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 | 438.00 |
| NoOfWins | 269.00 |
| NoOfLosses | 169.00 |
| SharpRatio | 0.70 |
| SortinoRatio | 0.85 |
| GrossProfit | $87529.33 |
| FirstDate | 1993-08-05 |
| LastDate | 2023-01-25 |
| FirstEquity | $10000.00 |
| FinalEquity | $97529.33 |
| OpenEquity | $0.00 |
| LongEquity | $87529.33 |
| ShortEquity | $0.00 |
| PercentWins | 61.42% |
| AveWin | 2.16% |
| AveLoss | -1.60% |
| AveWinLoss | 1.35 |
| Expectancy | 0.71% |
| AveDrawUp | 22.52% |
| AveDrawDown | -9.05% |
| MaxDrawDown | -27.70% |
| Kelly | 32.84% |
| Thorpe | 99.23 |
| APR | 8.03% |
| CalmarRatio | 0.89 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 1993-08-05 | 1993-08-06 | $26.07 | $26.11 | Long | 310.0 | 0.14% | 10011.25 | 10011.25 |
| SPY | 1993-08-12 | 1993-08-13 | $26.16 | $26.20 | Long | 309.0 | 0.14% | 10022.46 | 10022.46 |
| SPY | 1993-08-16 | 1993-08-17 | $26.34 | $26.43 | Long | 308.0 | 0.34% | 10050.39 | 10050.39 |
| SPY | 1993-08-18 | 1993-08-31 | $26.58 | $27.03 | Long | 306.0 | 1.71% | 10189.18 | 10189.18 |
| SPY | 1993-09-01 | 1993-09-27 | $27.00 | $27.04 | Long | 305.0 | 0.15% | 10201.63 | 10201.63 |
| SPY | 1993-09-28 | 1993-10-12 | $26.98 | $27.00 | Long | 306.0 | 0.07% | 10207.21 | 10207.21 |
| SPY | 1993-10-15 | 1993-10-22 | $27.49 | $27.09 | Long | 300.0 | -1.46% | 10086.73 | 10086.73 |
| SPY | 1993-10-25 | 1993-11-15 | $27.16 | $27.20 | Long | 300.0 | 0.13% | 10097.68 | 10097.68 |
| SPY | 1993-11-16 | 1993-11-24 | $27.33 | $27.15 | Long | 299.0 | -0.67% | 10043.10 | 10043.10 |
| SPY | 1993-11-26 | 1993-12-22 | $27.16 | $27.50 | Long | 299.0 | 1.23% | 10142.62 | 10142.62 |
| SPY | 1993-12-23 | 1993-12-28 | $27.48 | $27.68 | Long | 298.0 | 0.74% | 10202.82 | 10202.82 |
| SPY | 1993-12-29 | 1994-02-22 | $27.64 | $27.83 | Long | 298.0 | 0.66% | 10257.56 | 10257.56 |
| SPY | 1994-02-24 | 1994-03-07 | $27.39 | $27.59 | Long | 303.0 | 0.74% | 10318.79 | 10318.79 |
| SPY | 1994-03-08 | 1994-03-09 | $27.48 | $27.61 | Long | 304.0 | 0.47% | 10357.86 | 10357.86 |
| SPY | 1994-03-10 | 1994-03-15 | $27.39 | $27.55 | Long | 306.0 | 0.60% | 10408.46 | 10408.46 |
| SPY | 1994-03-21 | 1994-03-22 | $27.69 | $27.77 | Long | 304.0 | 0.27% | 10430.92 | 10430.92 |
| SPY | 1994-03-24 | 1994-03-28 | $27.42 | $27.19 | Long | 308.0 | -0.81% | 10362.64 | 10362.64 |
| SPY | 1994-05-23 | 1994-05-24 | $26.89 | $27.00 | Long | 312.0 | 0.41% | 10397.23 | 10397.23 |
| SPY | 1994-06-02 | 1994-06-08 | $27.18 | $27.06 | Long | 309.0 | -0.41% | 10362.97 | 10362.97 |
| SPY | 1994-06-09 | 1994-06-14 | $27.21 | $27.51 | Long | 308.0 | 1.09% | 10454.01 | 10454.01 |
| SPY | 1994-06-15 | 1994-06-20 | $27.40 | $27.07 | Long | 309.0 | -1.20% | 10352.26 | 10352.26 |
| SPY | 1994-08-08 | 1994-08-09 | $27.31 | $27.36 | Long | 307.0 | 0.17% | 10366.53 | 10366.53 |
| SPY | 1994-08-17 | 1994-08-18 | $27.74 | $27.64 | Long | 302.0 | -0.34% | 10338.46 | 10338.46 |
| SPY | 1994-08-23 | 1994-08-24 | $27.76 | $28.05 | Long | 301.0 | 1.07% | 10428.02 | 10428.02 |
| SPY | 1994-08-25 | 1994-09-30 | $27.98 | $27.65 | Long | 301.0 | -1.19% | 10327.57 | 10327.57 |
| SPY | 1994-10-03 | 1994-10-11 | $27.58 | $27.92 | Long | 303.0 | 1.22% | 10429.62 | 10429.62 |
| SPY | 1994-10-12 | 1994-10-13 | $27.95 | $28.05 | Long | 302.0 | 0.33% | 10457.86 | 10457.86 |
| SPY | 1994-10-17 | 1994-10-19 | $28.11 | $28.18 | Long | 301.0 | 0.23% | 10477.58 | 10477.58 |
| SPY | 1994-10-20 | 1994-10-24 | $27.99 | $27.65 | Long | 303.0 | -1.24% | 10372.68 | 10372.68 |
| SPY | 1994-10-27 | 1994-10-28 | $27.94 | $28.53 | Long | 300.0 | 2.11% | 10549.50 | 10549.50 |
| SPY | 1994-10-31 | 1994-11-01 | $28.43 | $28.11 | Long | 300.0 | -1.12% | 10454.09 | 10454.09 |
| SPY | 1994-11-02 | 1994-11-14 | $27.95 | $28.05 | Long | 302.0 | 0.33% | 10482.33 | 10482.33 |
| SPY | 1994-11-15 | 1994-11-16 | $27.95 | $28.05 | Long | 303.0 | 0.33% | 10510.67 | 10510.67 |
| SPY | 1994-11-17 | 1994-12-13 | $27.86 | $27.25 | Long | 305.0 | -2.18% | 10325.20 | 10325.20 |
| SPY | 1994-12-14 | 1994-12-16 | $27.39 | $27.61 | Long | 305.0 | 0.79% | 10391.44 | 10391.44 |
| SPY | 1994-12-22 | 1994-12-30 | $27.77 | $27.50 | Long | 303.0 | -0.98% | 10308.59 | 10308.59 |
| SPY | 1995-01-03 | 1995-01-04 | $27.63 | $27.76 | Long | 302.0 | 0.48% | 10348.47 | 10348.47 |
| SPY | 1995-01-10 | 1995-01-11 | $27.85 | $27.86 | Long | 301.0 | 0.07% | 10354.14 | 10354.14 |
| SPY | 1995-01-12 | 1995-01-16 | $27.87 | $28.37 | Long | 300.0 | 1.79% | 10504.06 | 10504.06 |
| SPY | 1995-01-17 | 1995-01-18 | $28.38 | $28.35 | Long | 299.0 | -0.10% | 10495.60 | 10495.60 |
| SPY | 1995-01-19 | 1995-01-23 | $28.19 | $28.18 | Long | 301.0 | -0.07% | 10489.93 | 10489.93 |
| SPY | 1995-01-26 | 1995-01-30 | $28.32 | $28.31 | Long | 300.0 | -0.03% | 10487.11 | 10487.11 |
| SPY | 1995-02-01 | 1995-02-02 | $28.41 | $28.58 | Long | 298.0 | 0.60% | 10537.68 | 10537.68 |
| SPY | 1995-02-03 | 1995-02-22 | $28.99 | $29.45 | Long | 294.0 | 1.59% | 10673.52 | 10673.52 |
| SPY | 1995-02-27 | 1995-02-28 | $29.34 | $29.58 | Long | 294.0 | 0.84% | 10745.60 | 10745.60 |
| SPY | 1995-03-01 | 1996-04-25 | $29.39 | $40.48 | Long | 296.0 | 37.74% | 14029.14 | 14029.14 |
| SPY | 1996-04-26 | 1996-07-10 | $40.57 | $41.04 | Long | 280.0 | 1.15% | 14159.70 | 14159.70 |
| SPY | 1996-07-11 | 1996-07-12 | $40.21 | $40.24 | Long | 285.0 | 0.07% | 14168.03 | 14168.03 |
| SPY | 1996-07-15 | 1996-07-17 | $39.05 | $39.62 | Long | 293.0 | 1.45% | 14333.54 | 14333.54 |
| SPY | 1996-07-18 | 1996-07-19 | $40.16 | $39.87 | Long | 289.0 | -0.73% | 14249.09 | 14249.09 |
| SPY | 1996-07-25 | 1996-07-29 | $39.50 | $39.28 | Long | 292.0 | -0.57% | 14183.68 | 14183.68 |
| SPY | 1996-08-01 | 1996-08-02 | $40.61 | $41.49 | Long | 282.0 | 2.16% | 14430.86 | 14430.86 |
| SPY | 1996-08-08 | 1996-08-09 | $41.41 | $41.27 | Long | 282.0 | -0.33% | 14392.40 | 14392.40 |
| SPY | 1996-08-12 | 1996-08-14 | $41.57 | $41.39 | Long | 280.0 | -0.45% | 14340.59 | 14340.59 |
| SPY | 1996-08-16 | 1996-08-19 | $41.66 | $41.68 | Long | 278.0 | 0.05% | 14346.01 | 14346.01 |
| SPY | 1996-08-20 | 1996-08-22 | $41.65 | $41.90 | Long | 278.0 | 0.58% | 14413.69 | 14413.69 |
| SPY | 1996-08-26 | 1996-09-13 | $41.47 | $42.73 | Long | 281.0 | 3.05% | 14769.45 | 14769.45 |
| SPY | 1996-09-17 | 1996-10-01 | $42.79 | $43.23 | Long | 279.0 | 1.02% | 14890.75 | 14890.75 |
| SPY | 1996-10-03 | 1997-04-21 | $43.48 | $48.09 | Long | 277.0 | 10.61% | 16168.21 | 16168.21 |
| SPY | 1997-04-22 | 1997-05-15 | $49.15 | $53.35 | Long | 266.0 | 8.54% | 17285.07 | 17285.07 |
| SPY | 1997-05-16 | 1997-05-23 | $52.62 | $53.60 | Long | 266.0 | 1.88% | 17547.86 | 17547.86 |
| SPY | 1997-05-28 | 1997-05-30 | $53.81 | $53.84 | Long | 264.0 | 0.06% | 17555.69 | 17555.69 |
| SPY | 1997-06-02 | 1997-08-13 | $53.60 | $58.57 | Long | 265.0 | 9.27% | 18872.74 | 18872.74 |
| SPY | 1997-08-14 | 1997-11-25 | $58.79 | $60.68 | Long | 260.0 | 3.21% | 19363.58 | 19363.58 |
| SPY | 1997-11-26 | 1997-12-01 | $60.86 | $62.49 | Long | 257.0 | 2.68% | 19783.13 | 19783.13 |
| SPY | 1997-12-03 | 1997-12-30 | $62.29 | $62.12 | Long | 257.0 | -0.27% | 19739.36 | 19739.36 |
| SPY | 1998-01-02 | 1998-01-13 | $62.40 | $60.96 | Long | 256.0 | -2.31% | 19370.94 | 19370.94 |
| SPY | 1998-01-15 | 1998-01-16 | $60.73 | $61.60 | Long | 258.0 | 1.43% | 19595.27 | 19595.27 |
| SPY | 1998-01-22 | 1998-01-27 | $61.45 | $61.94 | Long | 258.0 | 0.80% | 19721.61 | 19721.61 |
| SPY | 1998-01-28 | 1998-01-30 | $62.50 | $62.88 | Long | 255.0 | 0.61% | 19818.46 | 19818.46 |
| SPY | 1998-02-05 | 1998-02-06 | $64.28 | $65.00 | Long | 249.0 | 1.12% | 19997.64 | 19997.64 |
| SPY | 1998-02-09 | 1998-02-10 | $64.78 | $65.40 | Long | 250.0 | 0.96% | 20152.55 | 20152.55 |
| SPY | 1998-02-11 | 1998-03-19 | $65.34 | $69.88 | Long | 249.0 | 6.94% | 21282.36 | 21282.36 |
| SPY | 1998-03-20 | 1998-06-22 | $70.48 | $71.17 | Long | 244.0 | 0.98% | 21450.20 | 21450.20 |
| SPY | 1998-06-23 | 1998-08-18 | $72.01 | $71.03 | Long | 241.0 | -1.37% | 21212.74 | 21212.74 |
| SPY | 1998-08-19 | 1998-08-20 | $70.85 | $70.42 | Long | 242.0 | -0.60% | 21110.55 | 21110.55 |
| SPY | 1998-08-21 | 1998-08-25 | $69.86 | $70.46 | Long | 244.0 | 0.86% | 21257.75 | 21257.75 |
| SPY | 1998-08-31 | 1998-09-02 | $61.78 | $63.93 | Long | 278.0 | 3.48% | 21855.91 | 21855.91 |
| SPY | 1998-10-21 | 1998-10-23 | $68.85 | $69.00 | Long | 257.0 | 0.21% | 21892.21 | 21892.21 |
| SPY | 1998-10-28 | 1998-10-30 | $68.98 | $71.03 | Long | 257.0 | 2.98% | 22421.21 | 22421.21 |
| SPY | 1998-11-02 | 1998-11-05 | $72.24 | $73.48 | Long | 251.0 | 1.70% | 22730.17 | 22730.17 |
| SPY | 1998-11-10 | 1998-11-24 | $72.97 | $76.60 | Long | 252.0 | 4.98% | 23645.53 | 23645.53 |
| SPY | 1998-11-25 | 1998-12-15 | $76.60 | $75.35 | Long | 250.0 | -1.63% | 23332.75 | 23332.75 |
| SPY | 1998-12-16 | 1998-12-23 | $75.25 | $79.83 | Long | 251.0 | 6.09% | 24482.73 | 24482.73 |
| SPY | 1998-12-24 | 1999-06-16 | $79.49 | $86.59 | Long | 249.0 | 8.93% | 26249.85 | 26249.85 |
| SPY | 1999-06-17 | 1999-07-07 | $87.40 | $90.92 | Long | 243.0 | 4.03% | 27105.40 | 27105.40 |
| SPY | 1999-07-12 | 1999-07-15 | $91.12 | $91.88 | Long | 240.0 | 0.84% | 27288.61 | 27288.61 |
| SPY | 1999-07-19 | 1999-08-16 | $91.77 | $87.13 | Long | 240.0 | -5.06% | 26174.63 | 26174.63 |
| SPY | 1999-08-17 | 1999-08-23 | $87.70 | $88.90 | Long | 241.0 | 1.37% | 26464.09 | 26464.09 |
| SPY | 1999-08-24 | 1999-09-07 | $89.23 | $88.25 | Long | 240.0 | -1.10% | 26229.57 | 26229.57 |
| SPY | 1999-09-08 | 1999-10-04 | $87.82 | $85.41 | Long | 241.0 | -2.74% | 25648.88 | 25648.88 |
| SPY | 1999-10-05 | 1999-10-06 | $85.33 | $86.64 | Long | 243.0 | 1.53% | 25966.37 | 25966.37 |
| SPY | 1999-10-14 | 1999-10-15 | $83.72 | $81.58 | Long | 251.0 | -2.56% | 25428.35 | 25428.35 |
| SPY | 1999-10-21 | 1999-10-22 | $84.27 | $84.99 | Long | 244.0 | 0.85% | 25602.69 | 25602.69 |
| SPY | 1999-10-25 | 1999-10-26 | $84.56 | $83.50 | Long | 245.0 | -1.26% | 25342.61 | 25342.61 |
| SPY | 1999-10-27 | 1999-10-29 | $85.01 | $89.50 | Long | 241.0 | 5.28% | 26424.98 | 26424.98 |
| SPY | 1999-11-02 | 1999-11-04 | $87.93 | $89.19 | Long | 243.0 | 1.44% | 26732.54 | 26732.54 |
| SPY | 1999-11-12 | 1999-11-15 | $91.29 | $91.51 | Long | 237.0 | 0.23% | 26783.34 | 26783.34 |
| SPY | 1999-11-18 | 1999-11-19 | $93.17 | $93.09 | Long | 232.0 | -0.09% | 26764.40 | 26764.40 |
| SPY | 1999-11-23 | 1999-11-24 | $92.25 | $92.74 | Long | 234.0 | 0.53% | 26879.04 | 26879.04 |
| SPY | 1999-11-30 | 1999-12-01 | $90.99 | $91.72 | Long | 239.0 | 0.81% | 27054.69 | 27054.69 |
| SPY | 1999-12-02 | 1999-12-06 | $92.27 | $93.27 | Long | 237.0 | 1.08% | 27291.76 | 27291.76 |
| SPY | 1999-12-07 | 1999-12-21 | $92.52 | $94.18 | Long | 238.0 | 1.79% | 27686.32 | 27686.32 |
| SPY | 1999-12-22 | 1999-12-29 | $94.42 | $96.14 | Long | 237.0 | 1.82% | 28093.72 | 28093.72 |
| SPY | 1999-12-30 | 1999-12-31 | $96.03 | $96.18 | Long | 236.0 | 0.16% | 28129.95 | 28129.95 |
| SPY | 2000-01-03 | 2000-01-28 | $95.24 | $88.98 | Long | 239.0 | -6.57% | 26633.32 | 26633.32 |
| SPY | 2000-02-01 | 2000-02-18 | $92.29 | $88.61 | Long | 233.0 | -3.99% | 25775.06 | 25775.06 |
| SPY | 2000-02-23 | 2000-02-24 | $89.43 | $87.63 | Long | 233.0 | -2.01% | 25355.46 | 25355.46 |
| SPY | 2000-02-28 | 2000-02-29 | $89.14 | $90.00 | Long | 230.0 | 0.96% | 25553.14 | 25553.14 |
| SPY | 2000-03-01 | 2000-03-08 | $90.66 | $89.63 | Long | 228.0 | -1.13% | 25319.85 | 25319.85 |
| SPY | 2000-03-09 | 2000-03-24 | $92.25 | $100.81 | Long | 222.0 | 9.28% | 27220.67 | 27220.67 |
| SPY | 2000-03-27 | 2000-04-25 | $99.75 | $97.27 | Long | 221.0 | -2.49% | 26672.05 | 26672.05 |
| SPY | 2000-04-27 | 2000-04-28 | $95.85 | $95.25 | Long | 225.0 | -0.62% | 26538.17 | 26538.17 |
| SPY | 2000-05-03 | 2000-05-05 | $92.40 | $94.23 | Long | 232.0 | 1.98% | 26961.78 | 26961.78 |
| SPY | 2000-05-09 | 2000-05-11 | $92.77 | $92.75 | Long | 235.0 | -0.02% | 26956.95 | 26956.95 |
| SPY | 2000-05-12 | 2000-05-15 | $93.76 | $95.38 | Long | 232.0 | 1.73% | 27332.96 | 27332.96 |
| SPY | 2000-05-18 | 2000-05-22 | $94.13 | $91.95 | Long | 235.0 | -2.31% | 26821.91 | 26821.91 |
| SPY | 2000-05-23 | 2000-05-24 | $90.60 | $92.08 | Long | 239.0 | 1.63% | 27174.94 | 27174.94 |
| SPY | 2000-06-20 | 2000-07-03 | $97.35 | $96.92 | Long | 226.0 | -0.44% | 27077.34 | 27077.34 |
| SPY | 2000-07-05 | 2000-07-07 | $95.17 | $97.46 | Long | 230.0 | 2.40% | 27602.34 | 27602.34 |
| SPY | 2000-07-19 | 2000-08-07 | $97.76 | $97.48 | Long | 228.0 | -0.29% | 27536.70 | 27536.70 |
| SPY | 2000-08-09 | 2000-08-14 | $97.02 | $98.24 | Long | 229.0 | 1.25% | 27814.54 | 27814.54 |
| SPY | 2000-08-18 | 2000-08-21 | $98.50 | $99.04 | Long | 228.0 | 0.54% | 27936.45 | 27936.45 |
| SPY | 2000-08-24 | 2000-08-25 | $99.57 | $99.53 | Long | 227.0 | -0.04% | 27927.11 | 27927.11 |
| SPY | 2000-08-30 | 2000-08-31 | $98.94 | $100.25 | Long | 228.0 | 1.33% | 28227.19 | 28227.19 |
| SPY | 2000-09-05 | 2000-09-07 | $99.55 | $99.27 | Long | 229.0 | -0.29% | 28161.26 | 28161.26 |
| SPY | 2000-09-08 | 2000-09-25 | $98.59 | $95.17 | Long | 231.0 | -3.47% | 27372.06 | 27372.06 |
| SPY | 2000-09-26 | 2000-10-05 | $93.95 | $95.13 | Long | 235.0 | 1.25% | 27648.24 | 27648.24 |
| SPY | 2000-10-06 | 2000-10-18 | $93.07 | $88.57 | Long | 240.0 | -4.83% | 26569.53 | 26569.53 |
| SPY | 2000-10-19 | 2000-10-20 | $91.91 | $92.30 | Long | 234.0 | 0.43% | 26661.19 | 26661.19 |
| SPY | 2000-10-24 | 2000-10-25 | $92.10 | $89.93 | Long | 234.0 | -2.35% | 26154.63 | 26154.63 |
| SPY | 2000-10-27 | 2000-10-30 | $91.89 | $92.72 | Long | 230.0 | 0.90% | 26344.31 | 26344.31 |
| SPY | 2000-11-07 | 2000-11-09 | $94.84 | $92.39 | Long | 224.0 | -2.59% | 25794.72 | 25794.72 |
| SPY | 2000-11-14 | 2000-11-17 | $91.79 | $90.15 | Long | 227.0 | -1.79% | 25422.64 | 25422.64 |
| SPY | 2000-11-22 | 2000-11-27 | $87.18 | $89.75 | Long | 236.0 | 2.94% | 26028.42 | 26028.42 |
| SPY | 2000-12-19 | 2000-12-20 | $86.05 | $83.56 | Long | 245.0 | -2.90% | 25417.84 | 25417.84 |
| SPY | 2001-05-15 | 2001-05-21 | $83.61 | $87.37 | Long | 246.0 | 4.50% | 26343.50 | 26343.50 |
| SPY | 2001-05-23 | 2001-05-29 | $85.78 | $84.34 | Long | 248.0 | -1.68% | 25986.35 | 25986.35 |
| SPY | 2001-05-30 | 2001-05-31 | $83.15 | $83.59 | Long | 253.0 | 0.52% | 26095.49 | 26095.49 |
| SPY | 2001-06-11 | 2001-06-12 | $83.69 | $83.54 | Long | 252.0 | -0.17% | 26058.70 | 26058.70 |
| SPY | 2001-06-15 | 2001-06-18 | $81.10 | $80.70 | Long | 260.0 | -0.48% | 25956.61 | 25956.61 |
| SPY | 2001-07-19 | 2001-07-20 | $81.24 | $80.76 | Long | 258.0 | -0.60% | 25831.26 | 25831.26 |
| SPY | 2001-08-15 | 2001-08-16 | $78.69 | $78.97 | Long | 265.0 | 0.35% | 25903.57 | 25903.57 |
| SPY | 2001-08-27 | 2001-08-28 | $78.74 | $77.59 | Long | 266.0 | -1.46% | 25597.31 | 25597.31 |
| SPY | 2001-11-16 | 2001-11-19 | $76.40 | $77.34 | Long | 271.0 | 1.23% | 25852.58 | 25852.58 |
| SPY | 2001-11-26 | 2001-11-28 | $77.45 | $75.72 | Long | 270.0 | -2.23% | 25385.40 | 25385.40 |
| SPY | 2001-11-29 | 2001-12-03 | $76.74 | $75.74 | Long | 267.0 | -1.31% | 25117.85 | 25117.85 |
| SPY | 2001-12-04 | 2001-12-10 | $77.02 | $76.41 | Long | 264.0 | -0.79% | 24957.35 | 24957.35 |
| SPY | 2001-12-13 | 2001-12-14 | $74.86 | $75.58 | Long | 270.0 | 0.95% | 25150.35 | 25150.35 |
| SPY | 2001-12-18 | 2001-12-24 | $76.81 | $76.91 | Long | 265.0 | 0.12% | 25175.49 | 25175.49 |
| SPY | 2001-12-26 | 2002-01-10 | $77.33 | $77.81 | Long | 263.0 | 0.62% | 25302.43 | 25302.43 |
| SPY | 2002-01-11 | 2002-01-14 | $77.05 | $76.57 | Long | 265.0 | -0.63% | 25174.53 | 25174.53 |
| SPY | 2002-01-16 | 2002-01-17 | $75.63 | $76.20 | Long | 269.0 | 0.75% | 25327.80 | 25327.80 |
| SPY | 2002-01-22 | 2002-01-23 | $75.33 | $75.90 | Long | 272.0 | 0.77% | 25484.61 | 25484.61 |
| SPY | 2002-02-01 | 2002-02-05 | $75.51 | $73.18 | Long | 273.0 | -3.09% | 24847.76 | 24847.76 |
| SPY | 2002-02-08 | 2002-02-11 | $73.80 | $74.70 | Long | 272.0 | 1.23% | 25093.91 | 25093.91 |
| SPY | 2002-02-21 | 2002-02-22 | $72.60 | $73.50 | Long | 279.0 | 1.24% | 25344.52 | 25344.52 |
| SPY | 2002-03-04 | 2002-04-16 | $77.59 | $76.10 | Long | 264.0 | -1.93% | 24950.09 | 24950.09 |
| SPY | 2002-04-23 | 2002-04-24 | $74.30 | $73.55 | Long | 272.0 | -1.00% | 24747.13 | 24747.13 |
| SPY | 2002-04-26 | 2002-04-29 | $72.19 | $71.84 | Long | 277.0 | -0.49% | 24648.44 | 24648.44 |
| SPY | 2002-05-02 | 2002-05-03 | $73.11 | $72.32 | Long | 273.0 | -1.08% | 24431.88 | 24431.88 |
| SPY | 2002-11-18 | 2002-11-26 | $61.31 | $62.14 | Long | 322.0 | 1.35% | 24698.09 | 24698.09 |
| SPY | 2002-11-27 | 2002-12-03 | $63.89 | $62.93 | Long | 313.0 | -1.50% | 24399.02 | 24399.02 |
| SPY | 2002-12-04 | 2002-12-06 | $62.65 | $62.36 | Long | 315.0 | -0.45% | 24309.37 | 24309.37 |
| SPY | 2002-12-09 | 2002-12-10 | $60.65 | $61.46 | Long | 324.0 | 1.34% | 24572.84 | 24572.84 |
| SPY | 2002-12-11 | 2002-12-12 | $61.52 | $61.51 | Long | 323.0 | -0.01% | 24570.65 | 24570.65 |
| SPY | 2002-12-13 | 2002-12-20 | $60.54 | $61.28 | Long | 328.0 | 1.22% | 24812.00 | 24812.00 |
| SPY | 2002-12-23 | 2002-12-27 | $61.30 | $59.50 | Long | 327.0 | -2.93% | 24224.16 | 24224.16 |
| SPY | 2002-12-31 | 2003-01-03 | $60.08 | $62.20 | Long | 326.0 | 3.54% | 24916.76 | 24916.76 |
| SPY | 2003-01-07 | 2003-01-27 | $63.14 | $58.02 | Long | 319.0 | -8.12% | 23281.09 | 23281.09 |
| SPY | 2003-02-21 | 2003-02-24 | $58.00 | $57.06 | Long | 325.0 | -1.62% | 22975.69 | 22975.69 |
| SPY | 2003-03-04 | 2003-03-05 | $56.35 | $56.82 | Long | 330.0 | 0.85% | 23132.98 | 23132.98 |
| SPY | 2003-03-06 | 2003-03-07 | $56.35 | $56.74 | Long | 332.0 | 0.69% | 23261.84 | 23261.84 |
| SPY | 2003-03-17 | 2003-03-21 | $59.09 | $61.30 | Long | 318.0 | 3.74% | 23964.38 | 23964.38 |
| SPY | 2003-03-24 | 2003-03-28 | $59.26 | $59.28 | Long | 327.0 | 0.02% | 23968.85 | 23968.85 |
| SPY | 2003-03-31 | 2003-04-02 | $57.93 | $60.24 | Long | 335.0 | 3.99% | 24742.93 | 24742.93 |
| SPY | 2003-04-09 | 2003-04-10 | $59.50 | $59.82 | Long | 336.0 | 0.55% | 24853.18 | 24853.18 |
| SPY | 2003-04-11 | 2003-04-14 | $59.58 | $60.81 | Long | 337.0 | 2.07% | 25267.87 | 25267.87 |
| SPY | 2003-04-22 | 2003-04-23 | $62.44 | $63.02 | Long | 327.0 | 0.92% | 25455.66 | 25455.66 |
| SPY | 2003-04-25 | 2003-04-28 | $61.68 | $62.75 | Long | 334.0 | 1.73% | 25811.85 | 25811.85 |
| SPY | 2003-04-29 | 2003-05-02 | $62.97 | $63.72 | Long | 332.0 | 1.19% | 26061.52 | 26061.52 |
| SPY | 2003-05-06 | 2003-05-08 | $64.20 | $63.20 | Long | 328.0 | -1.55% | 25734.14 | 25734.14 |
| SPY | 2003-05-09 | 2003-12-01 | $64.08 | $74.11 | Long | 325.0 | 15.66% | 28994.98 | 28994.98 |
| SPY | 2003-12-02 | 2004-05-24 | $73.92 | $76.58 | Long | 317.0 | 3.59% | 29836.85 | 29836.85 |
| SPY | 2004-06-02 | 2004-06-15 | $78.57 | $79.18 | Long | 307.0 | 0.79% | 30026.60 | 30026.60 |
| SPY | 2004-06-16 | 2004-06-17 | $79.17 | $79.05 | Long | 307.0 | -0.15% | 29990.36 | 29990.36 |
| SPY | 2004-06-18 | 2004-06-22 | $79.20 | $79.30 | Long | 306.0 | 0.12% | 30020.22 | 30020.22 |
| SPY | 2004-06-25 | 2004-06-28 | $79.35 | $79.08 | Long | 306.0 | -0.34% | 29937.04 | 29937.04 |
| SPY | 2004-06-29 | 2004-07-27 | $79.40 | $76.51 | Long | 305.0 | -3.64% | 29054.80 | 29054.80 |
| SPY | 2004-08-05 | 2004-08-09 | $75.56 | $74.58 | Long | 311.0 | -1.29% | 28751.33 | 28751.33 |
| SPY | 2004-09-02 | 2004-09-07 | $78.47 | $78.66 | Long | 296.0 | 0.25% | 28809.09 | 28809.09 |
| SPY | 2004-09-08 | 2004-09-09 | $78.47 | $78.40 | Long | 297.0 | -0.09% | 28788.39 | 28788.39 |
| SPY | 2004-09-13 | 2004-09-14 | $79.06 | $79.22 | Long | 294.0 | 0.20% | 28835.53 | 28835.53 |
| SPY | 2004-09-20 | 2004-09-21 | $78.72 | $79.06 | Long | 296.0 | 0.44% | 28937.04 | 28937.04 |
| SPY | 2004-09-22 | 2004-09-23 | $78.07 | $77.65 | Long | 300.0 | -0.54% | 28811.06 | 28811.06 |
| SPY | 2004-09-24 | 2004-09-29 | $78.01 | $78.28 | Long | 299.0 | 0.34% | 28890.58 | 28890.58 |
| SPY | 2004-09-30 | 2004-10-01 | $78.22 | $79.54 | Long | 299.0 | 1.69% | 29286.09 | 29286.09 |
| SPY | 2004-10-05 | 2004-10-07 | $79.72 | $79.40 | Long | 297.0 | -0.40% | 29192.55 | 29192.55 |
| SPY | 2004-10-08 | 2004-10-15 | $78.75 | $77.87 | Long | 300.0 | -1.11% | 28930.09 | 28930.09 |
| SPY | 2004-10-18 | 2004-10-25 | $78.16 | $76.89 | Long | 299.0 | -1.63% | 28549.22 | 28549.22 |
| SPY | 2004-10-28 | 2004-10-29 | $79.24 | $79.23 | Long | 291.0 | -0.02% | 28545.15 | 28545.15 |
| SPY | 2004-11-02 | 2004-11-03 | $79.47 | $80.47 | Long | 290.0 | 1.26% | 28835.40 | 28835.40 |
| SPY | 2004-11-04 | 2004-12-01 | $81.57 | $83.70 | Long | 286.0 | 2.60% | 29442.41 | 29442.41 |
| SPY | 2004-12-03 | 2004-12-10 | $83.71 | $83.77 | Long | 284.0 | 0.07% | 29458.36 | 29458.36 |
| SPY | 2004-12-13 | 2005-02-15 | $84.50 | $85.43 | Long | 282.0 | 1.11% | 29722.81 | 29722.81 |
| SPY | 2005-02-16 | 2005-04-06 | $85.49 | $83.98 | Long | 281.0 | -1.77% | 29298.15 | 29298.15 |
| SPY | 2005-04-07 | 2005-04-21 | $84.43 | $82.14 | Long | 281.0 | -2.71% | 28655.48 | 28655.48 |
| SPY | 2005-04-27 | 2005-04-28 | $81.89 | $80.86 | Long | 283.0 | -1.25% | 28364.92 | 28364.92 |
| SPY | 2005-06-07 | 2005-06-08 | $85.06 | $84.91 | Long | 270.0 | -0.18% | 28322.86 | 28322.86 |
| SPY | 2005-06-10 | 2005-06-13 | $85.11 | $85.38 | Long | 269.0 | 0.32% | 28395.24 | 28395.24 |
| SPY | 2005-06-15 | 2005-06-16 | $85.74 | $85.96 | Long | 268.0 | 0.26% | 28454.07 | 28454.07 |
| SPY | 2005-06-21 | 2005-06-29 | $86.36 | $85.19 | Long | 266.0 | -1.35% | 28143.94 | 28143.94 |
| SPY | 2005-07-05 | 2005-07-06 | $85.66 | $84.94 | Long | 266.0 | -0.84% | 27952.94 | 27952.94 |
| SPY | 2005-07-14 | 2005-08-17 | $87.38 | $86.87 | Long | 259.0 | -0.58% | 27822.21 | 27822.21 |
| SPY | 2005-08-19 | 2005-08-23 | $87.07 | $86.90 | Long | 258.0 | -0.19% | 27780.02 | 27780.02 |
| SPY | 2005-08-25 | 2005-08-26 | $86.44 | $85.85 | Long | 260.0 | -0.68% | 27626.60 | 27626.60 |
| SPY | 2005-08-29 | 2005-08-31 | $86.51 | $87.15 | Long | 258.0 | 0.73% | 27789.85 | 27789.85 |
| SPY | 2005-09-01 | 2005-09-02 | $87.08 | $86.92 | Long | 258.0 | -0.18% | 27749.49 | 27749.49 |
| SPY | 2005-09-07 | 2005-10-24 | $88.09 | $85.64 | Long | 255.0 | -2.78% | 27125.28 | 27125.28 |
| SPY | 2005-10-25 | 2005-10-26 | $85.47 | $85.22 | Long | 257.0 | -0.29% | 27061.06 | 27061.06 |
| SPY | 2005-10-28 | 2005-10-31 | $85.53 | $85.76 | Long | 256.0 | 0.28% | 27121.37 | 27121.37 |
| SPY | 2005-11-01 | 2005-11-02 | $86.02 | $86.92 | Long | 255.0 | 1.05% | 27350.76 | 27350.76 |
| SPY | 2005-11-03 | 2005-11-04 | $87.29 | $87.18 | Long | 253.0 | -0.13% | 27321.86 | 27321.86 |
| SPY | 2005-11-07 | 2005-11-08 | $87.26 | $87.26 | Long | 253.0 | 0.00% | 27321.86 | 27321.86 |
| SPY | 2005-11-09 | 2005-11-10 | $87.38 | $88.06 | Long | 253.0 | 0.78% | 27493.45 | 27493.45 |
| SPY | 2005-11-11 | 2005-11-17 | $88.36 | $88.98 | Long | 252.0 | 0.71% | 27651.77 | 27651.77 |
| SPY | 2005-11-18 | 2005-11-21 | $89.33 | $89.78 | Long | 250.0 | 0.50% | 27764.22 | 27764.22 |
| SPY | 2005-11-23 | 2005-11-25 | $90.69 | $90.76 | Long | 247.0 | 0.08% | 27781.85 | 27781.85 |
| SPY | 2005-11-28 | 2005-12-29 | $90.12 | $89.85 | Long | 249.0 | -0.30% | 27715.27 | 27715.27 |
| SPY | 2005-12-30 | 2006-02-27 | $89.36 | $92.92 | Long | 251.0 | 3.98% | 28607.00 | 28607.00 |
| SPY | 2006-02-28 | 2006-03-14 | $92.03 | $93.43 | Long | 251.0 | 1.52% | 28958.29 | 28958.29 |
| SPY | 2006-03-17 | 2006-06-27 | $94.12 | $89.68 | Long | 249.0 | -4.71% | 27853.43 | 27853.43 |
| SPY | 2006-06-28 | 2006-06-29 | $90.29 | $92.12 | Long | 249.0 | 2.02% | 28307.59 | 28307.59 |
| SPY | 2006-06-30 | 2006-07-03 | $92.12 | $92.50 | Long | 248.0 | 0.41% | 28400.93 | 28400.93 |
| SPY | 2006-07-05 | 2006-07-06 | $91.97 | $92.24 | Long | 250.0 | 0.29% | 28467.89 | 28467.89 |
| SPY | 2006-07-07 | 2006-07-10 | $91.64 | $91.81 | Long | 251.0 | 0.19% | 28511.49 | 28511.49 |
| SPY | 2006-07-11 | 2006-07-24 | $92.22 | $91.35 | Long | 250.0 | -0.94% | 28294.35 | 28294.35 |
| SPY | 2006-07-25 | 2006-10-12 | $91.67 | $99.07 | Long | 249.0 | 8.07% | 30135.92 | 30135.92 |
| SPY | 2006-10-17 | 2007-07-06 | $99.17 | $112.76 | Long | 246.0 | 13.71% | 33479.31 | 33479.31 |
| SPY | 2007-07-09 | 2007-08-22 | $112.84 | $108.09 | Long | 240.0 | -4.21% | 32338.33 | 32338.33 |
| SPY | 2007-08-24 | 2007-08-27 | $109.33 | $108.31 | Long | 239.0 | -0.93% | 32095.23 | 32095.23 |
| SPY | 2007-08-28 | 2007-09-24 | $105.93 | $112.33 | Long | 245.0 | 6.04% | 33664.01 | 33664.01 |
| SPY | 2007-09-25 | 2007-10-15 | $112.11 | $114.79 | Long | 243.0 | 2.39% | 34315.45 | 34315.45 |
| SPY | 2007-10-16 | 2007-10-25 | $113.88 | $112.45 | Long | 244.0 | -1.26% | 33964.90 | 33964.90 |
| SPY | 2007-10-26 | 2007-10-31 | $113.76 | $114.53 | Long | 241.0 | 0.67% | 34148.72 | 34148.72 |
| SPY | 2007-11-01 | 2007-11-13 | $111.85 | $109.66 | Long | 247.0 | -1.95% | 33609.12 | 33609.12 |
| SPY | 2007-11-14 | 2007-11-21 | $109.36 | $104.92 | Long | 248.0 | -4.06% | 32509.02 | 32509.02 |
| SPY | 2007-12-14 | 2007-12-18 | $108.99 | $108.03 | Long | 241.0 | -0.88% | 32278.79 | 32278.79 |
| SPY | 2007-12-21 | 2007-12-24 | $110.27 | $111.09 | Long | 237.0 | 0.74% | 32472.86 | 32472.86 |
| SPY | 2007-12-26 | 2008-01-03 | $111.33 | $107.84 | Long | 236.0 | -3.14% | 31648.89 | 31648.89 |
| SPY | 2008-01-04 | 2008-01-07 | $105.20 | $105.11 | Long | 243.0 | -0.08% | 31627.19 | 31627.19 |
| SPY | 2008-02-29 | 2008-03-05 | $99.62 | $99.63 | Long | 257.0 | 0.01% | 31629.10 | 31629.10 |
| SPY | 2008-05-05 | 2008-05-07 | $105.35 | $104.37 | Long | 243.0 | -0.93% | 31390.97 | 31390.97 |
| SPY | 2008-05-13 | 2008-05-22 | $105.09 | $104.36 | Long | 241.0 | -0.69% | 31216.10 | 31216.10 |
| SPY | 2008-05-23 | 2008-05-28 | $102.96 | $104.20 | Long | 245.0 | 1.21% | 31520.33 | 31520.33 |
| SPY | 2008-06-03 | 2008-06-05 | $103.30 | $105.31 | Long | 247.0 | 1.95% | 32017.36 | 32017.36 |
| SPY | 2008-06-09 | 2008-06-11 | $102.20 | $100.19 | Long | 253.0 | -1.96% | 31510.16 | 31510.16 |
| SPY | 2008-06-17 | 2008-06-20 | $101.41 | $98.93 | Long | 251.0 | -2.45% | 30886.65 | 30886.65 |
| SPY | 2008-06-23 | 2008-06-24 | $98.83 | $98.64 | Long | 253.0 | -0.20% | 30837.19 | 30837.19 |
| SPY | 2008-06-27 | 2008-07-01 | $95.88 | $96.52 | Long | 260.0 | 0.67% | 31003.35 | 31003.35 |
| SPY | 2008-07-03 | 2008-07-07 | $94.97 | $94.00 | Long | 264.0 | -1.02% | 30747.30 | 30747.30 |
| SPY | 2008-07-18 | 2008-07-21 | $94.72 | $94.77 | Long | 262.0 | 0.06% | 30761.09 | 30761.09 |
| SPY | 2008-08-08 | 2008-08-19 | $97.27 | $95.48 | Long | 256.0 | -1.84% | 30303.00 | 30303.00 |
| SPY | 2008-08-20 | 2008-08-26 | $95.92 | $95.78 | Long | 255.0 | -0.15% | 30266.57 | 30266.57 |
| SPY | 2008-08-27 | 2008-09-03 | $96.71 | $96.15 | Long | 253.0 | -0.58% | 30123.91 | 30123.91 |
| SPY | 2008-09-04 | 2008-09-08 | $93.25 | $95.48 | Long | 261.0 | 2.39% | 30704.76 | 30704.76 |
| SPY | 2008-09-19 | 2008-09-22 | $93.84 | $91.71 | Long | 265.0 | -2.26% | 30141.77 | 30141.77 |
| SPY | 2009-04-17 | 2009-04-20 | $66.86 | $64.06 | Long | 365.0 | -4.19% | 29118.90 | 29118.90 |
| SPY | 2009-04-27 | 2009-04-28 | $65.91 | $65.70 | Long | 357.0 | -0.31% | 29044.89 | 29044.89 |
| SPY | 2009-04-30 | 2010-04-06 | $67.12 | $93.23 | Long | 350.0 | 38.90% | 38182.95 | 38182.95 |
| SPY | 2010-04-07 | 2010-04-09 | $92.70 | $93.63 | Long | 333.0 | 1.01% | 38493.30 | 38493.30 |
| SPY | 2010-04-12 | 2010-04-15 | $93.78 | $94.99 | Long | 332.0 | 1.29% | 38896.32 | 38896.32 |
| SPY | 2010-04-16 | 2010-06-11 | $93.48 | $85.90 | Long | 337.0 | -8.11% | 36341.50 | 36341.50 |
| SPY | 2010-06-17 | 2010-06-18 | $87.82 | $87.92 | Long | 335.0 | 0.11% | 36373.32 | 36373.32 |
| SPY | 2010-06-24 | 2010-06-25 | $84.53 | $84.88 | Long | 348.0 | 0.42% | 36496.55 | 36496.55 |
| SPY | 2010-06-30 | 2010-07-01 | $81.22 | $80.86 | Long | 363.0 | -0.45% | 36365.15 | 36365.15 |
| SPY | 2010-07-07 | 2010-07-08 | $83.50 | $84.32 | Long | 352.0 | 0.99% | 36655.99 | 36655.99 |
| SPY | 2010-07-09 | 2010-07-15 | $84.95 | $86.31 | Long | 349.0 | 1.59% | 37128.34 | 37128.34 |
| SPY | 2010-07-16 | 2010-07-19 | $83.93 | $84.43 | Long | 358.0 | 0.59% | 37305.82 | 37305.82 |
| SPY | 2010-07-23 | 2010-08-12 | $86.88 | $85.48 | Long | 347.0 | -1.61% | 36819.78 | 36819.78 |
| SPY | 2010-08-19 | 2010-08-23 | $84.89 | $84.29 | Long | 351.0 | -0.70% | 36609.87 | 36609.87 |
| SPY | 2010-10-14 | 2010-10-15 | $92.92 | $93.11 | Long | 319.0 | 0.20% | 36670.44 | 36670.44 |
| SPY | 2010-10-18 | 2010-11-04 | $93.57 | $96.72 | Long | 317.0 | 3.36% | 37668.54 | 37668.54 |
| SPY | 2010-11-08 | 2011-07-14 | $96.90 | $105.09 | Long | 314.0 | 8.45% | 40239.70 | 40239.70 |
| SPY | 2011-07-15 | 2011-07-21 | $105.70 | $107.95 | Long | 308.0 | 2.13% | 40931.90 | 40931.90 |
| SPY | 2011-07-22 | 2011-08-24 | $108.02 | $94.78 | Long | 306.0 | -12.26% | 36879.34 | 36879.34 |
| SPY | 2011-08-25 | 2011-08-29 | $93.33 | $97.41 | Long | 320.0 | 4.37% | 38184.12 | 38184.12 |
| SPY | 2011-09-12 | 2011-09-13 | $93.64 | $94.50 | Long | 330.0 | 0.92% | 38467.53 | 38467.53 |
| SPY | 2011-09-21 | 2011-09-26 | $94.09 | $93.78 | Long | 331.0 | -0.33% | 38363.39 | 38363.39 |
| SPY | 2011-11-09 | 2011-11-15 | $99.36 | $101.72 | Long | 312.0 | 2.37% | 39098.39 | 39098.39 |
| SPY | 2011-11-16 | 2011-11-29 | $100.10 | $96.85 | Long | 316.0 | -3.25% | 38070.98 | 38070.98 |
| SPY | 2011-12-02 | 2011-12-05 | $100.73 | $101.83 | Long | 306.0 | 1.09% | 38406.73 | 38406.73 |
| SPY | 2011-12-06 | 2011-12-07 | $101.86 | $102.24 | Long | 305.0 | 0.37% | 38522.38 | 38522.38 |
| SPY | 2011-12-23 | 2011-12-27 | $102.61 | $102.70 | Long | 304.0 | 0.08% | 38547.06 | 38547.06 |
| SPY | 2011-12-28 | 2011-12-30 | $101.35 | $101.89 | Long | 308.0 | 0.54% | 38714.60 | 38714.60 |
| SPY | 2012-01-03 | 2012-05-11 | $103.52 | $110.58 | Long | 302.0 | 6.83% | 40848.57 | 40848.57 |
| SPY | 2012-05-14 | 2012-05-15 | $109.36 | $108.73 | Long | 302.0 | -0.57% | 40658.95 | 40658.95 |
| SPY | 2012-05-29 | 2012-05-30 | $109.02 | $107.44 | Long | 302.0 | -1.45% | 40181.20 | 40181.20 |
| SPY | 2012-06-08 | 2012-06-11 | $108.53 | $107.16 | Long | 299.0 | -1.27% | 39769.15 | 39769.15 |
| SPY | 2012-06-13 | 2012-06-21 | $107.69 | $108.55 | Long | 299.0 | 0.79% | 40025.05 | 40025.05 |
| SPY | 2012-06-22 | 2012-06-26 | $109.39 | $108.17 | Long | 296.0 | -1.11% | 39665.99 | 39665.99 |
| SPY | 2012-06-28 | 2012-07-05 | $108.84 | $112.12 | Long | 295.0 | 3.01% | 40633.14 | 40633.14 |
| SPY | 2012-07-06 | 2012-07-09 | $111.05 | $110.91 | Long | 296.0 | -0.13% | 40591.90 | 40591.90 |
| SPY | 2012-07-10 | 2012-07-11 | $109.94 | $109.96 | Long | 299.0 | 0.01% | 40596.80 | 40596.80 |
| SPY | 2012-07-12 | 2012-07-24 | $109.43 | $109.77 | Long | 300.0 | 0.31% | 40700.07 | 40700.07 |
| SPY | 2012-07-26 | 2012-07-27 | $111.61 | $113.67 | Long | 295.0 | 1.84% | 41306.96 | 41306.96 |
| SPY | 2012-07-30 | 2012-08-03 | $113.67 | $114.21 | Long | 294.0 | 0.48% | 41468.41 | 41468.41 |
| SPY | 2012-08-08 | 2012-08-14 | $115.15 | $115.39 | Long | 291.0 | 0.21% | 41539.96 | 41539.96 |
| SPY | 2012-08-16 | 2012-09-06 | $116.38 | $117.84 | Long | 289.0 | 1.25% | 41961.59 | 41961.59 |
| SPY | 2012-09-10 | 2012-09-12 | $117.62 | $118.35 | Long | 288.0 | 0.61% | 42169.32 | 42169.32 |
| SPY | 2012-09-17 | 2013-02-04 | $120.27 | $124.10 | Long | 284.0 | 3.19% | 43257.51 | 43257.51 |
| SPY | 2013-02-05 | 2013-09-09 | $125.36 | $140.47 | Long | 279.0 | 12.06% | 47474.91 | 47474.91 |
| SPY | 2013-09-10 | 2013-09-11 | $141.51 | $141.96 | Long | 271.0 | 0.31% | 47595.27 | 47595.27 |
| SPY | 2013-09-12 | 2013-10-10 | $141.58 | $142.46 | Long | 272.0 | 0.62% | 47834.68 | 47834.68 |
| SPY | 2013-10-11 | 2013-10-14 | $143.38 | $143.95 | Long | 270.0 | 0.40% | 47989.29 | 47989.29 |
| SPY | 2013-10-15 | 2013-10-16 | $142.90 | $144.90 | Long | 272.0 | 1.40% | 48532.14 | 48532.14 |
| SPY | 2013-10-17 | 2013-11-06 | $145.87 | $149.20 | Long | 269.0 | 2.28% | 49426.92 | 49426.92 |
| SPY | 2013-11-07 | 2013-11-08 | $147.31 | $149.30 | Long | 271.0 | 1.35% | 49965.50 | 49965.50 |
| SPY | 2013-11-12 | 2013-11-13 | $149.02 | $150.21 | Long | 271.0 | 0.80% | 50289.55 | 50289.55 |
| SPY | 2013-11-18 | 2013-11-22 | $151.09 | $152.26 | Long | 269.0 | 0.77% | 50604.43 | 50604.43 |
| SPY | 2013-11-25 | 2013-11-27 | $152.11 | $152.52 | Long | 269.0 | 0.27% | 50715.42 | 50715.42 |
| SPY | 2013-11-29 | 2014-03-07 | $152.42 | $159.39 | Long | 269.0 | 4.57% | 52590.25 | 52590.25 |
| SPY | 2014-03-10 | 2014-04-24 | $159.31 | $159.73 | Long | 267.0 | 0.27% | 52703.69 | 52703.69 |
| SPY | 2014-04-25 | 2014-10-28 | $158.42 | $170.33 | Long | 269.0 | 7.52% | 55906.61 | 55906.61 |
| SPY | 2014-10-29 | 2014-11-25 | $170.07 | $177.80 | Long | 266.0 | 4.54% | 57961.77 | 57961.77 |
| SPY | 2014-11-26 | 2014-12-26 | $178.25 | $179.92 | Long | 263.0 | 0.94% | 58401.01 | 58401.01 |
| SPY | 2014-12-30 | 2015-01-15 | $179.20 | $171.79 | Long | 263.0 | -4.13% | 56453.21 | 56453.21 |
| SPY | 2015-01-20 | 2015-01-28 | $174.41 | $172.76 | Long | 262.0 | -0.95% | 56019.00 | 56019.00 |
| SPY | 2015-01-29 | 2015-02-02 | $174.35 | $174.29 | Long | 260.0 | -0.03% | 56003.29 | 56003.29 |
| SPY | 2015-02-03 | 2015-02-04 | $176.81 | $176.14 | Long | 256.0 | -0.38% | 55830.93 | 55830.93 |
| SPY | 2015-02-09 | 2015-02-10 | $176.63 | $178.51 | Long | 256.0 | 1.07% | 56312.65 | 56312.65 |
| SPY | 2015-02-12 | 2015-02-20 | $180.34 | $182.34 | Long | 252.0 | 1.11% | 56817.30 | 56817.30 |
| SPY | 2015-02-23 | 2015-02-24 | $182.31 | $182.83 | Long | 252.0 | 0.28% | 56947.81 | 56947.81 |
| SPY | 2015-02-25 | 2015-03-02 | $182.67 | $182.99 | Long | 252.0 | 0.17% | 57026.12 | 57026.12 |
| SPY | 2015-03-03 | 2015-04-07 | $182.23 | $179.71 | Long | 253.0 | -1.38% | 56387.77 | 56387.77 |
| SPY | 2015-04-08 | 2015-04-10 | $180.32 | $182.10 | Long | 253.0 | 0.99% | 56839.64 | 56839.64 |
| SPY | 2015-04-13 | 2015-04-15 | $181.28 | $182.44 | Long | 253.0 | 0.64% | 57133.57 | 57133.57 |
| SPY | 2015-04-16 | 2015-04-22 | $182.39 | $182.62 | Long | 253.0 | 0.12% | 57190.60 | 57190.60 |
| SPY | 2015-04-27 | 2015-05-04 | $182.74 | $183.21 | Long | 253.0 | 0.26% | 57311.24 | 57311.24 |
| SPY | 2015-05-05 | 2015-05-08 | $181.12 | $183.47 | Long | 256.0 | 1.30% | 57914.95 | 57914.95 |
| SPY | 2015-05-11 | 2015-05-14 | $182.60 | $183.99 | Long | 256.0 | 0.76% | 58270.07 | 58270.07 |
| SPY | 2015-05-19 | 2015-05-20 | $184.70 | $184.57 | Long | 255.0 | -0.07% | 58236.91 | 58236.91 |
| SPY | 2015-05-21 | 2015-07-13 | $185.10 | $182.75 | Long | 254.0 | -1.27% | 57639.00 | 57639.00 |
| SPY | 2015-07-14 | 2015-07-16 | $183.59 | $184.94 | Long | 254.0 | 0.74% | 57982.01 | 57982.01 |
| SPY | 2015-07-20 | 2015-07-29 | $185.24 | $183.63 | Long | 253.0 | -0.87% | 57574.23 | 57574.23 |
| SPY | 2015-07-30 | 2015-08-18 | $183.67 | $182.90 | Long | 253.0 | -0.42% | 57378.05 | 57378.05 |
| SPY | 2015-08-19 | 2015-08-21 | $181.46 | $172.18 | Long | 256.0 | -5.11% | 55002.72 | 55002.72 |
| SPY | 2015-08-24 | 2015-08-28 | $165.10 | $173.58 | Long | 269.0 | 5.14% | 57285.41 | 57285.41 |
| SPY | 2015-08-31 | 2015-09-01 | $172.10 | $167.08 | Long | 269.0 | -2.92% | 55933.13 | 55933.13 |
| SPY | 2015-09-09 | 2015-09-10 | $169.68 | $170.63 | Long | 267.0 | 0.56% | 56186.69 | 56186.69 |
| SPY | 2015-11-09 | 2015-11-10 | $182.25 | $182.67 | Long | 249.0 | 0.23% | 56291.37 | 56291.37 |
| SPY | 2015-11-11 | 2015-11-16 | $181.95 | $180.09 | Long | 250.0 | -1.02% | 55827.17 | 55827.17 |
| SPY | 2015-11-18 | 2015-11-20 | $182.81 | $183.32 | Long | 247.0 | 0.28% | 55952.65 | 55952.65 |
| SPY | 2015-11-23 | 2015-11-25 | $183.11 | $183.33 | Long | 247.0 | 0.12% | 56006.73 | 56006.73 |
| SPY | 2015-11-27 | 2015-12-02 | $183.54 | $182.64 | Long | 247.0 | -0.49% | 55783.91 | 55783.91 |
| SPY | 2015-12-03 | 2015-12-04 | $180.08 | $183.59 | Long | 250.0 | 1.95% | 56661.94 | 56661.94 |
| SPY | 2015-12-08 | 2015-12-09 | $181.26 | $179.85 | Long | 253.0 | -0.78% | 56305.18 | 56305.18 |
| SPY | 2015-12-17 | 2015-12-18 | $179.43 | $176.25 | Long | 254.0 | -1.77% | 55497.98 | 55497.98 |
| SPY | 2015-12-24 | 2015-12-30 | $181.23 | $181.46 | Long | 248.0 | 0.12% | 55552.61 | 55552.61 |
| SPY | 2016-01-29 | 2016-02-01 | $170.70 | $170.63 | Long | 263.0 | -0.04% | 55536.39 | 55536.39 |
| SPY | 2016-02-16 | 2016-02-17 | $167.22 | $169.96 | Long | 269.0 | 1.63% | 56271.18 | 56271.18 |
| SPY | 2016-02-18 | 2016-02-19 | $169.26 | $169.18 | Long | 269.0 | -0.05% | 56249.85 | 56249.85 |
| SPY | 2016-02-22 | 2016-03-08 | $171.63 | $174.82 | Long | 265.0 | 1.86% | 57095.14 | 57095.14 |
| SPY | 2016-03-09 | 2016-04-05 | $175.68 | $180.85 | Long | 263.0 | 2.94% | 58452.83 | 58452.83 |
| SPY | 2016-04-06 | 2016-05-03 | $182.82 | $182.59 | Long | 258.0 | -0.13% | 58393.42 | 58393.42 |
| SPY | 2016-05-09 | 2016-05-11 | $182.35 | $182.89 | Long | 259.0 | 0.30% | 58533.34 | 58533.34 |
| SPY | 2016-05-12 | 2016-05-16 | $182.94 | $183.14 | Long | 259.0 | 0.11% | 58583.81 | 58583.81 |
| SPY | 2016-05-19 | 2016-05-24 | $180.85 | $184.11 | Long | 262.0 | 1.80% | 59435.42 | 59435.42 |
| SPY | 2016-05-25 | 2016-10-06 | $185.35 | $193.08 | Long | 259.0 | 4.17% | 61437.26 | 61437.26 |
| SPY | 2016-10-07 | 2016-10-10 | $192.42 | $193.42 | Long | 258.0 | 0.52% | 61695.83 | 61695.83 |
| SPY | 2016-10-11 | 2016-10-24 | $190.98 | $192.29 | Long | 261.0 | 0.68% | 62036.81 | 62036.81 |
| SPY | 2016-10-25 | 2016-10-27 | $191.64 | $190.75 | Long | 262.0 | -0.47% | 61802.37 | 61802.37 |
| SPY | 2016-10-31 | 2016-11-08 | $190.19 | $191.59 | Long | 263.0 | 0.73% | 62169.49 | 62169.49 |
| SPY | 2016-11-10 | 2016-11-21 | $194.10 | $196.99 | Long | 259.0 | 1.49% | 62918.06 | 62918.06 |
| SPY | 2016-11-28 | 2017-01-23 | $197.29 | $203.56 | Long | 258.0 | 3.18% | 64535.36 | 64535.36 |
| SPY | 2017-01-24 | 2017-09-11 | $204.86 | $226.39 | Long | 255.0 | 10.51% | 70024.83 | 70024.83 |
| SPY | 2017-09-14 | 2018-04-06 | $227.19 | $239.26 | Long | 249.0 | 5.31% | 73030.90 | 73030.90 |
| SPY | 2018-04-09 | 2018-04-10 | $240.44 | $244.26 | Long | 246.0 | 1.59% | 73971.38 | 73971.38 |
| SPY | 2018-04-11 | 2018-04-13 | $242.98 | $244.26 | Long | 246.0 | 0.53% | 74286.39 | 74286.39 |
| SPY | 2018-04-16 | 2018-04-19 | $246.27 | $247.71 | Long | 244.0 | 0.58% | 74637.04 | 74637.04 |
| SPY | 2018-04-25 | 2018-04-26 | $242.86 | $245.33 | Long | 248.0 | 1.02% | 75249.33 | 75249.33 |
| SPY | 2018-04-27 | 2018-04-30 | $245.56 | $243.67 | Long | 248.0 | -0.77% | 74780.98 | 74780.98 |
| SPY | 2018-05-01 | 2018-05-04 | $244.11 | $245.07 | Long | 248.0 | 0.39% | 75018.58 | 75018.58 |
| SPY | 2018-05-07 | 2018-05-11 | $245.89 | $251.36 | Long | 247.0 | 2.22% | 76367.91 | 76367.91 |
| SPY | 2018-05-14 | 2018-05-22 | $251.48 | $251.14 | Long | 245.0 | -0.14% | 76284.40 | 76284.40 |
| SPY | 2018-05-23 | 2018-06-05 | $251.83 | $253.43 | Long | 245.0 | 0.64% | 76677.12 | 76677.12 |
| SPY | 2018-06-08 | 2018-06-11 | $256.28 | $256.62 | Long | 242.0 | 0.13% | 76759.61 | 76759.61 |
| SPY | 2018-06-13 | 2018-06-14 | $256.13 | $256.77 | Long | 242.0 | 0.25% | 76915.67 | 76915.67 |
| SPY | 2018-06-18 | 2018-07-05 | $255.92 | $252.73 | Long | 243.0 | -1.25% | 76139.88 | 76139.88 |
| SPY | 2018-07-06 | 2018-07-09 | $254.87 | $257.16 | Long | 241.0 | 0.90% | 76692.96 | 76692.96 |
| SPY | 2018-07-11 | 2018-11-19 | $256.20 | $250.15 | Long | 242.0 | -2.36% | 75228.15 | 75228.15 |
| SPY | 2018-11-27 | 2018-12-10 | $249.49 | $245.47 | Long | 244.0 | -1.61% | 74246.05 | 74246.05 |
| SPY | 2018-12-11 | 2018-12-13 | $245.53 | $246.68 | Long | 244.0 | 0.47% | 74527.30 | 74527.30 |
| SPY | 2018-12-19 | 2018-12-20 | $233.56 | $229.76 | Long | 258.0 | -1.63% | 73546.41 | 73546.41 |
| SPY | 2019-01-24 | 2019-01-25 | $246.45 | $248.53 | Long | 241.0 | 0.85% | 74048.96 | 74048.96 |
| SPY | 2019-02-28 | 2019-03-07 | $260.60 | $257.16 | Long | 230.0 | -1.32% | 73259.64 | 73259.64 |
| SPY | 2019-03-12 | 2019-03-25 | $261.35 | $262.08 | Long | 227.0 | 0.28% | 73423.75 | 73423.75 |
| SPY | 2019-03-26 | 2019-08-29 | $264.03 | $276.13 | Long | 225.0 | 4.58% | 76146.56 | 76146.56 |
| SPY | 2019-08-30 | 2019-09-03 | $276.01 | $274.39 | Long | 223.0 | -0.58% | 75786.67 | 75786.67 |
| SPY | 2019-09-10 | 2019-09-11 | $281.37 | $283.37 | Long | 218.0 | 0.71% | 76222.84 | 76222.84 |
| SPY | 2019-09-16 | 2019-09-18 | $283.28 | $284.17 | Long | 217.0 | 0.31% | 76415.35 | 76415.35 |
| SPY | 2019-09-19 | 2019-10-15 | $284.15 | $283.38 | Long | 217.0 | -0.27% | 76248.73 | 76248.73 |
| SPY | 2019-10-16 | 2019-10-21 | $282.93 | $284.44 | Long | 218.0 | 0.53% | 76577.38 | 76577.38 |
| SPY | 2019-10-22 | 2019-10-28 | $283.51 | $287.58 | Long | 218.0 | 1.43% | 77464.11 | 77464.11 |
| SPY | 2019-10-31 | 2019-11-01 | $287.60 | $290.27 | Long | 218.0 | 0.93% | 78044.93 | 78044.93 |
| SPY | 2019-11-04 | 2020-03-25 | $291.43 | $236.59 | Long | 216.0 | -18.82% | 66197.48 | 66197.48 |
| SPY | 2020-03-26 | 2020-03-31 | $250.40 | $247.09 | Long | 214.0 | -1.32% | 65489.71 | 65489.71 |
| SPY | 2020-04-06 | 2020-05-13 | $253.91 | $269.96 | Long | 208.0 | 6.32% | 68827.65 | 68827.65 |
| SPY | 2020-05-14 | 2020-11-24 | $273.19 | $351.16 | Long | 204.0 | 28.54% | 84733.99 | 84733.99 |
| SPY | 2020-11-25 | 2020-11-27 | $350.62 | $351.59 | Long | 195.0 | 0.28% | 84924.40 | 84924.40 |
| SPY | 2020-11-30 | 2020-12-01 | $350.04 | $353.87 | Long | 196.0 | 1.09% | 85674.79 | 85674.79 |
| SPY | 2020-12-03 | 2020-12-04 | $354.51 | $357.57 | Long | 195.0 | 0.86% | 86270.53 | 86270.53 |
| SPY | 2020-12-07 | 2022-01-31 | $356.83 | $442.71 | Long | 195.0 | 24.07% | 103015.93 | 103015.93 |
| SPY | 2022-02-04 | 2022-02-07 | $441.52 | $440.10 | Long | 188.0 | -0.32% | 102749.54 | 102749.54 |
| SPY | 2022-02-09 | 2022-02-10 | $450.22 | $442.13 | Long | 184.0 | -1.80% | 101261.27 | 101261.27 |
| SPY | 2022-02-11 | 2022-02-15 | $433.41 | $438.96 | Long | 189.0 | 1.28% | 102310.17 | 102310.17 |
| SPY | 2022-02-23 | 2022-02-24 | $415.20 | $421.44 | Long | 199.0 | 1.50% | 103553.59 | 103553.59 |
| SPY | 2022-03-02 | 2022-03-03 | $430.88 | $428.73 | Long | 194.0 | -0.50% | 103137.44 | 103137.44 |
| SPY | 2022-03-04 | 2022-03-07 | $425.25 | $412.72 | Long | 196.0 | -2.95% | 100680.37 | 100680.37 |
| SPY | 2022-04-01 | 2022-04-04 | $447.04 | $450.87 | Long | 182.0 | 0.86% | 101377.37 | 101377.37 |
| SPY | 2022-04-06 | 2022-04-07 | $440.72 | $442.94 | Long | 186.0 | 0.50% | 101790.43 | 101790.43 |
| SPY | 2022-04-08 | 2022-04-11 | $441.76 | $434.21 | Long | 186.0 | -1.71% | 100386.01 | 100386.01 |
| SPY | 2022-04-12 | 2022-04-19 | $432.60 | $439.26 | Long | 187.0 | 1.54% | 101631.87 | 101631.87 |
| SPY | 2022-04-27 | 2022-04-28 | $411.85 | $422.25 | Long | 199.0 | 2.53% | 103702.09 | 103702.09 |
| SPY | 2022-08-09 | 2022-08-10 | $407.76 | $416.32 | Long | 206.0 | 2.10% | 105466.39 | 105466.39 |
| SPY | 2022-08-15 | 2022-08-17 | $425.12 | $422.93 | Long | 200.0 | -0.52% | 105028.25 | 105028.25 |
| SPY | 2022-08-19 | 2022-08-23 | $418.45 | $408.75 | Long | 203.0 | -2.32% | 103058.23 | 103058.23 |
| SPY | 2022-08-25 | 2022-08-26 | $415.85 | $401.77 | Long | 200.0 | -3.38% | 100243.03 | 100243.03 |
| SPY | 2022-09-09 | 2022-09-12 | $403.05 | $407.38 | Long | 201.0 | 1.07% | 101113.73 | 101113.73 |
| SPY | 2022-11-01 | 2022-11-03 | $382.74 | $369.29 | Long | 213.0 | -3.51% | 98249.41 | 98249.41 |
| SPY | 2022-11-04 | 2022-11-07 | $374.61 | $378.19 | Long | 212.0 | 0.96% | 99009.08 | 99009.08 |
| SPY | 2022-11-08 | 2022-11-09 | $380.23 | $372.40 | Long | 210.0 | -2.06% | 97364.03 | 97364.03 |
| SPY | 2022-11-14 | 2022-11-21 | $393.29 | $392.76 | Long | 200.0 | -0.13% | 97258.52 | 97258.52 |
| SPY | 2022-11-23 | 2022-11-25 | $400.56 | $400.47 | Long | 196.0 | -0.02% | 97240.96 | 97240.96 |
| SPY | 2022-11-28 | 2022-12-15 | $394.08 | $387.83 | Long | 199.0 | -1.59% | 95997.02 | 95997.02 |
| SPY | 2022-12-19 | 2022-12-20 | $380.02 | $380.54 | Long | 204.0 | 0.14% | 96103.10 | 96103.10 |
| SPY | 2022-12-28 | 2022-12-29 | $376.66 | $383.44 | Long | 206.0 | 1.80% | 97499.78 | 97499.78 |
| SPY | 2023-01-24 | 2023-01-25 | $400.20 | $400.35 | Long | 197.0 | 0.04% | 97529.33 | 97529.33 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| SP500Bayes | 0.90 | 0.00 | Out | EOD |