Portfolio - IndicatorsEOD

Description

Total position allocation is set to 0.9 of account

Details

    Strategies
    Strategies Ratio
    SP500Bayes 0.4
    IndicatorRR 0.3
    MC-EOD 0.3
    Metrics
    Metric Measure
    AccountName IndicatorsEOD
    NoOfTrades 436.00
    NoOfWins 226.00
    NoOfLosses 210.00
    SharpRatio 0.78
    SortinoRatio 0.95
    GrossProfit $31358.01
    FirstDate 2004-08-23
    LastDate 2024-08-05
    FirstEquity $10000.00
    FinalEquity $41358.01
    OpenEquity $26185.66
    LongEquity $31358.01
    ShortEquity $0.00
    PercentWins 51.83%
    AveWin 3.53%
    AveLoss -1.30%
    AveWinLoss 2.71
    Expectancy 1.20%
    MedianDrawUp 17.59%
    MednDrawDown -8.36%
    MaxDrawDown -16.67%
    Kelly 34.09%
    Thorpe 128.86
    Rachev 1.15
    PAPR 2.51%
    APR 7.38%
    CalmarRatio 0.83
    Trades
    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    SPY 2004-08-26 2004-08-27 $75.69 $75.86 Long 35 0.22% 6385.96 10035.20
    SPY 2004-09-08 2004-09-28 $76.82 $75.97 Long 35 -1.11% 3714.07 10040.68
    SPY 2004-08-31 2004-11-11 $75.49 $80.27 Long 35 6.33% 3857.19 10557.90
    SPY 2004-11-16 2004-12-02 $81.31 $81.82 Long 35 0.63% 3874.98 10679.33
    SPY 2004-12-07 2005-01-21 $82.09 $81.31 Long 35 -0.95% 3847.57 10538.17
    SPY 2004-09-29 2005-01-25 $76.18 $80.70 Long 35 5.94% 6672.05 10544.63
    SPY 2005-02-02 2005-02-18 $82.18 $83.00 Long 35 0.99% 3866.18 10763.60
    SPY 2005-02-23 2005-02-24 $82.09 $82.31 Long 34 0.26% 3873.45 10762.28
    SPY 2005-02-25 2005-03-08 $83.02 $84.68 Long 35 2.00% 3931.44 10940.01
    SPY 2005-01-26 2005-03-11 $80.98 $83.74 Long 35 3.40% 6862.21 10851.09
    SPY 2004-08-23 2005-05-09 $75.41 $81.23 Long 48 7.71% 10761.03 10761.03
    SPY 2005-05-24 2005-05-25 $82.77 $82.71 Long 35 -0.08% 4063.59 10849.08
    SPY 2005-05-19 2005-05-26 $82.48 $83.01 Long 35 0.65% 6969.05 10879.14
    SPY 2005-05-27 2005-06-06 $83.20 $83.12 Long 35 -0.09% 4054.38 10875.66
    SPY 2005-06-08 2005-06-16 $83.46 $83.89 Long 35 0.52% 4069.66 10968.22
    SPY 2005-06-21 2005-08-29 $84.54 $83.78 Long 35 -0.90% 4043.11 10985.94
    SPY 2005-09-01 2005-09-23 $85.25 $84.71 Long 35 -0.63% 4024.41 10982.25
    SPY 2005-09-26 2005-10-06 $85.26 $83.69 Long 35 -1.84% 6898.85 10813.31
    SPY 2005-05-27 2005-10-06 $83.20 $83.69 Long 35 0.59% 6898.85 10813.31
    SPY 2005-10-24 2005-10-28 $82.76 $82.75 Long 35 -0.01% 6898.60 10832.77
    SPY 2005-11-04 2005-12-28 $85.52 $88.32 Long 34 3.27% 4052.14 11295.21
    SPY 2005-12-30 2006-01-17 $87.66 $90.05 Long 34 2.72% 4133.34 11525.02
    SPY 2006-01-18 2006-01-20 $89.62 $90.11 Long 34 0.55% 4150.06 11405.80
    SPY 2006-01-23 2006-03-09 $88.65 $90.11 Long 34 1.64% 4199.50 11536.45
    SPY 2006-03-13 2006-03-28 $90.50 $91.63 Long 34 1.25% 4237.87 11710.41
    SPY 2006-03-29 2006-05-15 $91.26 $90.83 Long 34 -0.48% 4223.00 11711.73
    SPY 2005-10-31 2006-05-16 $84.05 $91.51 Long 35 8.88% 7425.83 11711.85
    SPY 2006-06-05 2006-06-06 $90.87 $89.71 Long 34 -1.27% 7386.51 11589.67
    SPY 2006-06-30 2006-07-03 $90.34 $90.27 Long 35 -0.09% 7383.78 11638.63
    SPY 2006-07-05 2006-07-10 $90.17 $89.92 Long 34 -0.27% 7375.35 11598.57
    SPY 2006-08-29 2006-09-07 $92.43 $92.13 Long 34 -0.33% 4222.23 11676.12
    SPY 2006-08-29 2006-09-29 $92.43 $95.20 Long 34 2.99% 4325.97 12024.09
    SPY 2006-09-08 2006-10-02 $92.14 $95.01 Long 34 3.11% 7556.31 12006.40
    SPY 2006-10-10 2006-12-19 $96.12 $101.27 Long 33 5.36% 4560.17 12700.09
    SPY 2006-12-26 2007-01-10 $100.74 $100.58 Long 33 -0.16% 4554.74 12655.74
    SPY 2007-01-12 2007-01-19 $101.70 $101.98 Long 33 0.27% 4563.94 12738.21
    SPY 2007-01-24 2007-02-28 $102.29 $100.44 Long 33 -1.80% 4503.03 12569.13
    SPY 2007-03-01 2007-03-02 $99.69 $100.20 Long 33 0.51% 4519.80 12456.54
    SPY 2006-10-09 2007-03-05 $95.94 $98.68 Long 33 2.85% 7776.23 12394.68
    SPY 2007-03-22 2007-03-23 $103.06 $102.92 Long 33 -0.14% 4426.96 12666.51
    SPY 2007-03-26 2007-03-27 $103.07 $102.80 Long 33 -0.26% 4417.95 12627.04
    SPY 2007-03-30 2007-04-17 $102.17 $105.57 Long 33 3.33% 4530.07 12982.23
    SPY 2007-04-18 2007-05-11 $105.30 $107.56 Long 33 2.15% 8154.30 13247.22
    SPY 2007-03-21 2007-05-11 $101.35 $107.56 Long 33 6.13% 8154.30 13247.22
    SPY 2007-05-14 2007-05-15 $108.36 $108.25 Long 33 -0.11% 8150.51 13233.63
    SPY 2007-05-23 2007-05-25 $109.86 $108.82 Long 32 -0.95% 8117.18 13238.12
    SPY 2007-05-31 2007-06-08 $110.38 $107.44 Long 33 -2.66% 4527.89 13098.54
    SPY 2007-06-11 2007-06-13 $108.41 $108.10 Long 32 -0.28% 4518.01 13136.89
    SPY 2007-06-14 2007-06-25 $109.22 $108.38 Long 32 -0.77% 4490.96 13029.37
    SPY 2007-06-28 2007-07-23 $108.48 $111.22 Long 33 2.53% 4581.42 13355.75
    SPY 2007-05-29 2007-07-25 $109.14 $109.66 Long 32 0.48% 8090.57 13230.73
    SPY 2007-09-07 2007-09-10 $105.66 $105.69 Long 33 0.03% 8064.62 13007.46
    SPY 2007-08-31 2007-09-10 $106.51 $105.69 Long 33 -0.77% 8064.62 13007.46
    SPY 2007-09-17 2007-09-18 $106.98 $107.36 Long 33 0.35% 8097.71 13266.69
    SPY 2007-09-14 2007-09-18 $106.73 $107.36 Long 33 0.59% 8097.71 13266.69
    SPY 2007-09-19 2007-10-22 $110.66 $107.89 Long 33 -2.51% 7914.60 13042.62
    SPY 2007-09-19 2007-10-22 $110.66 $107.89 Long 33 -2.51% 7914.60 13042.62
    SPY 2007-10-29 2007-10-31 $111.56 $111.60 Long 31 0.03% 7915.73 13183.75
    SPY 2007-11-01 2007-11-02 $111.10 $109.82 Long 31 -1.15% 7876.18 13026.69
    SPY 2007-12-11 2007-12-12 $110.27 $109.48 Long 32 -0.71% 7846.03 12934.20
    SPY 2007-12-10 2007-12-12 $109.64 $109.48 Long 32 -0.15% 7846.03 12934.20
    SPY 2007-12-26 2007-12-28 $108.30 $108.22 Long 32 -0.07% 7840.90 12884.82
    SPY 2007-12-26 2007-12-28 $108.30 $108.22 Long 32 -0.07% 7840.90 12884.82
    SPY 2005-05-11 2008-03-17 $81.03 $92.21 Long 47 13.80% 12174.97 12174.97
    SPY 2008-04-04 2008-04-07 $100.39 $100.94 Long 33 0.55% 12193.09 12193.09
    SPY 2008-04-08 2008-04-09 $99.71 $100.01 Long 32 0.31% 9012.36 12194.50
    SPY 2008-04-08 2008-04-10 $99.71 $99.14 Long 32 -0.57% 12184.89 12184.89
    SPY 2008-04-11 2008-04-14 $98.46 $97.51 Long 33 -0.97% 12153.49 12153.49
    SPY 2008-04-17 2008-04-18 $99.58 $101.72 Long 33 2.15% 8937.86 12283.46
    SPY 2008-04-21 2008-04-23 $101.20 $101.10 Long 32 -0.10% 8934.58 12261.82
    SPY 2008-04-17 2008-04-24 $99.58 $101.09 Long 33 1.51% 12270.52 12270.52
    SPY 2008-04-29 2008-05-01 $102.05 $101.31 Long 32 -0.72% 8981.32 12287.39
    SPY 2008-04-29 2008-05-05 $102.05 $103.26 Long 32 1.19% 12285.75 12285.75
    SPY 2008-05-13 2008-05-22 $103.08 $102.08 Long 32 -0.97% 8955.08 12223.43
    SPY 2008-05-23 2008-06-04 $101.80 $100.81 Long 32 -0.97% 8923.46 12156.90
    SPY 2008-06-05 2008-06-12 $101.46 $98.54 Long 32 -2.87% 11983.54 11983.54
    SPY 2008-05-13 2008-06-12 $103.08 $98.54 Long 32 -4.40% 11983.54 11983.54
    SPY 2008-06-17 2008-06-19 $100.35 $98.21 Long 32 -2.13% 8739.55 11888.66
    SPY 2008-06-20 2008-06-23 $97.75 $97.20 Long 32 -0.56% 11832.15 11832.15
    SPY 2008-06-16 2008-06-23 $99.24 $97.20 Long 32 -2.06% 11832.15 11832.15
    SPY 2008-07-24 2008-07-25 $94.44 $92.63 Long 33 -1.91% 8573.09 11712.36
    SPY 2008-07-28 2008-07-29 $92.35 $91.23 Long 34 -1.22% 8534.81 11694.10
    SPY 2008-07-30 2008-08-22 $93.53 $94.68 Long 34 1.23% 11792.92 11792.92
    SPY 2008-07-23 2008-08-22 $94.11 $94.68 Long 34 0.61% 11792.92 11792.92
    SPY 2008-08-25 2008-08-26 $94.77 $93.46 Long 33 -1.38% 11749.70 11749.70
    SPY 2008-08-29 2008-09-02 $95.46 $95.68 Long 33 0.23% 11756.98 11756.98
    SPY 2008-09-03 2008-09-05 $94.10 $90.72 Long 33 -3.59% 11645.53 11645.53
    SPY 2008-09-09 2008-09-10 $93.52 $91.16 Long 33 -2.53% 11567.58 11567.58
    SPY 2008-09-22 2008-09-24 $92.08 $88.31 Long 33 -4.10% 11443.05 11443.05
    SPY 2009-01-07 2009-01-08 $68.63 $67.26 Long 44 -2.00% 8273.24 11329.29
    SPY 2009-01-05 2009-01-12 $69.10 $66.27 Long 45 -4.09% 11255.44 11255.44
    SPY 2009-03-24 2009-03-31 $61.05 $59.78 Long 51 -2.07% 11126.67 11126.67
    SPY 2009-03-24 2009-03-31 $61.05 $59.78 Long 51 -2.07% 11126.67 11126.67
    SPY 2009-04-01 2009-07-07 $59.01 $67.79 Long 50 14.88% 8615.25 11942.37
    SPY 2009-04-01 2009-07-08 $59.01 $66.94 Long 50 13.45% 11962.40 11962.40
    SPY 2009-07-09 2009-07-13 $66.96 $66.73 Long 48 -0.34% 11951.51 11951.51
    SPY 2009-07-16 2009-07-27 $70.28 $73.96 Long 46 5.25% 8842.95 12410.22
    SPY 2009-08-03 2009-09-02 $75.45 $75.40 Long 45 -0.07% 4321.50 12316.97
    SPY 2009-09-08 2009-09-21 $77.83 $80.40 Long 44 3.30% 4434.36 13001.50
    SPY 2009-09-24 2009-10-26 $80.79 $82.15 Long 43 1.68% 4492.80 13096.96
    SPY 2009-07-14 2009-10-28 $68.30 $80.59 Long 48 18.01% 8361.32 12959.17
    SPY 2009-11-12 2009-11-13 $83.52 $82.99 Long 42 -0.63% 8339.32 13166.59
    SPY 2009-11-17 2009-11-23 $84.22 $84.06 Long 42 -0.18% 8332.94 13213.06
    SPY 2009-11-24 2009-11-30 $84.28 $83.12 Long 42 -1.37% 8284.47 13125.84
    SPY 2009-12-03 2009-12-11 $84.69 $84.36 Long 42 -0.39% 4733.38 13169.39
    SPY 2009-12-15 2009-12-18 $84.63 $84.12 Long 42 -0.60% 4712.01 13124.51
    SPY 2009-12-22 2010-01-25 $85.16 $84.12 Long 42 -1.22% 8201.66 13061.42
    SPY 2009-12-01 2010-01-25 $84.22 $84.12 Long 42 -0.11% 8201.66 13061.42
    SPY 2010-02-18 2010-02-22 $84.03 $85.15 Long 41 1.34% 4712.50 13197.50
    SPY 2010-02-23 2010-02-26 $84.62 $84.55 Long 41 -0.08% 4709.68 13162.62
    SPY 2010-03-01 2010-03-12 $84.88 $88.51 Long 42 4.27% 4861.96 13675.19
    SPY 2010-03-15 2010-03-17 $87.98 $89.12 Long 41 1.30% 4908.90 13847.32
    SPY 2010-03-19 2010-04-15 $88.89 $92.74 Long 41 4.33% 5066.66 14363.25
    SPY 2010-04-19 2010-05-10 $91.22 $88.77 Long 41 -2.69% 8694.26 13858.22
    SPY 2010-02-17 2010-05-10 $84.17 $88.77 Long 42 5.46% 8694.26 13858.22
    SPY 2010-05-11 2010-05-20 $88.20 $83.84 Long 42 -4.94% 8327.91 13108.67
    SPY 2010-05-11 2010-05-20 $88.20 $83.84 Long 42 -4.94% 8327.91 13108.67
    SPY 2010-06-28 2010-06-29 $83.20 $81.65 Long 42 -1.86% 8092.71 12747.46
    SPY 2010-06-22 2010-06-29 $85.80 $81.65 Long 41 -4.84% 8092.71 12747.46
    SPY 2010-07-27 2010-07-29 $86.38 $85.88 Long 41 -0.58% 8072.18 12998.51
    SPY 2010-08-03 2010-08-11 $86.62 $85.21 Long 41 -1.63% 8059.99 12942.10
    SPY 2010-07-30 2010-08-11 $84.07 $85.21 Long 40 1.36% 8059.99 12942.10
    SPY 2010-09-14 2010-12-13 $86.64 $96.82 Long 40 11.75% 5001.67 14452.76
    SPY 2010-12-14 2010-12-17 $96.59 $96.57 Long 40 -0.01% 5001.10 14482.00
    SPY 2010-12-20 2010-12-22 $97.01 $97.66 Long 40 0.67% 5027.25 14621.03
    SPY 2010-12-23 2011-03-11 $97.79 $100.81 Long 40 3.09% 5148.04 15127.77
    SPY 2010-09-14 2011-03-16 $86.64 $99.74 Long 40 15.12% 9137.66 14833.67
    SPY 2011-03-28 2011-04-04 $102.85 $104.30 Long 39 1.41% 5138.07 15346.41
    SPY 2011-04-11 2011-05-04 $103.96 $106.05 Long 39 2.01% 5219.47 15548.07
    SPY 2011-03-22 2011-05-06 $101.40 $105.48 Long 40 4.02% 9438.67 15522.95
    SPY 2011-05-10 2011-05-17 $105.66 $103.72 Long 40 -1.83% 9361.12 15398.71
    SPY 2011-05-19 2011-05-23 $105.37 $103.17 Long 40 -2.09% 9272.95 15260.21
    SPY 2011-06-01 2011-06-02 $105.14 $103.15 Long 39 -1.90% 9195.21 15167.51
    SPY 2011-06-29 2011-07-01 $102.28 $103.76 Long 40 1.45% 5218.49 15528.06
    SPY 2011-07-05 2011-07-07 $105.09 $106.17 Long 40 1.03% 5261.85 15682.28
    SPY 2011-07-11 2011-07-27 $104.28 $104.15 Long 40 -0.12% 9423.02 15373.34
    SPY 2011-06-28 2011-07-27 $100.90 $104.15 Long 40 3.22% 9423.02 15373.34
    SPY 2011-10-19 2011-10-20 $96.63 $95.88 Long 42 -0.78% 9391.51 14963.02
    SPY 2011-10-25 2011-10-26 $98.61 $98.18 Long 41 -0.43% 5330.99 15047.34
    SPY 2011-10-25 2011-11-02 $98.61 $97.77 Long 41 -0.85% 5195.99 14888.11
    SPY 2011-11-03 2011-11-10 $98.91 $98.53 Long 41 -0.38% 9220.26 14913.59
    SPY 2011-10-28 2011-11-10 $101.07 $98.53 Long 41 -2.51% 9220.26 14913.59
    SPY 2011-11-16 2011-11-18 $98.55 $96.72 Long 40 -1.85% 9147.31 14733.47
    SPY 2009-08-27 2011-11-30 $77.92 $97.51 Long 58 25.14% 14802.62 14802.62
    SPY 2011-12-12 2011-12-15 $98.66 $97.14 Long 40 -1.54% 5432.58 14500.86
    SPY 2011-12-06 2011-12-16 $99.65 $97.12 Long 40 -2.54% 9317.45 14534.57
    SPY 2011-12-19 2011-12-20 $96.99 $97.08 Long 40 0.10% 9321.26 14638.78
    SPY 2011-12-01 2011-12-22 $98.58 $99.03 Long 54 0.46% 6791.01 14754.00
    SPY 2011-12-21 2012-01-26 $98.47 $105.80 Long 40 7.44% 5730.63 15476.06
    SPY 2012-01-27 2012-03-07 $104.28 $107.32 Long 39 2.91% 10141.66 15855.96
    SPY 2011-12-21 2012-03-07 $98.47 $107.32 Long 40 8.98% 10141.66 15855.96
    SPY 2012-03-12 2012-04-11 $109.29 $109.57 Long 39 0.25% 5921.64 15980.38
    SPY 2012-04-12 2012-04-16 $109.44 $110.00 Long 39 0.52% 5943.74 16006.15
    SPY 2012-04-18 2012-04-19 $110.50 $110.63 Long 39 0.12% 5949.03 16060.63
    SPY 2012-04-30 2012-05-01 $111.82 $111.56 Long 39 -0.23% 5939.07 16272.41
    SPY 2012-03-08 2012-05-07 $108.48 $108.94 Long 39 0.43% 10187.85 15986.79
    SPY 2012-05-09 2012-05-11 $107.82 $107.87 Long 39 0.05% 10190.03 15925.94
    SPY 2012-06-11 2012-06-12 $107.08 $105.18 Long 40 -1.77% 10114.05 15736.19
    SPY 2012-06-20 2012-07-23 $108.86 $107.87 Long 39 -0.91% 5795.61 15873.37
    SPY 2012-06-15 2012-07-25 $106.99 $107.66 Long 40 0.62% 10101.89 15797.09
    SPY 2012-07-30 2012-07-31 $111.11 $111.09 Long 39 -0.02% 10100.02 15954.64
    SPY 2012-07-30 2012-07-31 $111.11 $111.09 Long 39 -0.02% 10100.02 15954.64
    SPY 2012-08-08 2012-08-14 $112.18 $113.34 Long 38 1.03% 10143.91 16129.48
    SPY 2012-08-20 2012-09-19 $113.89 $117.75 Long 38 3.39% 5988.01 16696.53
    SPY 2012-09-20 2012-10-15 $117.14 $115.51 Long 38 -1.39% 5925.99 16499.46
    SPY 2012-10-18 2012-10-19 $117.60 $117.38 Long 38 -0.19% 5917.72 16440.55
    SPY 2012-08-16 2012-10-22 $113.22 $115.44 Long 38 1.96% 10304.51 16434.05
    SPY 2012-11-02 2012-11-05 $115.87 $113.99 Long 38 -1.62% 10233.11 16295.97
    SPY 2012-11-07 2012-11-08 $114.24 $112.66 Long 38 -1.38% 10173.05 16073.06
    SPY 2012-11-30 2012-12-05 $114.63 $114.01 Long 38 -0.54% 5831.30 16215.43
    SPY 2012-12-06 2013-03-18 $114.01 $125.91 Long 38 10.45% 6283.82 17788.83
    SPY 2013-03-20 2013-04-16 $126.88 $127.51 Long 37 0.50% 11152.27 17958.50
    SPY 2012-11-27 2013-04-16 $113.64 $127.51 Long 38 12.21% 11152.27 17958.50
    SPY 2013-04-17 2013-04-18 $127.51 $126.76 Long 38 -0.59% 11123.75 17788.59
    SPY 2013-04-24 2013-05-02 $128.76 $129.46 Long 37 0.54% 6320.01 18179.89
    SPY 2013-05-03 2013-07-15 $131.46 $137.76 Long 37 4.79% 6552.92 19102.27
    SPY 2013-07-16 2013-07-26 $138.00 $137.96 Long 37 -0.02% 6551.71 19172.71
    SPY 2013-07-29 2013-08-16 $138.34 $136.19 Long 37 -1.55% 6472.20 18848.41
    SPY 2013-04-22 2013-08-20 $127.09 $135.35 Long 38 6.50% 11615.67 18812.92
    SPY 2013-08-26 2013-08-27 $136.79 $134.80 Long 37 -1.46% 6531.39 18587.07
    SPY 2013-09-06 2013-09-09 $136.56 $136.51 Long 37 -0.04% 6529.57 18902.64
    SPY 2013-09-10 2013-09-19 $138.31 $142.31 Long 37 2.89% 6677.65 19429.38
    SPY 2013-09-20 2013-10-10 $142.03 $137.87 Long 36 -2.92% 6528.12 19076.15
    SPY 2013-10-11 2014-01-28 $139.21 $147.61 Long 37 6.03% 6838.91 20192.97
    SPY 2014-01-29 2014-01-30 $147.14 $148.18 Long 36 0.70% 6876.19 20242.19
    SPY 2014-01-31 2014-02-03 $146.67 $147.47 Long 36 0.54% 6904.83 19893.48
    SPY 2013-08-21 2014-02-04 $135.42 $144.96 Long 37 7.05% 12268.52 19970.97
    SPY 2014-02-12 2014-02-25 $151.01 $153.34 Long 36 1.54% 6978.20 20609.40
    SPY 2014-02-26 2014-03-27 $153.38 $153.76 Long 36 0.25% 6991.87 20664.18
    SPY 2014-02-11 2014-03-28 $149.28 $154.06 Long 36 3.20% 12538.12 20720.20
    SPY 2014-04-02 2014-04-04 $156.88 $157.85 Long 36 0.62% 6951.72 20758.84
    SPY 2014-04-01 2014-04-07 $156.15 $154.76 Long 36 -0.89% 12523.14 20654.49
    SPY 2014-04-10 2014-04-11 $155.70 $151.59 Long 36 -2.64% 12375.13 20381.64
    SPY 2014-04-23 2014-04-25 $156.32 $155.82 Long 35 -0.32% 12357.65 20575.01
    SPY 2014-05-13 2014-05-14 $158.17 $157.96 Long 35 -0.13% 12350.37 20689.92
    SPY 2014-05-28 2014-05-29 $159.40 $159.65 Long 35 0.16% 12359.11 20844.66
    SPY 2014-05-30 2014-06-04 $159.96 $160.19 Long 35 0.15% 12367.26 20888.99
    SPY 2014-06-09 2014-07-11 $162.59 $164.09 Long 34 0.93% 12485.07 21199.12
    SPY 2014-06-06 2014-07-11 $162.19 $164.09 Long 35 1.17% 12485.07 21199.12
    SPY 2014-07-15 2014-07-16 $165.34 $165.67 Long 34 0.20% 12496.16 21270.04
    SPY 2014-08-19 2014-09-16 $165.44 $166.09 Long 34 0.39% 12619.03 21504.60
    SPY 2014-08-14 2014-09-16 $163.20 $166.09 Long 35 1.77% 12619.03 21504.60
    SPY 2014-10-29 2014-12-01 $166.82 $173.41 Long 35 3.95% 13163.63 22325.89
    SPY 2014-10-27 2014-12-01 $164.45 $173.41 Long 35 5.45% 13163.63 22325.89
    SPY 2014-12-04 2014-12-05 $174.37 $174.65 Long 34 0.16% 13173.06 22435.06
    SPY 2014-12-08 2014-12-09 $174.35 $171.71 Long 34 -1.52% 13083.08 22276.95
    SPY 2014-12-10 2014-12-11 $173.00 $171.29 Long 35 -0.99% 12963.69 22056.04
    SPY 2014-12-10 2014-12-11 $173.00 $171.29 Long 35 -0.99% 12963.69 22056.04
    SPY 2014-12-19 2015-01-16 $174.39 $167.92 Long 34 -3.71% 6723.12 21712.50
    SPY 2015-01-20 2015-01-22 $170.98 $172.33 Long 34 0.79% 12800.25 22028.09
    SPY 2014-12-18 2015-01-22 $172.02 $172.33 Long 35 0.18% 12800.25 22028.09
    SPY 2015-01-27 2015-01-28 $171.47 $172.48 Long 34 0.59% 6923.88 21633.42
    SPY 2015-01-23 2015-01-29 $173.85 $169.28 Long 34 -2.63% 12679.33 21723.14
    SPY 2015-01-30 2015-02-02 $169.44 $169.00 Long 34 -0.26% 12664.39 21705.07
    SPY 2015-02-06 2015-02-11 $174.50 $174.54 Long 34 0.02% 6835.13 22043.71
    SPY 2015-02-13 2015-03-11 $176.62 $173.43 Long 34 -1.81% 6726.55 21756.54
    SPY 2015-03-13 2015-04-14 $174.68 $177.21 Long 34 1.45% 6812.83 22277.68
    SPY 2015-04-17 2015-05-01 $177.29 $177.68 Long 33 0.22% 12866.85 22343.28
    SPY 2015-02-03 2015-05-01 $171.49 $177.68 Long 34 3.61% 12866.85 22343.28
    SPY 2015-05-04 2015-05-06 $179.23 $177.82 Long 33 -0.79% 12820.09 22175.99
    SPY 2015-05-18 2015-05-20 $180.09 $180.86 Long 33 0.43% 12845.57 22419.13
    SPY 2015-05-21 2015-05-27 $180.49 $179.25 Long 33 -0.69% 12804.69 22370.16
    SPY 2015-05-28 2015-05-29 $180.17 $180.21 Long 33 0.02% 12806.09 22301.40
    SPY 2015-06-03 2015-06-05 $179.89 $178.15 Long 33 -0.97% 6814.11 22121.63
    SPY 2015-06-08 2015-06-30 $177.88 $176.72 Long 33 -0.65% 12607.71 21912.17
    SPY 2015-06-01 2015-06-30 $179.84 $176.72 Long 33 -1.73% 12607.71 21912.17
    SPY 2015-07-01 2015-07-02 $177.12 $177.41 Long 33 0.16% 12617.28 21986.36
    SPY 2015-10-16 2015-10-19 $173.86 $173.58 Long 34 -0.16% 12598.04 21837.23
    SPY 2015-10-16 2015-10-19 $173.86 $173.58 Long 34 -0.16% 12598.04 21837.23
    SPY 2015-10-29 2015-11-02 $178.59 $178.57 Long 33 -0.01% 6703.62 22213.01
    SPY 2015-10-29 2015-11-10 $178.59 $177.87 Long 33 -0.40% 6634.04 22008.52
    SPY 2015-11-03 2015-11-13 $179.98 $175.16 Long 33 -2.68% 12414.46 21615.94
    SPY 2015-11-27 2015-12-04 $179.52 $176.24 Long 32 -1.82% 12199.64 21722.77
    SPY 2015-11-25 2015-12-04 $179.58 $176.24 Long 33 -1.86% 12199.64 21722.77
    SPY 2015-12-30 2015-12-31 $178.61 $176.90 Long 32 -0.96% 12145.00 21463.01
    SPY 2011-12-23 2016-01-25 $99.86 $163.78 Long 53 64.02% 20825.42 20825.42
    SPY 2016-02-29 2016-03-08 $168.26 $171.89 Long 33 2.16% 15392.74 21038.85
    SPY 2016-02-29 2016-03-24 $168.26 $175.09 Long 33 4.06% 7891.22 21272.10
    SPY 2016-03-21 2016-04-06 $176.89 $176.99 Long 43 0.06% 21284.07 21284.07
    SPY 2016-03-09 2016-04-06 $171.92 $176.99 Long 33 2.95% 21284.07 21284.07
    SPY 2016-03-30 2016-04-06 $178.82 $176.99 Long 32 -1.02% 21284.07 21284.07
    SPY 2016-04-07 2016-04-12 $177.82 $177.02 Long 43 -0.45% 9892.07 21315.51
    SPY 2016-04-13 2016-04-22 $179.43 $180.77 Long 43 0.75% 15734.52 21530.84
    SPY 2016-04-12 2016-04-22 $177.02 $180.77 Long 32 2.12% 15734.52 21530.84
    SPY 2016-04-25 2016-05-05 $180.52 $178.18 Long 42 -1.30% 9837.96 21208.70
    SPY 2016-05-09 2016-05-11 $178.19 $180.22 Long 43 1.14% 9925.18 21380.79
    SPY 2016-04-11 2016-05-16 $177.91 $177.66 Long 32 -0.14% 8103.08 21366.60
    SPY 2016-04-26 2016-05-18 $181.20 $177.21 Long 32 -2.20% 13717.72 21177.58
    SPY 2016-05-17 2016-05-18 $178.96 $177.21 Long 32 -0.98% 13717.72 21177.58
    SPY 2016-05-13 2016-05-23 $178.74 $178.14 Long 42 -0.34% 21199.42 21199.42
    SPY 2016-05-25 2016-06-08 $180.87 $183.62 Long 32 1.52% 8067.49 21505.48
    SPY 2016-06-10 2016-06-14 $182.43 $180.29 Long 31 -1.17% 8001.39 21165.39
    SPY 2016-06-01 2016-06-16 $181.27 $180.08 Long 41 -0.66% 9802.16 21180.90
    SPY 2016-06-16 2016-06-17 $180.08 $180.51 Long 31 0.24% 15398.05 21156.32
    SPY 2016-05-25 2016-06-20 $180.87 $181.95 Long 32 0.59% 7938.09 21158.76
    SPY 2016-06-20 2016-06-27 $181.95 $175.65 Long 31 -3.46% 13202.01 20506.51
    SPY 2016-06-21 2016-06-27 $181.50 $175.65 Long 31 -3.22% 13202.01 20506.51
    SPY 2016-06-20 2016-07-05 $181.95 $182.06 Long 42 0.06% 15386.77 20834.56
    SPY 2016-07-05 2016-07-07 $182.06 $182.87 Long 30 0.44% 13448.13 20933.46
    SPY 2016-07-11 2016-10-25 $185.76 $188.00 Long 30 1.21% 7998.74 21315.37
    SPY 2016-07-08 2016-10-26 $183.89 $186.72 Long 30 1.54% 13600.27 21274.71
    SPY 2016-11-11 2016-11-21 $189.23 $191.94 Long 30 1.43% 7782.17 21663.42
    SPY 2016-11-25 2016-11-29 $193.63 $193.12 Long 30 -0.26% 7766.93 21696.10
    SPY 2016-11-30 2016-12-07 $194.09 $193.99 Long 30 -0.05% 7764.04 21925.88
    SPY 2016-12-13 2017-03-01 $198.81 $210.00 Long 30 5.63% 8099.75 23308.02
    SPY 2017-03-02 2017-03-07 $211.03 $209.09 Long 29 -0.92% 8043.54 23075.49
    SPY 2016-11-10 2017-03-09 $190.30 $208.51 Long 31 9.57% 14507.44 23062.24
    SPY 2017-03-14 2017-03-15 $208.94 $209.27 Long 29 0.16% 14517.15 23147.43
    SPY 2017-03-16 2017-03-22 $210.64 $206.83 Long 29 -1.81% 14406.76 22905.26
    SPY 2017-03-31 2017-04-03 $208.71 $208.63 Long 29 -0.04% 8212.59 22995.46
    SPY 2017-03-28 2017-04-06 $206.39 $207.86 Long 30 0.72% 14448.52 22989.10
    SPY 2017-04-12 2017-04-13 $207.69 $206.71 Long 29 -0.47% 8386.84 22786.85
    SPY 2017-04-07 2017-04-17 $208.05 $206.25 Long 29 -0.87% 14367.95 22876.97
    SPY 2017-04-24 2017-05-04 $209.85 $211.31 Long 29 0.70% 8374.27 23161.36
    SPY 2017-05-08 2017-05-15 $212.12 $211.87 Long 29 -0.12% 8367.08 23249.55
    SPY 2017-05-16 2017-05-18 $212.91 $208.56 Long 29 -2.04% 14289.44 22878.26
    SPY 2017-04-21 2017-05-18 $208.14 $208.56 Long 29 0.20% 14289.44 22878.26
    SPY 2017-05-23 2017-05-24 $212.30 $212.62 Long 29 0.15% 14298.93 23027.05
    SPY 2017-06-05 2017-06-08 $215.85 $215.68 Long 29 -0.08% 8048.15 23146.15
    SPY 2017-06-09 2017-06-16 $215.96 $215.84 Long 28 -0.06% 8044.78 23145.44
    SPY 2017-06-20 2017-07-28 $217.16 $219.29 Long 29 0.98% 8106.66 23473.07
    SPY 2017-06-02 2017-07-31 $215.37 $219.93 Long 29 2.12% 14484.60 23479.82
    SPY 2017-09-01 2017-09-06 $220.42 $219.46 Long 28 -0.44% 8096.53 23462.32
    SPY 2017-09-13 2017-09-15 $222.02 $222.20 Long 28 0.08% 8101.56 23686.70
    SPY 2017-09-18 2017-09-21 $223.02 $223.26 Long 28 0.11% 8108.32 23705.96
    SPY 2017-10-10 2017-10-11 $227.48 $227.40 Long 28 -0.04% 8106.07 24055.83
    SPY 2017-10-12 2017-10-31 $227.53 $229.78 Long 28 0.99% 8169.11 24252.09
    SPY 2017-11-01 2017-11-02 $230.55 $229.99 Long 28 -0.24% 8153.35 24263.85
    SPY 2017-11-03 2017-11-08 $230.31 $230.94 Long 28 0.27% 8170.86 24376.43
    SPY 2017-11-10 2017-11-14 $230.28 $229.99 Long 28 -0.12% 8162.85 24282.11
    SPY 2017-11-17 2018-02-05 $230.71 $245.56 Long 28 6.44% 8578.55 25169.28
    SPY 2017-08-31 2018-02-06 $219.35 $233.43 Long 29 6.42% 15347.95 25256.82
    SPY 2018-02-20 2018-02-21 $244.28 $244.17 Long 28 -0.05% 15344.68 25287.43
    SPY 2018-02-28 2018-03-01 $247.56 $243.73 Long 27 -1.55% 15248.66 25104.89
    SPY 2018-02-22 2018-03-01 $243.45 $243.73 Long 27 0.11% 15248.66 25104.89
    SPY 2018-03-08 2018-03-28 $245.65 $235.09 Long 28 -4.30% 14803.76 24408.50
    SPY 2018-03-05 2018-03-28 $240.42 $235.09 Long 28 -2.22% 14803.76 24408.50
    SPY 2018-04-02 2018-04-03 $236.71 $233.40 Long 28 -1.40% 14710.86 24350.34
    SPY 2018-04-18 2018-04-24 $244.05 $241.38 Long 27 -1.09% 8129.22 24252.14
    SPY 2018-04-25 2018-07-26 $237.04 $256.48 Long 27 8.20% 8654.12 26103.37
    SPY 2018-07-27 2018-07-30 $256.94 $254.95 Long 27 -0.78% 15483.96 25878.95
    SPY 2018-04-13 2018-07-30 $241.10 $254.95 Long 27 5.75% 15483.96 25878.95
    SPY 2018-08-01 2018-08-06 $254.99 $256.88 Long 27 0.74% 15534.82 26103.96
    SPY 2018-08-07 2018-08-08 $258.46 $258.46 Long 27 0.00% 15534.82 26134.40
    SPY 2018-08-09 2018-08-16 $258.59 $256.66 Long 27 -0.75% 15482.73 26030.34
    SPY 2018-08-23 2018-09-04 $258.99 $262.49 Long 27 1.35% 8637.01 26484.70
    SPY 2018-09-06 2018-09-12 $261.87 $261.79 Long 27 -0.03% 8634.81 26440.01
    SPY 2018-08-17 2018-09-13 $257.05 $262.93 Long 27 2.29% 15733.86 26532.84
    SPY 2018-09-21 2018-10-03 $266.64 $266.32 Long 27 -0.12% 15725.26 26606.36
    SPY 2019-01-10 2019-01-15 $234.52 $235.95 Long 29 0.61% 8927.81 25606.44
    SPY 2019-01-16 2019-01-18 $238.71 $242.50 Long 29 1.59% 9037.95 26108.00
    SPY 2019-01-22 2019-01-23 $242.36 $241.62 Long 29 -0.31% 9016.45 25891.12
    SPY 2019-01-25 2019-02-07 $243.08 $247.96 Long 29 2.01% 9157.91 26463.71
    SPY 2019-02-14 2019-03-07 $250.56 $253.35 Long 28 1.11% 9236.07 26853.85
    SPY 2019-01-11 2019-03-08 $235.82 $249.79 Long 29 5.92% 16479.93 26778.28
    SPY 2019-03-12 2019-03-25 $255.39 $256.33 Long 28 0.37% 9319.10 27016.92
    SPY 2019-03-26 2019-04-18 $258.28 $266.66 Long 28 3.24% 17019.95 27949.84
    SPY 2019-03-13 2019-04-18 $256.69 $266.66 Long 28 3.88% 17019.95 27949.84
    SPY 2019-04-25 2019-05-03 $268.51 $269.16 Long 28 0.24% 17038.73 28119.76
    SPY 2019-04-24 2019-05-03 $269.13 $269.16 Long 28 0.01% 17038.73 28119.76
    SPY 2019-05-06 2019-05-08 $265.88 $264.29 Long 28 -0.59% 16950.20 27786.26
    SPY 2019-05-06 2019-05-08 $265.88 $264.29 Long 28 -0.59% 16950.20 27786.26
    SPY 2019-06-24 2019-06-25 $271.77 $271.28 Long 27 -0.18% 16936.98 27948.12
    SPY 2019-06-28 2019-07-16 $270.25 $277.70 Long 28 2.76% 9472.78 28578.60
    SPY 2019-07-01 2019-07-17 $274.03 $276.87 Long 28 1.03% 17225.09 28500.57
    SPY 2019-09-10 2019-09-16 $274.66 $276.95 Long 27 0.83% 9871.10 28723.89
    SPY 2019-09-10 2019-09-30 $274.66 $274.64 Long 27 -0.01% 9515.06 28516.78
    SPY 2019-09-18 2019-10-02 $277.55 $270.50 Long 28 -2.54% 17088.98 28048.48
    SPY 2019-11-04 2019-11-18 $285.67 $289.08 Long 27 1.20% 17366.58 29237.66
    SPY 2019-10-31 2019-11-18 $282.22 $289.08 Long 27 2.43% 17366.58 29237.66
    SPY 2019-11-26 2019-12-26 $290.83 $299.94 Long 27 3.13% 9760.12 30237.54
    SPY 2019-12-27 2020-01-28 $301.88 $303.12 Long 27 0.41% 17977.47 30475.17
    SPY 2019-11-26 2020-01-28 $290.83 $303.12 Long 27 4.22% 17977.47 30475.17
    SPY 2020-01-29 2020-01-30 $306.21 $302.46 Long 27 -1.22% 17876.26 30404.16
    SPY 2020-02-21 2020-02-24 $312.82 $301.33 Long 26 -3.68% 17268.92 29595.72
    SPY 2020-02-13 2020-02-24 $313.19 $301.33 Long 26 -3.79% 17268.92 29595.72
    SPY 2020-04-20 2020-04-21 $265.15 $259.63 Long 28 -2.08% 9844.72 27520.55
    SPY 2020-04-21 2020-04-22 $259.63 $261.15 Long 28 0.59% 17157.01 27893.15
    SPY 2020-04-29 2020-05-13 $273.52 $268.39 Long 27 -1.88% 9649.94 27879.91
    SPY 2020-04-23 2020-05-14 $263.16 $261.72 Long 28 -0.55% 16977.99 27939.93
    SPY 2020-05-19 2020-05-20 $276.16 $277.54 Long 27 0.50% 17015.23 28437.23
    SPY 2020-05-21 2020-06-08 $278.45 $300.44 Long 27 7.89% 10090.50 30710.30
    SPY 2020-06-10 2020-07-09 $301.56 $298.58 Long 27 -0.99% 10010.01 30155.89
    SPY 2020-05-21 2020-07-10 $278.45 $296.20 Long 27 6.37% 18007.33 30278.14
    SPY 2020-07-15 2020-09-04 $303.83 $326.18 Long 27 7.36% 19272.41 32508.37
    SPY 2020-07-13 2020-09-04 $301.68 $326.18 Long 27 8.12% 19272.41 32508.37
    SPY 2020-09-18 2020-09-22 $317.32 $310.89 Long 27 -2.03% 10870.53 31809.79
    SPY 2020-09-29 2020-10-01 $316.00 $319.52 Long 27 1.11% 10965.57 32332.11
    SPY 2020-10-02 2020-10-12 $313.85 $330.78 Long 27 5.39% 11422.60 33764.79
    SPY 2020-10-14 2020-10-29 $331.88 $309.32 Long 27 -6.80% 18855.85 31657.01
    SPY 2020-09-11 2020-10-29 $316.47 $309.32 Long 26 -2.26% 18855.85 31657.01
    SPY 2020-10-30 2020-11-02 $310.61 $312.43 Long 27 0.58% 18904.90 31714.60
    SPY 2020-11-06 2020-11-09 $331.10 $344.38 Long 26 4.01% 10725.48 33538.18
    SPY 2020-11-11 2020-11-25 $337.22 $343.59 Long 27 1.89% 10897.41 34231.27
    SPY 2020-12-01 2020-12-07 $345.90 $349.16 Long 26 0.94% 10982.28 34729.85
    SPY 2020-12-08 2020-12-09 $347.93 $350.92 Long 26 0.86% 11060.02 34663.47
    SPY 2020-12-10 2021-04-14 $345.71 $393.57 Long 26 13.85% 12304.51 38978.08
    SPY 2020-11-03 2021-04-21 $315.73 $392.32 Long 27 24.26% 22897.03 39160.21
    SPY 2021-04-27 2021-05-05 $398.44 $397.91 Long 26 -0.13% 12574.62 39130.60
    SPY 2021-05-06 2021-05-07 $396.43 $400.30 Long 26 0.98% 12675.26 39638.12
    SPY 2021-05-10 2021-05-11 $402.79 $393.83 Long 26 -2.22% 12442.26 38899.87
    SPY 2021-05-19 2021-06-14 $387.94 $404.63 Long 26 4.30% 12876.29 40039.71
    SPY 2021-06-15 2021-07-07 $405.58 $414.80 Long 26 2.27% 13116.18 40959.27
    SPY 2021-04-22 2021-07-15 $396.49 $415.90 Long 26 4.90% 23929.66 40979.35
    SPY 2021-07-22 2021-07-23 $415.84 $418.50 Long 26 0.64% 23998.80 41252.02
    SPY 2021-08-04 2021-08-05 $420.66 $421.08 Long 26 0.10% 24009.74 41334.34
    SPY 2021-08-13 2021-08-16 $426.21 $425.20 Long 26 -0.24% 24034.86 41563.78
    SPY 2021-08-09 2021-08-16 $423.22 $425.20 Long 26 0.47% 24034.86 41563.78
    SPY 2021-09-01 2021-09-09 $432.88 $431.10 Long 26 -0.41% 23942.35 41550.09
    SPY 2021-09-01 2021-09-09 $432.88 $431.10 Long 26 -0.41% 23942.35 41550.09
    SPY 2021-09-20 2021-09-21 $417.32 $418.90 Long 26 0.38% 23983.52 41044.30
    SPY 2021-09-22 2021-09-27 $418.44 $424.93 Long 26 1.55% 13138.29 41597.39
    SPY 2021-09-28 2021-09-29 $421.93 $417.61 Long 26 -1.02% 13026.01 40958.55
    SPY 2021-09-24 2021-09-30 $423.61 $418.41 Long 26 -1.23% 23904.67 40788.80
    SPY 2021-10-06 2021-10-07 $411.93 $420.68 Long 26 2.12% 24132.22 41390.90
    SPY 2021-10-08 2021-10-11 $421.73 $419.50 Long 26 -0.53% 24074.33 41176.82
    SPY 2021-10-12 2021-10-13 $418.07 $417.15 Long 26 -0.22% 24050.38 41172.15
    SPY 2021-10-15 2021-10-19 $426.79 $430.79 Long 26 0.94% 13199.41 42172.87
    SPY 2021-10-21 2021-10-25 $433.52 $435.93 Long 26 0.56% 24596.29 42519.49
    SPY 2021-10-14 2021-10-25 $421.35 $435.93 Long 26 3.46% 24596.29 42519.49
    SPY 2021-11-02 2021-11-19 $441.63 $450.64 Long 26 2.04% 25064.85 43512.90
    SPY 2021-11-02 2021-11-19 $441.63 $450.64 Long 26 2.04% 25064.85 43512.90
    SPY 2022-03-23 2022-03-24 $431.71 $430.77 Long 26 -0.22% 13816.12 42972.14
    SPY 2022-03-30 2022-04-01 $444.68 $437.89 Long 26 -1.53% 13639.56 42952.85
    SPY 2022-03-23 2022-04-06 $431.71 $431.69 Long 26 -0.00% 24863.42 42547.93
    SPY 2022-06-09 2022-06-10 $395.41 $381.45 Long 27 -3.53% 13810.09 39414.75
    SPY 2022-06-09 2022-06-13 $395.41 $366.93 Long 27 -7.20% 23717.14 38569.08
    SPY 2016-07-06 2022-06-22 $181.09 $359.55 Long 41 98.55% 38458.88 38458.88
    SPY 2022-07-21 2022-07-25 $382.39 $383.93 Long 27 0.40% 38500.53 38500.53
    SPY 2022-08-01 2022-08-29 $396.93 $390.19 Long 26 -1.70% 28004.93 38160.76
    SPY 2022-08-01 2022-08-30 $396.93 $391.79 Long 26 -1.30% 38191.54 38191.54
    SPY 2022-10-27 2022-11-03 $373.17 $361.87 Long 27 -3.03% 27810.66 37569.09
    SPY 2022-10-27 2022-11-04 $373.17 $367.26 Long 27 -1.58% 37726.64 37726.64
    SPY 2022-11-08 2022-11-10 $371.26 $378.02 Long 27 1.82% 38091.72 38091.72
    SPY 2022-11-08 2022-11-10 $371.26 $378.02 Long 27 1.82% 38091.72 38091.72
    SPY 2022-11-14 2022-11-17 $386.41 $380.37 Long 26 -1.56% 27529.74 37899.18
    SPY 2022-11-11 2022-11-18 $385.37 $387.46 Long 27 0.54% 37991.23 37991.23
    SPY 2022-11-21 2022-11-22 $384.44 $386.38 Long 26 0.50% 38041.64 38041.64
    SPY 2022-11-23 2022-11-28 $389.23 $388.78 Long 26 -0.12% 27921.77 37949.44
    SPY 2022-11-28 2022-11-29 $388.78 $385.82 Long 26 -0.76% 37952.99 37952.99
    SPY 2023-01-05 2023-01-06 $373.58 $374.46 Long 27 0.23% 27851.13 38105.99
    SPY 2023-01-09 2023-01-13 $382.05 $385.23 Long 27 0.83% 27937.01 38467.21
    SPY 2023-01-17 2023-01-19 $389.99 $381.06 Long 26 -2.29% 27704.95 37974.60
    SPY 2023-01-20 2023-02-22 $381.79 $391.01 Long 26 2.41% 38501.80 38501.80
    SPY 2023-01-04 2023-02-22 $375.01 $391.01 Long 27 4.26% 38501.80 38501.80
    SPY 2023-04-04 2023-04-05 $404.40 $400.76 Long 25 -0.90% 38410.67 38410.67
    SPY 2023-04-12 2023-04-13 $404.65 $402.01 Long 25 -0.65% 28228.37 38383.90
    SPY 2023-04-14 2023-04-17 $405.57 $405.14 Long 25 -0.11% 28217.57 38384.64
    SPY 2023-04-18 2023-04-19 $408.29 $404.99 Long 25 -0.81% 38259.86 38259.86
    SPY 2023-04-12 2023-04-19 $404.65 $404.99 Long 25 0.08% 38259.86 38259.86
    SPY 2023-04-20 2023-04-21 $404.00 $404.96 Long 25 0.24% 28183.92 38308.25
    SPY 2023-04-20 2023-04-24 $404.00 $404.77 Long 25 0.19% 28183.92 38318.81
    SPY 2023-04-24 2023-04-25 $404.77 $403.38 Long 25 -0.34% 28183.92 38157.93
    SPY 2023-04-25 2023-04-26 $403.38 $399.59 Long 25 -0.94% 38173.65 38173.65
    SPY 2023-04-28 2023-05-01 $404.28 $408.19 Long 34 0.97% 38306.60 38306.60
    SPY 2023-05-23 2023-05-26 $409.77 $408.05 Long 25 -0.42% 24734.87 38352.53
    SPY 2023-05-22 2023-05-26 $411.30 $408.05 Long 25 -0.79% 24734.87 38352.53
    SPY 2023-05-30 2023-05-31 $414.63 $410.95 Long 25 -0.89% 24642.77 38190.07
    SPY 2023-06-05 2023-06-27 $420.77 $426.35 Long 24 1.33% 14350.30 39297.30
    SPY 2023-06-02 2023-07-06 $417.06 $433.33 Long 25 3.90% 14865.51 39578.56
    SPY 2023-06-29 2023-07-07 $429.91 $432.55 Long 24 0.61% 25246.63 39518.07
    SPY 2023-05-02 2023-07-24 $407.50 $447.08 Long 33 9.71% 19011.38 40510.61
    SPY 2023-07-12 2023-08-14 $440.20 $438.53 Long 24 -0.38% 15212.17 39958.29
    SPY 2023-07-11 2023-08-15 $434.34 $440.08 Long 24 1.32% 25774.10 39750.02
    SPY 2023-07-25 2023-11-08 $447.62 $433.02 Long 32 -3.26% 39630.82 39630.82
    SPY 2023-11-27 2024-03-20 $449.95 $514.11 Long 24 14.26% 16487.48 45540.50
    SPY 2024-03-21 2024-04-04 $521.70 $521.83 Long 23 0.02% 16490.46 45129.86
    SPY 2024-04-05 2024-04-09 $512.80 $518.82 Long 23 1.17% 16628.93 45617.21
    SPY 2023-11-27 2024-04-16 $449.95 $503.31 Long 24 11.86% 28708.47 44769.54
    SPY 2024-05-06 2024-05-24 $512.10 $526.15 Long 23 2.74% 16971.09 46524.26
    SPY 2024-05-29 2024-05-30 $523.99 $522.83 Long 23 -0.22% 29492.44 46162.11
    SPY 2024-05-02 2024-05-30 $502.53 $522.83 Long 24 4.04% 29492.44 46162.11
    SPY 2024-06-03 2024-06-04 $527.32 $524.76 Long 24 -0.48% 29496.99 46351.03
    SPY 2024-05-31 2024-06-04 $521.90 $524.76 Long 23 0.55% 29496.99 46351.03
    SPY 2024-07-12 2024-08-05 $557.63 $511.64 Long 22 -8.25% 27473.43 44029.59
    SPY 2024-07-12 2024-08-05 $557.63 $511.64 Long 22 -8.25% 27473.43 44029.59
    Signals
    Strategy Size Ticker Date State Type Profit TimeFrame
    SP500Bayes 0.35 SPY 2023-11-08 Hold Long 28.70% EndOfDay
    IndicatorRR 0.00 Out EndOfDay
    MC-EOD 0.27 SPY 2024-08-19 Sell@NextOpen Long -0.13% EndOfDay
    indicator