018-07-11 | 2018-11-19 | $253.36 | $247.37 | Long | 245.0 | -2.36% | 75236.96 | 75236.96 |
| SPY | 2018-11-27 | 2018-12-10 | $246.73 | $242.75 | Long | 246.0 | -1.61% | 74257.78 | 74257.78 |
| SPY | 2018-12-11 | 2018-12-13 | $242.81 | $243.94 | Long | 247.0 | 0.47% | 74539.33 | 74539.33 |
| SPY | 2018-12-19 | 2018-12-20 | $230.97 | $227.21 | Long | 261.0 | -1.63% | 73558.03 | 73558.03 |
| SPY | 2019-01-24 | 2019-01-25 | $243.72 | $245.78 | Long | 244.0 | 0.85% | 74061.20 | 74061.20 |
| SPY | 2019-02-28 | 2019-03-07 | $257.71 | $254.31 | Long | 232.0 | -1.32% | 73273.84 | 73273.84 |
| SPY | 2019-03-12 | 2019-03-25 | $258.46 | $259.17 | Long | 229.0 | 0.28% | 73437.56 | 73437.56 |
| SPY | 2019-03-26 | 2019-08-29 | $261.10 | $273.07 | Long | 227.0 | 4.58% | 76154.14 | 76154.14 |
| SPY | 2019-08-30 | 2019-09-03 | $272.95 | $271.35 | Long | 225.0 | -0.58% | 75795.04 | 75795.04 |
| SPY | 2019-09-10 | 2019-09-11 | $278.25 | $280.23 | Long | 220.0 | 0.71% | 76230.34 | 76230.34 |
| SPY | 2019-09-16 | 2019-09-18 | $280.15 | $281.02 | Long | 220.0 | 0.31% | 76423.35 | 76423.35 |
| SPY | 2019-09-19 | 2019-10-15 | $281.00 | $280.25 | Long | 220.0 | -0.27% | 76256.30 | 76256.30 |
| SPY | 2019-10-16 | 2019-10-21 | $279.80 | $281.29 | Long | 220.0 | 0.53% | 76584.29 | 76584.29 |
| SPY | 2019-10-22 | 2019-10-28 | $280.37 | $284.39 | Long | 221.0 | 1.43% | 77473.27 | 77473.27 |
| SPY | 2019-10-31 | 2019-11-01 | $284.42 | $287.05 | Long | 220.0 | 0.93% | 78052.92 | 78052.92 |
| SPY | 2019-11-04 | 2020-03-25 | $288.21 | $233.96 | Long | 219.0 | -18.82% | 66174.00 | 66174.00 |
| SPY | 2020-03-26 | 2020-03-31 | $247.63 | $244.35 | Long | 216.0 | -1.32% | 65467.53 | 65467.53 |
| SPY | 2020-04-06 | 2020-05-13 | $251.10 | $266.97 | Long | 211.0 | 6.32% | 68816.10 | 68816.10 |
| SPY | 2020-05-14 | 2020-11-24 | $270.16 | $347.27 | Long | 206.0 | 28.54% | 84700.44 | 84700.44 |
| SPY | 2020-11-25 | 2020-11-27 | $346.73 | $347.70 | Long | 197.0 | 0.28% | 84890.67 | 84890.67 |
| SPY | 2020-11-30 | 2020-12-01 | $346.16 | $349.95 | Long | 198.0 | 1.09% | 85640.31 | 85640.31 |
| SPY | 2020-12-03 | 2020-12-04 | $350.59 | $353.61 | Long | 197.0 | 0.86% | 86235.49 | 86235.49 |
| SPY | 2020-12-07 | 2022-01-31 | $352.88 | $437.80 | Long | 197.0 | 24.07% | 102965.23 | 102965.23 |
| SPY | 2022-02-04 | 2022-02-07 | $436.63 | $435.22 | Long | 191.0 | -0.32% | 102697.59 | 102697.59 |
| SPY | 2022-02-09 | 2022-02-10 | $445.23 | $437.23 | Long | 186.0 | -1.80% | 101209.81 | 101209.81 |
| SPY | 2022-02-11 | 2022-02-15 | $428.61 | $434.10 | Long | 191.0 | 1.28% | 102258.06 | 102258.06 |
| SPY | 2022-02-23 | 2022-02-24 | $410.60 | $416.77 | Long | 201.0 | 1.50% | 103500.07 | 103500.07 |
| SPY | 2022-03-02 | 2022-03-03 | $426.11 | $423.99 | Long | 196.0 | -0.50% | 103084.28 | 103084.28 |
| SPY | 2022-03-04 | 2022-03-07 | $420.54 | $408.14 | Long | 198.0 | -2.95% | 100629.64 | 100629.64 |
| SPY | 2022-04-01 | 2022-04-04 | $442.09 | $445.87 | Long | 184.0 | 0.86% | 101326.49 | 101326.49 |
| SPY | 2022-04-06 | 2022-04-07 | $435.84 | $438.04 | Long | 188.0 | 0.50% | 101739.37 | 101739.37 |
| SPY | 2022-04-08 | 2022-04-11 | $436.86 | $429.40 | Long | 188.0 | -1.71% | 100335.57 | 100335.57 |
| SPY | 2022-04-12 | 2022-04-19 | $427.81 | $434.39 | Long | 189.0 | 1.54% | 101580.81 | 101580.81 |
| SPY | 2022-04-27 | 2022-04-28 | $407.29 | $417.58 | Long | 202.0 | 2.53% | 103658.96 | 103658.96 |
| SPY | 2022-08-09 | 2022-08-10 | $403.24 | $411.71 | Long | 208.0 | 2.10% | 105420.65 | 105420.65 |
| SPY | 2022-08-15 | 2022-08-17 | $420.41 | $418.24 | Long | 203.0 | -0.52% | 104980.87 | 104980.87 |
| SPY | 2022-08-19 | 2022-08-23 | $413.82 | $404.22 | Long | 205.0 | -2.32% | 103013.48 | 103013.48 |
| SPY | 2022-08-25 | 2022-08-26 | $411.24 | $397.32 | Long | 202.0 | -3.38% | 100201.62 | 100201.62 |
| SPY | 2022-09-09 | 2022-09-12 | $398.58 | $402.87 | Long | 203.0 | 1.07% | 101071.25 | 101071.25 |
| SPY | 2022-11-01 | 2022-11-03 | $378.50 | $365.20 | Long | 216.0 | -3.51% | 98198.76 | 98198.76 |
| SPY | 2022-11-04 | 2022-11-07 | $370.46 | $374.00 | Long | 214.0 | 0.96% | 98957.11 | 98957.11 |
| SPY | 2022-11-08 | 2022-11-09 | $376.02 | $368.27 | Long | 213.0 | -2.06% | 97307.04 | 97307.04 |
| SPY | 2022-11-14 | 2022-11-21 | $388.93 | $388.41 | Long | 202.0 | -0.13% | 97201.65 | 97201.65 |
| SPY | 2022-11-23 | 2022-11-25 | $396.12 | $396.03 | Long | 198.0 | -0.02% | 97184.11 | 97184.11 |
| SPY | 2022-11-28 | 2022-12-15 | $389.71 | $383.53 | Long | 201.0 | -1.59% | 95941.59 | 95941.59 |
| SPY | 2022-12-19 | 2022-12-20 | $375.81 | $376.32 | Long | 206.0 | 0.14% | 96047.52 | 96047.52 |
| SPY | 2022-12-28 | 2022-12-29 | $372.49 | $379.19 | Long | 208.0 | 1.80% | 97442.14 | 97442.14 |
| SPY | 2023-01-24 | 2023-01-25 | $395.77 | $395.91 | Long | 199.0 | 0.04% | 97471.66 | 97471.66 |
| SPY | 2023-01-30 | 2023-01-31 | $396.15 | $401.98 | Long | 199.0 | 1.47% | 98630.78 | 98630.78 |
| SPY | 2023-02-01 | 2023-02-03 | $406.25 | $407.78 | Long | 196.0 | 0.38% | 98931.22 | 98931.22 |
| SPY | 2023-02-06 | 2023-03-17 | $405.29 | $387.16 | Long | 197.0 | -4.47% | 95359.47 | 95359.47 |
| SPY | 2023-03-20 | 2023-03-24 | $390.88 | $392.88 | Long | 197.0 | 0.51% | 95752.57 | 95752.57 |
| SPY | 2023-03-29 | 2023-03-30 | $398.44 | $400.77 | Long | 194.0 | 0.59% | 96205.16 | 96205.16 |
| SPY | 2023-04-04 | 2023-04-06 | $405.70 | $406.22 | Long | 192.0 | 0.13% | 96304.27 | 96304.27 |
| SPY | 2023-04-10 | 2023-04-11 | $406.64 | $406.75 | Long | 191.0 | 0.03% | 96325.13 | 96325.13 |
| SPY | 2023-04-12 | 2023-04-17 | $405.09 | $410.94 | Long | 192.0 | 1.44% | 97447.80 | 97447.80 |
| SPY | 2023-04-18 | 2023-06-09 | $411.20 | $426.78 | Long | 191.0 | 3.79% | 100422.84 | 100422.84 |
| SPY | 2023-06-12 | 2023-06-14 | $430.65 | $434.01 | Long | 188.0 | 0.78% | 101053.67 | 101053.67 |
| SPY | 2023-06-15 | 2023-10-13 | $439.39 | $431.50 | Long | 186.0 | -1.80% | 99586.66 | 99586.66 |
| SPY | 2023-10-16 | 2023-10-17 | $436.04 | $436.02 | Long | 184.0 | -0.00% | 99582.98 | 99582.98 |
| SPY | 2023-10-20 | 2023-10-23 | $421.19 | $420.46 | Long | 191.0 | -0.17% | 99443.55 | 99443.55 |
| SPY | 2023-11-07 | 2023-11-09 | $436.93 | $433.84 | Long | 184.0 | -0.71% | 98874.99 | 98874.99 |
Signals
| Strategy | Size | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| SP500Bayes | 0.81 | SPY | 2023-11-10 | Hold |
Long | 4.20% | EOD |