Portfolio - Indicators

Weather Vanes for the Markets

Description

Total position allocation is set to 0.9 of account

Details

    Strategies
    Strategies Ratio
    CalendarTrend 0.2
    DMIndicatorMC 0.2
    DMIndicatorRSP 0.2
    DMIndicatorKC 0.2
    DMIndicatorCPI 0.2
    Metrics
    Metric Measure
    AccountName Indicators
    NoOfTrades 412.00
    NoOfWins 302.00
    NoOfLosses 110.00
    SharpRatio 1.00
    SortinoRatio 1.26
    GrossProfit $37099.93
    FirstDate 2004-08-31
    LastDate 2024-07-30
    FirstEquity $10000.00
    FinalEquity $47099.93
    OpenEquity $32804.52
    LongEquity $37099.93
    ShortEquity $0.00
    PercentWins 73.30%
    AveWin 4.20%
    AveLoss -3.01%
    AveWinLoss 1.39
    Expectancy 2.27%
    MedianDrawUp 17.10%
    MednDrawDown -6.68%
    MaxDrawDown -10.75%
    Kelly 54.16%
    Thorpe 193.80
    Rachev 1.20
    PAPR 4.38%
    APR 8.09%
    CalmarRatio 1.22
    Trades
    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    SPY 2004-08-31 2004-09-29 $75.79 $76.61 Long 23 1.07% 8275.46 10037.45
    SPY 2004-09-30 2004-10-28 $76.55 $77.55 Long 23 1.31% 8298.47 10082.19
    SPY 2004-10-29 2004-11-29 $77.54 $80.94 Long 23 4.38% 6641.87 10397.02
    SPY 2004-10-29 2004-11-29 $77.54 $80.94 Long 23 4.38% 6641.87 10397.02
    SPY 2004-11-30 2004-12-30 $80.99 $83.61 Long 23 3.24% 6762.46 10638.34
    SPY 2004-11-30 2004-12-30 $80.99 $83.61 Long 23 3.24% 6762.46 10638.34
    SPY 2004-12-31 2005-01-28 $83.43 $81.06 Long 22 -2.85% 6657.98 10408.74
    SPY 2004-12-31 2005-01-28 $83.43 $81.06 Long 22 -2.85% 6657.98 10408.74
    SPY 2005-01-31 2005-02-25 $81.56 $83.82 Long 23 2.77% 6813.73 10696.29
    SPY 2005-01-31 2005-02-25 $81.56 $83.82 Long 23 2.77% 6813.73 10696.29
    SPY 2005-01-31 2005-02-25 $81.56 $83.82 Long 23 2.77% 6813.73 10696.29
    SPY 2005-02-28 2005-03-30 $83.27 $81.90 Long 23 -1.64% 6750.72 10543.55
    SPY 2005-02-28 2005-03-30 $83.27 $81.90 Long 23 -1.64% 6750.72 10543.55
    SPY 2004-08-31 2005-03-31 $75.79 $81.74 Long 23 7.85% 6750.72 10538.82
    SPY 2005-03-31 2005-04-28 $81.74 $79.14 Long 23 -3.19% 8570.92 10420.31
    SPY 2005-04-29 2005-05-27 $80.21 $83.33 Long 23 3.89% 6797.74 10657.06
    SPY 2005-05-31 2005-06-29 $82.80 $83.37 Long 23 0.70% 6837.50 10702.24
    SPY 2005-05-31 2005-06-29 $82.80 $83.37 Long 23 0.70% 6837.50 10702.24
    SPY 2005-05-31 2005-06-29 $82.80 $83.37 Long 23 0.70% 6837.50 10702.24
    SPY 2005-06-30 2005-07-28 $82.92 $86.67 Long 23 4.52% 7010.01 11023.84
    SPY 2005-06-30 2005-07-28 $82.92 $86.67 Long 23 4.52% 7010.01 11023.84
    SPY 2005-07-29 2005-08-30 $86.09 $84.22 Long 22 -2.17% 6927.65 10831.28
    SPY 2005-07-29 2005-08-30 $86.09 $84.22 Long 22 -2.17% 6927.65 10831.28
    SPY 2005-08-31 2005-09-29 $85.29 $85.70 Long 23 0.49% 6946.38 10917.97
    SPY 2005-08-31 2005-09-29 $85.29 $85.70 Long 22 0.49% 6946.38 10917.97
    SPY 2005-09-30 2005-10-28 $85.97 $83.71 Long 22 -2.63% 6846.77 10726.76
    SPY 2005-09-30 2005-10-28 $85.97 $83.71 Long 22 -2.63% 6846.77 10726.76
    SPY 2005-10-31 2005-11-29 $83.94 $88.10 Long 23 4.96% 7038.33 11119.87
    SPY 2005-10-31 2005-11-29 $83.94 $88.10 Long 23 4.96% 7038.33 11119.87
    SPY 2005-11-30 2005-12-29 $87.63 $87.94 Long 22 0.36% 7052.03 11127.82
    SPY 2005-11-30 2005-12-29 $87.63 $87.94 Long 22 0.36% 7052.03 11127.82
    SPY 2005-12-30 2006-01-30 $87.46 $90.22 Long 22 3.16% 7173.49 11354.24
    SPY 2005-12-30 2006-01-30 $87.46 $90.22 Long 22 3.16% 7173.49 11354.24
    SPY 2006-01-31 2006-02-27 $89.56 $90.94 Long 22 1.54% 7234.07 11450.50
    SPY 2006-01-31 2006-02-27 $89.56 $90.94 Long 22 1.54% 7234.07 11450.50
    SPY 2006-02-28 2006-03-30 $90.07 $91.54 Long 22 1.63% 7298.55 11541.57
    SPY 2006-02-28 2006-03-30 $90.07 $91.54 Long 22 1.63% 7298.55 11541.57
    SPY 2006-03-31 2006-04-27 $91.56 $92.40 Long 22 0.92% 7354.40 11635.40
    SPY 2006-03-31 2006-04-27 $91.56 $92.40 Long 22 0.92% 7354.40 11635.40
    SPY 2006-03-31 2006-04-27 $91.56 $92.40 Long 22 0.92% 7354.40 11635.40
    SPY 2006-04-28 2006-05-30 $92.72 $88.93 Long 22 -4.08% 7187.77 11310.26
    SPY 2006-04-28 2006-05-30 $92.72 $88.93 Long 22 -4.08% 7187.77 11310.26
    SPY 2005-04-29 2006-05-31 $80.21 $89.92 Long 23 12.10% 5299.40 11350.62
    SPY 2006-05-31 2006-06-29 $89.92 $90.15 Long 22 0.26% 9266.14 11367.94
    SPY 2006-05-31 2006-06-29 $89.92 $90.15 Long 22 0.26% 9266.14 11367.94
    SPY 2006-06-30 2006-07-28 $90.16 $90.66 Long 22 0.55% 7293.52 11401.05
    SPY 2006-08-31 2006-09-28 $92.54 $95.12 Long 22 2.78% 7463.56 11776.95
    SPY 2006-08-31 2006-09-28 $92.54 $95.12 Long 22 2.78% 7463.56 11776.95
    SPY 2006-08-31 2006-09-28 $92.54 $95.12 Long 22 2.78% 7463.56 11776.95
    SPY 2006-09-29 2006-10-30 $95.04 $98.05 Long 22 3.17% 7529.77 11974.08
    SPY 2006-10-31 2006-11-29 $98.03 $99.94 Long 21 1.94% 7649.89 12177.07
    SPY 2006-10-31 2006-11-29 $98.03 $99.94 Long 21 1.94% 7649.89 12177.07
    SPY 2006-10-31 2006-11-29 $98.03 $99.94 Long 21 1.94% 7649.89 12177.07
    SPY 2006-11-30 2006-12-28 $99.98 $101.74 Long 21 1.76% 7723.76 12335.65
    SPY 2006-11-30 2006-12-28 $99.98 $101.74 Long 21 1.76% 7723.76 12335.65
    SPY 2006-12-29 2007-01-30 $101.32 $102.16 Long 21 0.83% 7758.91 12388.62
    SPY 2006-12-29 2007-01-30 $101.32 $102.16 Long 21 0.83% 7758.91 12388.62
    SPY 2007-01-31 2007-02-27 $102.84 $99.80 Long 21 -2.96% 7567.36 12100.59
    SPY 2007-01-31 2007-02-27 $102.84 $99.80 Long 21 -2.96% 7567.36 12100.59
    SPY 2007-01-31 2007-02-27 $102.84 $99.80 Long 21 -2.96% 7567.36 12100.59
    SPY 2007-02-28 2007-03-29 $100.83 $101.97 Long 21 1.14% 7615.58 12239.01
    SPY 2007-02-28 2007-03-29 $100.83 $101.97 Long 21 1.14% 7615.58 12239.01
    SPY 2007-03-30 2007-04-27 $102.00 $107.40 Long 21 5.30% 7842.75 12707.37
    SPY 2007-03-30 2007-04-27 $102.00 $107.40 Long 21 5.30% 7842.75 12707.37
    SPY 2007-04-30 2007-05-30 $106.51 $110.24 Long 21 3.50% 7999.32 12992.32
    SPY 2007-04-30 2007-05-30 $106.51 $110.24 Long 21 3.50% 7999.32 12992.32
    SPY 2007-05-31 2007-06-28 $110.13 $108.48 Long 21 -1.50% 7930.05 12846.12
    SPY 2007-05-31 2007-06-28 $110.13 $108.48 Long 21 -1.50% 7930.05 12846.12
    SPY 2007-06-29 2007-07-30 $108.51 $106.31 Long 21 -2.03% 7837.65 12655.38
    SPY 2007-06-29 2007-07-30 $108.51 $106.31 Long 21 -2.03% 7837.65 12655.38
    SPY 2007-08-31 2007-09-27 $106.47 $110.95 Long 21 4.22% 7931.93 12957.45
    SPY 2007-09-28 2007-10-30 $110.59 $110.93 Long 21 0.31% 7946.54 12973.23
    SPY 2007-09-28 2007-10-30 $110.59 $110.93 Long 21 0.31% 7946.54 12973.23
    SPY 2007-10-31 2007-11-29 $112.09 $106.67 Long 20 -4.83% 7729.98 12565.25
    SPY 2007-10-31 2007-11-29 $112.09 $106.67 Long 20 -4.83% 7729.98 12565.25
    SPY 2006-06-30 2008-01-31 $90.16 $100.08 Long 22 11.01% 9931.80 12272.18
    VFINX 2004-10-29 2008-05-29 $72.51 $95.63 Long 25 31.88% 10196.94 12349.32
    SPY 2008-05-30 2008-06-27 $102.75 $93.84 Long 21 -8.67% 9822.69 11793.33
    SPY 2008-05-30 2008-06-27 $102.75 $93.84 Long 21 -8.67% 9822.69 11793.33
    SPY 2008-04-30 2008-06-30 $101.22 $94.17 Long 21 -6.96% 11800.28 11800.28
    SPY 2008-07-31 2008-08-28 $93.33 $95.80 Long 22 2.65% 11854.68 11854.68
    SPY 2008-10-31 2008-11-26 $71.65 $65.83 Long 29 -8.12% 9595.76 11686.02
    SPY 2009-03-31 2009-04-29 $59.75 $65.67 Long 34 9.90% 7765.23 12079.30
    VFINX 2008-11-26 2009-05-28 $61.48 $63.73 Long 34 3.67% 10105.77 12428.61
    SPY 2009-04-30 2009-05-28 $65.69 $68.32 Long 33 4.00% 10105.77 12428.61
    SPY 2009-04-30 2009-05-28 $65.69 $68.32 Long 33 4.00% 10105.77 12428.61
    SPY 2009-05-29 2009-06-29 $69.53 $70.05 Long 32 0.75% 7942.61 12544.24
    SPY 2009-05-29 2009-06-29 $69.53 $70.05 Long 32 0.75% 7942.61 12544.24
    SPY 2009-06-30 2009-07-30 $69.48 $74.56 Long 32 7.31% 8267.60 13168.89
    SPY 2009-06-30 2009-07-30 $69.48 $74.56 Long 32 7.31% 8267.60 13168.89
    SPY 2009-07-31 2009-08-28 $74.67 $78.12 Long 31 4.63% 8481.71 13610.79
    SPY 2009-07-31 2009-08-28 $74.67 $78.12 Long 31 4.63% 8481.71 13610.79
    SPY 2009-08-31 2009-09-29 $77.42 $80.48 Long 31 3.95% 8765.97 14055.13
    SPY 2009-08-31 2009-09-29 $77.42 $80.48 Long 31 3.95% 8765.97 14055.13
    SPY 2009-08-31 2009-09-29 $77.42 $80.48 Long 31 3.95% 8765.97 14055.13
    SPY 2009-09-30 2009-10-29 $80.17 $80.97 Long 31 1.00% 8815.87 14137.99
    SPY 2009-09-30 2009-10-29 $80.17 $80.97 Long 31 1.00% 8815.87 14137.99
    SPY 2009-10-30 2009-11-27 $78.63 $83.19 Long 32 5.80% 8961.88 14426.50
    SPY 2009-11-30 2009-12-30 $83.47 $85.89 Long 31 2.89% 9111.70 14757.01
    SPY 2009-11-30 2009-12-30 $83.47 $85.89 Long 31 2.89% 9111.70 14757.01
    SPY 2009-12-31 2010-01-28 $85.06 $82.87 Long 31 -2.58% 8975.87 14419.87
    SPY 2009-12-31 2010-01-28 $85.06 $82.87 Long 31 -2.58% 8975.87 14419.87
    SPY 2010-01-29 2010-02-25 $81.97 $84.48 Long 31 3.05% 9131.10 14680.32
    SPY 2010-01-29 2010-02-25 $81.97 $84.48 Long 31 3.05% 9131.10 14680.32
    SPY 2010-02-26 2010-03-30 $84.53 $89.98 Long 31 6.45% 9469.30 15380.46
    SPY 2010-02-26 2010-03-30 $84.53 $89.98 Long 31 6.45% 9469.30 15380.46
    SPY 2010-03-31 2010-04-29 $89.68 $92.64 Long 30 3.30% 9646.82 15732.31
    SPY 2010-03-31 2010-04-29 $89.68 $92.64 Long 30 3.30% 9646.82 15732.31
    SPY 2010-04-30 2010-05-27 $91.07 $84.89 Long 30 -6.78% 9276.61 14852.21
    SPY 2010-04-30 2010-05-27 $91.07 $84.89 Long 30 -6.78% 9276.61 14852.21
    VFINX 2009-05-29 2010-05-28 $64.60 $78.12 Long 34 20.93% 12184.30 14783.01
    SPY 2009-03-31 2010-05-28 $59.75 $83.83 Long 34 40.29% 12184.30 14783.01
    SPY 2010-05-28 2010-06-29 $83.83 $80.25 Long 31 -4.26% 14672.18 14672.18
    SPY 2010-07-30 2010-08-30 $84.92 $81.10 Long 31 -4.50% 9189.14 14197.52
    SPY 2010-07-30 2010-08-30 $84.92 $81.10 Long 31 -4.50% 9189.14 14197.52
    VFINX 2010-07-30 2010-08-31 $79.20 $75.61 Long 33 -4.53% 9170.26 14198.55
    SPY 2010-08-31 2010-09-29 $81.10 $88.63 Long 31 9.28% 11917.71 14665.17
    SPY 2010-09-30 2010-10-28 $88.36 $91.67 Long 29 3.74% 9474.01 15052.34
    SPY 2010-09-30 2010-10-28 $88.36 $91.67 Long 29 3.74% 9474.01 15052.34
    SPY 2010-10-29 2010-11-29 $91.74 $92.26 Long 29 0.57% 9504.10 15115.97
    SPY 2010-10-29 2010-11-29 $91.74 $92.26 Long 29 0.57% 9504.10 15115.97
    SPY 2010-11-30 2010-12-30 $91.74 $97.85 Long 29 6.66% 9858.42 15810.01
    SPY 2010-11-30 2010-12-30 $91.74 $97.85 Long 29 6.66% 9858.42 15810.01
    SPY 2010-12-31 2011-01-28 $97.87 $99.41 Long 29 1.57% 9947.35 15992.79
    SPY 2010-12-31 2011-01-28 $97.87 $99.41 Long 29 1.57% 9947.35 15992.79
    SPY 2011-01-31 2011-02-25 $100.15 $102.99 Long 28 2.84% 10106.43 16370.68
    SPY 2011-01-31 2011-02-25 $100.15 $102.99 Long 28 2.84% 10106.43 16370.68
    SPY 2011-02-28 2011-03-30 $103.63 $103.78 Long 28 0.15% 10114.93 16427.16
    SPY 2011-02-28 2011-03-30 $103.63 $103.78 Long 28 0.15% 10114.93 16427.16
    SPY 2011-03-31 2011-04-28 $103.64 $106.39 Long 28 2.65% 10269.02 16740.35
    SPY 2011-03-31 2011-04-28 $103.64 $106.39 Long 28 2.65% 10269.02 16740.35
    SPY 2011-04-29 2011-05-27 $106.64 $104.36 Long 28 -2.14% 10141.20 16487.54
    SPY 2011-04-29 2011-05-27 $106.64 $104.36 Long 28 -2.14% 10141.20 16487.54
    SPY 2011-05-31 2011-06-29 $105.45 $102.69 Long 28 -2.62% 9986.49 16230.18
    SPY 2011-05-31 2011-06-29 $105.45 $102.69 Long 28 -2.62% 9986.49 16230.18
    SPY 2011-06-30 2011-07-28 $103.67 $102.29 Long 28 -1.33% 9909.51 16128.32
    SPY 2011-06-30 2011-07-28 $103.67 $102.29 Long 28 -1.33% 9909.51 16128.32
    VFINX 2010-09-30 2011-07-29 $82.36 $94.63 Long 32 14.90% 12937.66 16087.08
    SPY 2010-07-30 2011-08-31 $84.92 $96.01 Long 31 13.06% 15913.94 15913.94
    SPY 2011-10-31 2011-11-29 $99.09 $94.79 Long 28 -4.34% 10164.04 15552.47
    SPY 2011-10-31 2011-11-29 $99.09 $94.79 Long 28 -4.34% 10164.04 15552.47
    SPY 2011-10-31 2011-11-30 $99.09 $98.69 Long 28 -0.41% 12927.35 15780.48
    SPY 2011-12-30 2012-01-30 $99.72 $104.38 Long 28 4.68% 13188.55 16200.63
    SPY 2011-12-30 2012-01-30 $99.72 $104.38 Long 28 4.68% 13188.55 16200.63
    SPY 2012-01-31 2012-02-28 $104.34 $109.30 Long 27 4.75% 10772.86 16878.98
    SPY 2012-01-31 2012-02-28 $104.34 $109.30 Long 27 4.75% 10772.86 16878.98
    SPY 2012-01-31 2012-02-28 $104.34 $109.30 Long 27 4.75% 10772.86 16878.98
    SPY 2012-02-29 2012-03-29 $108.87 $111.91 Long 27 2.79% 10936.92 17190.10
    SPY 2012-02-29 2012-03-29 $108.87 $111.91 Long 27 2.79% 10936.92 17190.10
    SPY 2012-03-30 2012-04-27 $112.37 $112.04 Long 27 -0.30% 10918.82 17179.20
    SPY 2012-03-30 2012-04-27 $112.37 $112.04 Long 27 -0.30% 10918.82 17179.20
    SPY 2012-01-31 2012-04-30 $104.34 $111.62 Long 27 6.98% 7904.95 17155.50
    SPY 2012-04-30 2012-05-30 $111.62 $105.15 Long 27 -5.80% 13583.18 16618.55
    SPY 2012-04-30 2012-05-30 $111.62 $105.15 Long 27 -5.80% 13583.18 16618.55
    SPY 2012-05-31 2012-06-28 $104.92 $106.52 Long 28 1.52% 13627.90 16704.37
    SPY 2012-06-29 2012-07-30 $109.17 $111.24 Long 27 1.90% 10791.98 17006.13
    SPY 2012-06-29 2012-07-30 $109.17 $111.24 Long 27 1.90% 10791.98 17006.13
    SPY 2012-06-29 2012-07-31 $109.17 $110.46 Long 27 1.18% 13774.53 16971.05
    SPY 2012-08-31 2012-09-27 $113.23 $116.64 Long 27 3.01% 10993.59 17510.42
    SPY 2012-08-31 2012-09-27 $113.23 $116.64 Long 27 3.01% 10993.59 17510.42
    SPY 2012-08-31 2012-09-27 $113.23 $116.64 Long 27 3.01% 10993.59 17510.42
    SPY 2012-09-28 2012-11-29 $116.10 $114.61 Long 27 -1.28% 10913.02 17315.43
    SPY 2012-09-28 2012-11-29 $116.10 $114.61 Long 27 -1.28% 10913.02 17315.43
    SPY 2012-11-30 2012-12-28 $114.64 $113.73 Long 27 -0.79% 10864.34 17218.01
    SPY 2012-11-30 2012-12-28 $114.64 $113.73 Long 27 -0.79% 10864.34 17218.01
    SPY 2012-12-31 2013-01-30 $115.67 $121.89 Long 27 5.38% 11194.08 18004.76
    SPY 2012-12-31 2013-01-30 $115.67 $121.89 Long 26 5.38% 11194.08 18004.76
    SPY 2013-01-31 2013-02-27 $121.59 $123.38 Long 26 1.48% 11334.09 18226.54
    SPY 2013-01-31 2013-02-27 $121.59 $123.38 Long 26 1.48% 11334.09 18226.54
    SPY 2013-01-31 2013-02-27 $121.59 $123.38 Long 26 1.48% 11334.09 18226.54
    SPY 2013-02-28 2013-03-27 $123.14 $127.42 Long 26 3.48% 11556.90 18673.62
    SPY 2013-02-28 2013-03-27 $123.14 $127.42 Long 26 3.48% 11556.90 18673.62
    SPY 2013-03-28 2013-04-29 $127.82 $129.96 Long 26 1.68% 11668.47 18929.76
    SPY 2013-03-28 2013-04-29 $127.82 $129.96 Long 26 1.68% 11668.47 18929.76
    SPY 2013-04-30 2013-05-30 $130.27 $135.29 Long 26 3.85% 11929.37 19487.14
    SPY 2013-04-30 2013-05-30 $130.27 $135.29 Long 26 3.85% 11929.37 19487.14
    SPY 2012-08-31 2013-05-31 $113.23 $133.35 Long 27 17.76% 5128.68 19378.81
    SPY 2013-05-31 2013-06-27 $133.35 $132.11 Long 26 -0.93% 15432.99 19246.24
    SPY 2013-05-31 2013-06-27 $133.35 $132.11 Long 26 -0.93% 15432.99 19246.24
    SPY 2013-05-31 2013-06-27 $133.35 $132.11 Long 26 -0.93% 15432.99 19246.24
    SPY 2013-06-28 2013-07-30 $131.57 $138.27 Long 26 5.09% 15781.42 19771.11
    SPY 2013-06-28 2013-07-30 $131.57 $138.27 Long 26 5.09% 15781.42 19771.11
    SPY 2013-07-31 2013-08-29 $138.36 $134.64 Long 25 -2.69% 12136.14 19387.74
    SPY 2013-07-31 2013-08-29 $138.36 $134.64 Long 25 -2.69% 12136.14 19387.74
    SPY 2013-07-31 2013-08-30 $138.36 $134.21 Long 25 -3.00% 8780.78 19365.02
    SPY 2013-08-30 2013-09-27 $134.21 $139.21 Long 25 3.72% 15741.19 19759.85
    SPY 2013-08-30 2013-09-27 $134.21 $139.21 Long 25 3.72% 15741.19 19759.85
    SPY 2013-09-30 2013-10-30 $138.47 $145.29 Long 25 4.93% 12620.73 20446.35
    SPY 2013-09-30 2013-10-30 $138.47 $145.29 Long 25 4.93% 12620.73 20446.35
    SPY 2013-10-31 2013-11-27 $144.88 $149.27 Long 25 3.03% 12950.19 20989.47
    SPY 2013-10-31 2013-11-27 $144.88 $149.27 Long 25 3.03% 12950.19 20989.47
    SPY 2013-10-31 2013-11-27 $144.88 $149.27 Long 25 3.03% 12950.19 20989.47
    SPY 2013-11-29 2013-12-30 $149.17 $152.31 Long 25 2.11% 13107.29 21309.89
    SPY 2013-11-29 2013-12-30 $149.17 $152.31 Long 25 2.11% 13107.29 21309.89
    SPY 2013-12-31 2014-01-30 $153.04 $148.51 Long 25 -2.96% 12881.08 20880.85
    SPY 2013-12-31 2014-01-30 $153.04 $148.51 Long 25 -2.96% 12881.08 20880.85
    SPY 2013-09-30 2014-01-31 $138.47 $147.64 Long 25 6.63% 9190.06 20831.39
    SPY 2014-01-31 2014-02-27 $147.64 $153.97 Long 25 4.29% 16888.63 21329.74
    SPY 2014-01-31 2014-02-27 $147.64 $153.97 Long 25 4.29% 16888.63 21329.74
    SPY 2014-02-28 2014-03-28 $154.36 $154.38 Long 24 0.01% 13184.82 21344.76
    SPY 2014-02-28 2014-03-28 $154.36 $154.38 Long 24 0.01% 13184.82 21344.76
    SPY 2014-03-31 2014-04-29 $155.64 $156.26 Long 24 0.40% 13214.39 21473.83
    SPY 2014-03-31 2014-04-29 $155.64 $156.26 Long 24 0.40% 13214.39 21473.83
    SPY 2014-04-30 2014-05-29 $156.73 $160.10 Long 24 2.16% 13295.48 21757.76
    SPY 2014-05-30 2014-06-27 $160.36 $163.76 Long 24 2.12% 13458.32 22113.33
    SPY 2014-05-30 2014-06-27 $160.36 $163.76 Long 24 2.12% 13458.32 22113.33
    SPY 2014-06-30 2014-07-30 $163.67 $164.73 Long 24 0.64% 13508.90 22214.61
    SPY 2014-06-30 2014-07-30 $163.67 $164.73 Long 24 0.64% 13508.90 22214.61
    SPY 2014-07-31 2014-08-28 $161.47 $167.37 Long 24 3.65% 13650.39 22494.23
    SPY 2014-08-29 2014-09-29 $167.84 $165.97 Long 24 -1.12% 13560.25 22331.36
    SPY 2014-08-29 2014-09-29 $167.84 $165.97 Long 24 -1.12% 13560.25 22331.36
    SPY 2014-02-28 2014-09-30 $154.36 $165.53 Long 24 7.24% 13560.25 22307.75
    SPY 2014-09-30 2014-10-30 $165.53 $167.51 Long 24 1.20% 17580.56 22414.37
    SPY 2014-10-31 2014-11-26 $169.43 $174.45 Long 23 2.97% 14030.38 23077.05
    SPY 2014-10-31 2014-11-26 $169.43 $174.45 Long 23 2.97% 14030.38 23077.05
    SPY 2014-10-31 2014-11-26 $169.43 $174.45 Long 23 2.97% 14030.38 23077.05
    SPY 2014-10-31 2014-11-28 $169.43 $174.08 Long 23 2.75% 14030.38 23055.95
    SPY 2014-11-28 2014-12-30 $174.08 $175.38 Long 23 0.74% 18064.06 23124.67
    SPY 2014-12-31 2015-01-29 $173.64 $170.64 Long 23 -1.73% 17926.10 22847.46
    SPY 2014-12-31 2015-01-29 $173.64 $170.64 Long 23 -1.73% 17926.10 22847.46
    SPY 2015-01-30 2015-02-26 $168.49 $178.57 Long 24 5.98% 18167.98 23319.33
    SPY 2015-02-27 2015-03-30 $177.96 $176.70 Long 23 -0.71% 14016.99 23179.66
    SPY 2015-02-27 2015-03-30 $177.96 $176.70 Long 23 -0.71% 14016.99 23179.66
    SPY 2015-03-31 2015-04-29 $175.16 $178.67 Long 23 2.01% 14259.38 23522.98
    SPY 2015-03-31 2015-04-29 $175.16 $178.67 Long 23 2.01% 14259.38 23522.98
    SPY 2015-03-31 2015-04-29 $175.16 $178.67 Long 23 2.01% 14259.38 23522.98
    SPY 2015-04-30 2015-05-28 $176.88 $180.28 Long 23 1.92% 14415.51 23761.58
    SPY 2015-04-30 2015-05-28 $176.88 $180.28 Long 23 1.92% 14415.51 23761.58
    SPY 2015-02-27 2015-05-29 $177.96 $179.16 Long 23 0.67% 10294.90 23703.22
    SPY 2015-05-29 2015-06-29 $179.16 $175.20 Long 23 -2.21% 18354.00 23407.38
    SPY 2015-05-29 2015-06-29 $179.16 $175.20 Long 23 -2.21% 18354.00 23407.38
    SPY 2015-06-30 2015-07-30 $175.56 $179.76 Long 24 2.39% 18454.88 23639.23
    SPY 2015-07-31 2015-08-28 $179.44 $169.89 Long 23 -5.33% 18235.04 23135.89
    VFINX 2011-11-29 2015-08-31 $88.20 $156.78 Long 31 77.74% 19052.70 23095.17
    SPY 2015-08-31 2015-09-29 $168.44 $161.22 Long 24 -4.29% 22921.94 22921.94
    SPY 2015-10-30 2015-11-27 $178.23 $179.63 Long 23 0.78% 14876.70 23016.03
    SPY 2015-10-30 2015-11-30 $178.23 $178.88 Long 23 0.37% 10762.35 22980.45
    SPY 2015-11-30 2015-12-30 $178.88 $177.59 Long 23 -0.72% 18931.40 22894.55
    SPY 2015-11-30 2015-12-30 $178.88 $177.59 Long 23 -0.72% 18931.40 22894.55
    SPY 2016-03-31 2016-04-28 $178.14 $179.82 Long 23 0.94% 14949.50 23097.95
    SPY 2016-03-31 2016-04-28 $178.14 $179.82 Long 23 0.94% 14949.50 23097.95
    SPY 2016-03-31 2016-04-28 $178.14 $179.82 Long 23 0.94% 14949.50 23097.95
    SPY 2016-04-29 2016-05-27 $178.85 $182.24 Long 23 1.90% 15105.41 23364.11
    SPY 2016-04-29 2016-05-27 $178.85 $182.24 Long 23 1.90% 15105.41 23364.11
    SPY 2016-05-31 2016-06-29 $181.89 $180.07 Long 23 -1.00% 15021.64 23182.40
    SPY 2016-05-31 2016-06-29 $181.89 $180.07 Long 23 -1.00% 15021.64 23182.40
    SPY 2016-06-30 2016-07-28 $182.53 $188.88 Long 22 3.48% 15161.38 23722.05
    SPY 2016-07-29 2016-08-30 $189.18 $189.95 Long 22 0.41% 15195.12 23802.10
    SPY 2016-07-29 2016-08-30 $189.18 $189.95 Long 22 0.41% 15195.12 23802.10
    SPY 2016-08-31 2016-09-29 $189.41 $188.00 Long 22 -0.74% 15102.46 23622.44
    SPY 2016-08-31 2016-09-29 $189.41 $188.00 Long 22 -0.74% 15102.46 23622.44
    SPY 2016-08-31 2016-09-29 $189.41 $188.00 Long 22 -0.74% 15102.46 23622.44
    SPY 2016-09-30 2016-10-28 $189.42 $186.13 Long 22 -1.74% 14957.58 23390.94
    SPY 2016-09-30 2016-10-28 $189.42 $186.13 Long 22 -1.74% 14957.58 23390.94
    SPY 2016-03-31 2016-10-31 $178.14 $186.14 Long 23 4.49% 15143.72 23390.51
    SPY 2016-10-31 2016-11-29 $186.14 $193.46 Long 22 3.93% 19399.85 23715.71
    SPY 2016-11-30 2016-12-29 $193.00 $197.63 Long 22 2.40% 19603.88 24014.07
    SPY 2016-11-30 2016-12-29 $193.00 $197.63 Long 22 2.40% 19603.88 24014.07
    SPY 2016-12-30 2017-01-30 $196.91 $200.45 Long 21 1.80% 15617.48 24303.47
    SPY 2016-12-30 2017-01-30 $196.91 $200.45 Long 21 1.80% 15617.48 24303.47
    SPY 2017-01-31 2017-02-27 $200.43 $208.87 Long 21 4.21% 15971.92 25019.86
    SPY 2017-01-31 2017-02-27 $200.43 $208.87 Long 21 4.21% 15971.92 25019.86
    SPY 2017-02-28 2017-03-30 $208.31 $209.06 Long 21 0.36% 16003.37 25058.62
    SPY 2017-02-28 2017-03-30 $208.31 $209.06 Long 21 0.36% 16003.37 25058.62
    SPY 2017-03-31 2017-04-27 $208.57 $211.10 Long 21 1.21% 16109.64 25253.49
    SPY 2017-03-31 2017-04-27 $208.57 $211.10 Long 21 1.21% 16109.64 25253.49
    SPY 2017-04-28 2017-05-30 $210.64 $213.67 Long 21 1.44% 16236.73 25492.52
    SPY 2017-04-28 2017-05-30 $210.64 $213.67 Long 21 1.44% 16236.73 25492.52
    SPY 2017-05-31 2017-06-29 $213.62 $214.58 Long 21 0.45% 16256.92 25551.73
    SPY 2017-06-30 2017-07-28 $214.98 $219.52 Long 21 2.11% 16447.73 25955.68
    SPY 2017-06-30 2017-07-28 $214.98 $219.52 Long 21 2.11% 16447.73 25955.68
    SPY 2017-07-31 2017-08-30 $219.40 $218.72 Long 21 -0.31% 16419.36 25893.13
    SPY 2017-07-31 2017-08-30 $219.40 $218.72 Long 21 -0.31% 16419.36 25893.13
    SPY 2017-08-31 2017-09-28 $220.04 $223.68 Long 21 1.66% 16572.46 26260.85
    SPY 2017-08-31 2017-09-28 $220.04 $223.68 Long 21 1.66% 16572.46 26260.85
    SPY 2017-09-29 2017-10-30 $224.47 $229.40 Long 21 2.20% 16779.61 26717.96
    SPY 2017-09-29 2017-10-30 $224.47 $229.40 Long 21 2.20% 16779.61 26717.96
    SPY 2017-10-31 2017-11-29 $229.76 $234.72 Long 20 2.16% 16978.32 27145.47
    SPY 2017-10-31 2017-11-29 $229.76 $234.72 Long 20 2.16% 16978.32 27145.47
    SPY 2017-11-30 2017-12-28 $236.78 $240.55 Long 20 1.59% 17129.07 27549.03
    SPY 2017-11-30 2017-12-28 $236.78 $240.55 Long 20 1.59% 17129.07 27549.03
    SPY 2017-12-29 2018-01-30 $239.64 $253.02 Long 20 5.58% 17664.28 28620.99
    SPY 2017-12-29 2018-01-30 $239.64 $253.02 Long 20 5.58% 17664.28 28620.99
    SPY 2018-01-31 2018-02-27 $253.15 $246.44 Long 20 -2.65% 17395.96 28069.03
    SPY 2018-01-31 2018-02-27 $253.15 $246.44 Long 20 -2.65% 17395.96 28069.03
    SPY 2016-12-30 2018-02-28 $196.91 $243.94 Long 21 23.88% 17639.90 27956.01
    SPY 2018-02-28 2018-03-28 $243.94 $234.26 Long 20 -3.97% 22325.14 27551.50
    SPY 2018-03-29 2018-04-27 $237.26 $240.33 Long 21 1.30% 17706.09 27874.65
    SPY 2018-03-29 2018-04-27 $237.26 $240.33 Long 20 1.30% 17706.09 27874.65
    SPY 2018-03-29 2018-04-30 $237.26 $238.48 Long 20 0.52% 12936.46 27794.01
    SPY 2018-04-30 2018-05-30 $238.48 $245.78 Long 20 3.06% 22767.83 28249.98
    SPY 2018-04-30 2018-05-30 $238.48 $245.78 Long 20 3.06% 22767.83 28249.98
    SPY 2018-05-31 2018-06-28 $244.28 $245.33 Long 20 0.43% 22809.94 28283.95
    SPY 2018-05-31 2018-06-28 $244.28 $245.33 Long 20 0.43% 22809.94 28283.95
    SPY 2018-06-29 2018-07-30 $245.68 $253.54 Long 20 3.20% 23124.02 28777.89
    SPY 2018-06-29 2018-07-30 $245.68 $253.54 Long 20 3.20% 23124.02 28777.89
    SPY 2018-07-31 2018-08-30 $254.79 $262.91 Long 20 3.19% 18353.24 29476.17
    SPY 2018-07-31 2018-08-30 $254.79 $262.91 Long 20 3.19% 18353.24 29476.17
    SPY 2018-07-31 2018-08-31 $254.79 $262.92 Long 20 3.19% 13094.86 29477.87
    SPY 2018-08-31 2018-09-27 $262.92 $264.46 Long 20 0.58% 23673.08 29571.64
    SPY 2018-08-31 2018-09-27 $262.92 $264.46 Long 20 0.58% 23673.08 29571.64
    SPY 2018-09-28 2018-10-30 $264.48 $243.60 Long 20 -7.89% 22837.93 28273.73
    SPY 2018-09-28 2018-10-30 $264.48 $243.60 Long 20 -7.89% 22837.93 28273.73
    VFINX 2015-10-30 2018-10-31 $165.75 $228.95 Long 24 38.13% 23408.58 28332.70
    SPY 2018-10-31 2018-11-29 $246.21 $249.25 Long 20 1.24% 23297.10 28393.65
    SPY 2019-01-31 2019-02-27 $247.03 $255.52 Long 20 3.43% 18865.45 29198.93
    SPY 2019-01-31 2019-02-27 $247.03 $255.52 Long 20 3.43% 18865.45 29198.93
    SPY 2019-01-31 2019-02-27 $247.03 $255.52 Long 20 3.43% 18865.45 29198.93
    SPY 2019-02-28 2019-03-28 $255.04 $258.03 Long 20 1.17% 18984.81 29420.48
    SPY 2019-02-28 2019-03-28 $255.04 $258.03 Long 20 1.17% 18984.81 29420.48
    SPY 2019-03-29 2019-04-29 $259.65 $270.12 Long 20 4.03% 19194.20 30116.68
    SPY 2019-04-30 2019-05-30 $270.26 $256.48 Long 20 -5.10% 18643.05 29014.75
    SPY 2019-04-30 2019-05-30 $270.26 $256.48 Long 20 -5.10% 18643.05 29014.75
    SPY 2019-01-31 2019-05-31 $247.03 $253.02 Long 20 2.43% 18643.05 28877.40
    SPY 2019-05-31 2019-06-27 $253.02 $269.25 Long 20 6.41% 24028.01 29533.91
    SPY 2019-06-28 2019-07-30 $270.63 $277.76 Long 19 2.63% 19156.94 30112.76
    SPY 2019-06-28 2019-07-30 $270.63 $277.76 Long 19 2.63% 19156.94 30112.76
    SPY 2019-06-28 2019-07-31 $270.63 $274.73 Long 19 1.51% 19156.94 29993.41
    SPY 2019-07-31 2019-08-29 $274.73 $270.25 Long 19 -1.63% 24291.61 29814.64
    SPY 2019-08-30 2019-09-27 $270.13 $274.12 Long 19 1.48% 24367.43 29969.00
    SPY 2019-09-30 2019-10-30 $275.39 $282.23 Long 19 2.48% 19394.95 30525.85
    SPY 2019-09-30 2019-10-30 $275.39 $282.23 Long 19 2.48% 19394.95 30525.85
    SPY 2019-10-31 2019-11-27 $281.47 $292.75 Long 19 4.01% 19823.39 31367.98
    SPY 2019-10-31 2019-11-27 $281.47 $292.75 Long 19 4.01% 19823.39 31367.98
    SPY 2019-11-29 2019-12-30 $291.66 $299.40 Long 19 2.65% 20117.53 31926.61
    SPY 2019-11-29 2019-12-30 $291.66 $299.40 Long 19 2.65% 20117.53 31926.61
    SPY 2019-12-31 2020-01-30 $300.13 $305.56 Long 19 1.81% 20323.76 32375.16
    SPY 2019-12-31 2020-01-30 $300.13 $305.56 Long 19 1.81% 20323.76 32375.16
    SPY 2019-09-30 2020-01-31 $275.39 $300.01 Long 19 8.94% 20323.76 32159.59
    SPY 2020-01-31 2020-02-27 $300.01 $277.43 Long 19 -7.53% 25594.84 31270.32
    SPY 2020-03-31 2020-04-29 $241.83 $275.10 Long 22 13.76% 26326.76 31943.85
    VFINX 2018-11-29 2020-05-28 $231.66 $263.71 Long 22 13.83% 26651.18 32620.48
    SPY 2020-04-30 2020-05-28 $272.53 $284.25 Long 21 4.30% 26651.18 32620.48
    SPY 2020-06-30 2020-07-30 $290.59 $305.29 Long 20 5.06% 21408.93 34051.99
    SPY 2020-06-30 2020-07-30 $290.59 $305.29 Long 20 5.06% 21408.93 34051.99
    SPY 2020-07-31 2020-08-28 $307.70 $330.38 Long 20 7.37% 22293.20 35976.12
    SPY 2020-07-31 2020-08-28 $307.70 $330.38 Long 19 7.37% 22293.20 35976.12
    SPY 2020-08-31 2020-09-29 $329.18 $314.48 Long 19 -4.46% 21734.78 34760.16
    SPY 2020-08-31 2020-09-29 $329.18 $314.48 Long 19 -4.46% 21734.78 34760.16
    SPY 2020-09-30 2020-10-29 $316.87 $312.22 Long 19 -1.47% 21558.24 34493.15
    SPY 2020-09-30 2020-10-29 $316.87 $312.22 Long 19 -1.47% 21558.24 34493.15
    SPY 2020-10-30 2020-11-27 $308.97 $344.10 Long 19 11.37% 22928.39 37176.13
    SPY 2020-10-30 2020-11-27 $308.97 $344.10 Long 20 11.37% 22928.39 37176.13
    SPY 2020-11-30 2020-12-30 $342.58 $353.48 Long 19 3.18% 23342.67 37977.72
    SPY 2020-11-30 2020-12-30 $342.58 $353.48 Long 19 3.18% 23342.67 37977.72
    SPY 2020-12-31 2021-01-28 $355.28 $358.84 Long 19 1.00% 23478.08 38338.98
    SPY 2020-12-31 2021-01-28 $355.28 $358.84 Long 19 1.00% 23478.08 38338.98
    SPY 2021-01-29 2021-02-25 $351.65 $363.30 Long 19 3.31% 23920.77 38967.41
    SPY 2021-01-29 2021-02-25 $351.65 $363.30 Long 19 3.31% 23920.77 38967.41
    SPY 2021-02-26 2021-03-30 $361.43 $376.32 Long 19 4.12% 24486.42 40065.85
    SPY 2021-02-26 2021-03-30 $361.43 $376.32 Long 19 4.12% 24486.42 40065.85
    SPY 2021-03-31 2021-04-29 $377.84 $400.47 Long 19 5.99% 25346.10 41929.55
    SPY 2021-03-31 2021-04-29 $377.84 $400.47 Long 19 5.99% 25346.10 41929.55
    SPY 2021-04-30 2021-05-27 $397.84 $399.73 Long 18 0.48% 25414.40 41972.77
    SPY 2021-04-30 2021-05-27 $397.84 $399.73 Long 18 0.48% 25414.40 41972.77
    SPY 2021-05-28 2021-06-29 $400.45 $409.10 Long 18 2.16% 25725.97 42666.71
    SPY 2021-05-28 2021-06-29 $400.45 $409.10 Long 18 2.16% 25725.97 42666.71
    SPY 2021-06-30 2021-07-29 $409.45 $421.49 Long 18 2.94% 26159.51 43615.18
    SPY 2021-06-30 2021-07-29 $409.45 $421.49 Long 18 2.94% 26159.51 43615.18
    SPY 2021-07-30 2021-08-30 $419.44 $432.57 Long 18 3.13% 26631.95 44544.27
    SPY 2021-07-30 2021-08-30 $419.44 $432.57 Long 18 3.13% 26631.95 44544.27
    SPY 2021-08-31 2021-09-29 $431.93 $416.90 Long 18 -3.48% 26091.18 43353.50
    SPY 2021-08-31 2021-09-29 $431.93 $416.90 Long 18 -3.48% 26091.18 43353.50
    SPY 2020-04-30 2021-09-30 $272.53 $411.81 Long 21 51.10% 19914.06 43145.66
    SPY 2021-09-30 2021-10-28 $411.81 $439.81 Long 18 6.80% 35747.20 44723.20
    SPY 2021-09-30 2021-10-28 $411.81 $439.81 Long 18 6.80% 35747.20 44723.20
    SPY 2021-10-29 2021-11-29 $440.70 $445.84 Long 18 1.16% 27999.38 45126.85
    SPY 2021-10-29 2021-11-29 $440.70 $445.84 Long 18 1.16% 27999.38 45126.85
    SPY 2021-10-29 2021-11-30 $440.70 $437.16 Long 18 -0.80% 35868.28 44799.47
    SPY 2021-12-31 2022-01-28 $457.40 $425.61 Long 17 -6.95% 27552.12 43469.72
    SPY 2021-12-31 2022-01-31 $457.40 $433.27 Long 17 -5.27% 34917.76 43764.00
    SPY 2022-03-31 2022-04-28 $436.28 $413.26 Long 18 -5.28% 34503.41 42929.51
    VFINX 2020-05-29 2022-05-27 $265.01 $372.08 Long 22 40.40% 42689.09 42689.09
    SPY 2022-08-31 2022-09-29 $383.38 $353.42 Long 20 -7.82% 42089.78 42089.78
    SPY 2022-10-31 2022-11-29 $376.23 $385.02 Long 20 2.34% 34770.84 42265.51
    SPY 2022-11-30 2022-12-29 $397.15 $375.27 Long 19 -5.51% 26809.40 41240.08
    SPY 2022-12-30 2023-01-30 $374.28 $392.05 Long 19 4.75% 27147.09 42223.40
    SPY 2023-01-31 2023-02-27 $397.82 $389.25 Long 19 -2.15% 26658.97 41626.38
    SPY 2023-01-31 2023-02-27 $397.82 $389.25 Long 19 -2.15% 26658.97 41626.38
    SPY 2023-01-31 2023-02-27 $397.82 $389.25 Long 19 -2.15% 26658.97 41626.38
    SPY 2022-11-30 2023-02-28 $397.15 $387.82 Long 19 -2.35% 26658.97 41576.84
    SPY 2023-02-28 2023-03-30 $387.82 $396.62 Long 19 2.27% 34194.79 41908.82
    SPY 2023-03-31 2023-04-27 $402.21 $405.18 Long 18 0.74% 27061.78 42236.03
    SPY 2023-03-31 2023-04-27 $402.21 $405.18 Long 18 0.74% 27061.78 42236.03
    SPY 2023-04-28 2023-05-30 $408.64 $412.81 Long 18 1.02% 27136.94 42595.35
    SPY 2023-03-31 2023-05-31 $402.21 $410.52 Long 18 2.07% 27136.94 42506.67
    SPY 2023-05-31 2023-06-29 $410.52 $432.03 Long 18 5.24% 34913.55 43316.79
    SPY 2023-06-30 2023-07-28 $437.13 $450.58 Long 17 3.08% 27939.63 44365.52
    SPY 2023-06-30 2023-07-28 $437.13 $450.58 Long 17 3.08% 27939.63 44365.52
    SPY 2023-07-31 2023-08-30 $451.44 $444.75 Long 17 -1.48% 27712.31 43923.31
    SPY 2023-07-31 2023-08-30 $451.44 $444.75 Long 17 -1.48% 27712.31 43923.31
    SPY 2023-06-30 2023-08-31 $437.13 $444.10 Long 17 1.59% 20162.54 43900.44
    SPY 2023-08-31 2023-09-28 $444.10 $424.09 Long 17 -4.51% 34581.45 42829.09
    SPY 2023-08-31 2023-09-28 $444.10 $424.09 Long 17 -4.51% 34581.45 42829.09
    VFINX 2022-11-29 2023-10-31 $356.89 $383.41 Long 21 7.43% 35183.34 42633.05
    SPY 2023-10-31 2023-11-29 $413.87 $449.91 Long 18 8.71% 35781.55 43281.64
    SPY 2023-11-30 2023-12-28 $451.68 $473.67 Long 17 4.87% 28850.90 44797.25
    SPY 2023-11-30 2023-12-28 $451.68 $473.67 Long 17 4.87% 28850.90 44797.25
    SPY 2023-12-29 2024-01-30 $472.30 $487.78 Long 17 3.28% 29377.27 45803.56
    SPY 2023-12-29 2024-01-30 $472.30 $487.78 Long 17 3.28% 29377.27 45803.56
    SPY 2024-01-31 2024-02-28 $479.82 $503.06 Long 17 4.84% 30562.11 47498.11
    SPY 2024-01-31 2024-02-28 $479.82 $503.06 Long 17 4.84% 30562.11 47498.11
    SPY 2024-01-31 2024-02-28 $479.82 $503.06 Long 17 4.84% 30562.11 47498.11
    SPY 2024-02-29 2024-03-27 $504.86 $521.49 Long 16 3.29% 31359.90 48915.15
    SPY 2024-02-29 2024-03-27 $504.86 $521.49 Long 16 3.29% 31359.90 48915.15
    SPY 2024-02-29 2024-03-27 $504.86 $521.49 Long 16 3.29% 31359.90 48915.15
    SPY 2024-03-28 2024-04-29 $521.39 $508.42 Long 16 -2.49% 30944.93 48064.52
    SPY 2024-03-28 2024-04-29 $521.39 $508.42 Long 16 -2.49% 30944.93 48064.52
    SPY 2024-04-30 2024-05-30 $500.36 $520.93 Long 17 4.11% 31294.51 48835.96
    SPY 2024-05-31 2024-06-27 $525.67 $546.37 Long 16 3.94% 31956.85 50350.65
    SPY 2024-05-31 2024-06-27 $525.67 $546.37 Long 16 3.94% 31956.85 50350.65
    SPY 2024-06-28 2024-07-30 $544.22 $542.00 Long 16 -0.41% 31921.33 50170.61
    Signals
    Strategy Size Ticker Date State Type Profit TimeFrame
    CalendarTrend 0.17 VFINX 2023-11-29 Hold Long 24.40% EndOfMonth
    DMIndicatorMC 0.17 SPY 2024-07-31 Hold Long 1.38% EndOfMonth
    DMIndicatorRSP 0.17 SPY 2024-07-31 Hold Long 1.38% EndOfMonth
    DMIndicatorKC 0.18 SPY 2023-11-30 Hold Long 23.63% EndOfMonth
    DMIndicatorCPI 0.00 Out EndOfMonth
    indicator