Description
Currently there are two presented here. While these could be used to invest directly, they are not tracked this way here. These are indicators to reflect the underlying market condition.
The graph above represents buying SPY when in RiskOn mode.
These do not trade but indicate RiskOn or RiskOff times in the market.
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 | fe018b83-b333-4572-a2a0-6ff22c0eff4f |
| NoOfTrades | 248.00 |
| NoOfWins | 136.00 |
| NoOfLosses | 112.00 |
| SharpRatio | 0.67 |
| SortinoRatio | 0.83 |
| GrossProfit | $36191.65 |
| FirstDate | 2004-03-30 |
| LastDate | 2023-12-29 |
| FirstEquity | $10000.00 |
| FinalEquity | $46191.65 |
| OpenEquity | $41002.24 |
| LongEquity | $36191.65 |
| ShortEquity | $0.00 |
| PercentWins | 54.84% |
| AveWin | 5.67% |
| AveLoss | -1.69% |
| AveWinLoss | 3.35 |
| Expectancy | 2.34% |
| MedianDrawUp | 21.46% |
| MednDrawDown | -9.88% |
| MaxDrawDown | -23.71% |
| Kelly | 41.38% |
| Thorpe | 5.60 |
| Rachev | 0.89 |
| PAPR | 3.33% |
| APR | 8.06% |
| CalmarRatio | 0.73 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 2004-03-30 | 2004-04-30 | $76.57 | $76.49 | Long | 35 | -0.12% | 3717.81 | 9921.97 |
| SPY | 2004-05-28 | 2004-07-07 | $76.87 | $76.52 | Long | 35 | -0.45% | 3705.57 | 10003.03 |
| SPY | 2004-03-30 | 2004-07-20 | $76.57 | $75.64 | Long | 35 | -1.22% | 6353.03 | 9943.90 |
| SPY | 2004-09-08 | 2004-09-28 | $77.07 | $76.22 | Long | 35 | -1.11% | 3644.72 | 9915.30 |
| SPY | 2004-07-21 | 2004-11-12 | $76.52 | $81.07 | Long | 35 | 5.94% | 3807.31 | 10501.08 |
| SPY | 2004-12-08 | 2004-12-09 | $81.47 | $81.42 | Long | 34 | -0.06% | 3805.67 | 10542.96 |
| SPY | 2004-12-10 | 2004-12-14 | $81.96 | $82.83 | Long | 34 | 1.06% | 3835.19 | 10661.79 |
| SPY | 2004-12-15 | 2004-12-23 | $83.19 | $83.70 | Long | 34 | 0.62% | 3852.64 | 10710.56 |
| SPY | 2004-09-29 | 2005-01-25 | $76.42 | $80.96 | Long | 35 | 5.94% | 3850.02 | 10406.10 |
| SPY | 2005-01-26 | 2005-03-11 | $81.24 | $84.01 | Long | 34 | 3.40% | 3943.96 | 10696.93 |
| SPY | 2005-01-04 | 2005-03-22 | $83.42 | $82.29 | Long | 34 | -1.35% | 6741.96 | 10561.75 |
| SPY | 2004-03-30 | 2005-05-09 | $76.57 | $81.49 | Long | 47 | 6.42% | 7807.45 | 10592.45 |
| SPY | 2005-05-24 | 2005-05-25 | $83.04 | $82.98 | Long | 34 | -0.08% | 4065.84 | 10707.22 |
| SPY | 2005-03-23 | 2005-07-13 | $81.31 | $85.35 | Long | 34 | 4.97% | 4129.70 | 10966.39 |
| SPY | 2005-07-15 | 2005-07-21 | $85.71 | $86.24 | Long | 34 | 0.62% | 4147.73 | 11000.63 |
| SPY | 2005-07-22 | 2005-07-25 | $85.77 | $86.14 | Long | 34 | 0.43% | 4160.31 | 11039.45 |
| SPY | 2005-07-26 | 2005-07-27 | $86.02 | $86.21 | Long | 34 | 0.22% | 4166.72 | 11079.36 |
| SPY | 2005-05-27 | 2005-10-06 | $83.47 | $83.96 | Long | 34 | 0.59% | 4091.63 | 10776.08 |
| SPY | 2005-10-24 | 2005-10-28 | $83.02 | $83.02 | Long | 34 | -0.01% | 4091.39 | 10809.48 |
| SPY | 2005-08-05 | 2006-01-31 | $86.17 | $90.43 | Long | 34 | 4.94% | 4214.71 | 11492.45 |
| SPY | 2006-02-07 | 2006-04-07 | $89.06 | $92.72 | Long | 34 | 4.12% | 4339.33 | 11762.92 |
| SPY | 2005-10-31 | 2006-05-16 | $84.32 | $91.80 | Long | 35 | 8.88% | 4431.61 | 11750.54 |
| SPY | 2006-04-10 | 2006-05-24 | $91.79 | $88.92 | Long | 34 | -3.13% | 7454.84 | 11561.03 |
| SPY | 2006-06-05 | 2006-06-06 | $91.16 | $90.00 | Long | 34 | -1.27% | 4272.54 | 11539.68 |
| SPY | 2006-06-30 | 2006-07-03 | $90.64 | $90.56 | Long | 35 | -0.09% | 4269.80 | 11626.32 |
| SPY | 2006-07-05 | 2006-07-10 | $90.46 | $90.21 | Long | 34 | -0.27% | 4261.34 | 11563.18 |
| SPY | 2006-08-29 | 2006-09-29 | $92.73 | $95.50 | Long | 34 | 2.99% | 4355.51 | 12078.50 |
| SPY | 2006-10-09 | 2007-03-05 | $96.25 | $99.00 | Long | 34 | 2.85% | 4448.90 | 12434.07 |
| SPY | 2007-03-21 | 2007-05-11 | $101.68 | $107.91 | Long | 33 | 6.13% | 4654.60 | 13460.11 |
| SPY | 2007-05-14 | 2007-05-15 | $108.71 | $108.59 | Long | 33 | -0.11% | 4650.79 | 13439.38 |
| SPY | 2007-05-23 | 2007-05-25 | $110.22 | $109.17 | Long | 33 | -0.95% | 4616.31 | 13470.27 |
| SPY | 2007-05-29 | 2007-07-25 | $109.49 | $110.02 | Long | 33 | 0.48% | 4633.70 | 13520.88 |
| SPY | 2007-08-31 | 2007-09-10 | $106.85 | $106.03 | Long | 33 | -0.77% | 4606.71 | 13152.74 |
| SPY | 2007-09-14 | 2007-09-18 | $107.08 | $107.71 | Long | 33 | 0.59% | 4627.49 | 13564.50 |
| SPY | 2007-09-19 | 2007-10-22 | $111.02 | $108.24 | Long | 34 | -2.51% | 4532.86 | 13399.06 |
| SPY | 2007-10-29 | 2007-10-31 | $111.92 | $111.96 | Long | 32 | 0.03% | 4534.02 | 13642.28 |
| SPY | 2007-11-01 | 2007-11-02 | $111.46 | $110.18 | Long | 32 | -1.15% | 4493.07 | 13398.14 |
| SPY | 2007-12-10 | 2007-12-12 | $110.00 | $109.84 | Long | 32 | -0.15% | 4487.95 | 13285.24 |
| SPY | 2007-12-26 | 2007-12-28 | $108.65 | $108.57 | Long | 33 | -0.07% | 4485.30 | 13206.09 |
| SPY | 2005-05-11 | 2008-03-17 | $81.29 | $92.51 | Long | 46 | 13.80% | 8740.86 | 12023.04 |
| SPY | 2008-04-08 | 2008-04-09 | $100.03 | $100.34 | Long | 32 | 0.31% | 8750.73 | 12242.43 |
| SPY | 2008-04-17 | 2008-04-18 | $99.90 | $102.05 | Long | 33 | 2.15% | 8821.50 | 12381.33 |
| SPY | 2008-04-21 | 2008-04-23 | $101.53 | $101.42 | Long | 32 | -0.10% | 8818.21 | 12358.50 |
| SPY | 2008-04-29 | 2008-05-01 | $102.38 | $101.64 | Long | 32 | -0.72% | 8794.47 | 12422.16 |
| SPY | 2008-05-13 | 2008-06-12 | $103.41 | $98.86 | Long | 32 | -4.40% | 8648.75 | 12104.98 |
| SPY | 2008-06-16 | 2008-06-23 | $99.56 | $97.51 | Long | 33 | -2.06% | 8581.17 | 11977.47 |
| SPY | 2006-05-25 | 2008-07-07 | $89.80 | $93.60 | Long | 35 | 4.23% | 11857.07 | 11857.07 |
| SPY | 2008-07-23 | 2008-08-22 | $94.41 | $94.98 | Long | 34 | 0.61% | 8676.53 | 11930.61 |
| SPY | 2008-08-25 | 2008-08-26 | $95.08 | $93.77 | Long | 33 | -1.38% | 8633.17 | 11830.52 |
| SPY | 2008-08-29 | 2008-09-02 | $95.77 | $95.99 | Long | 33 | 0.23% | 8640.47 | 11852.89 |
| SPY | 2008-09-03 | 2008-09-05 | $94.40 | $91.01 | Long | 33 | -3.59% | 8528.66 | 11651.47 |
| SPY | 2008-09-09 | 2008-09-10 | $93.83 | $91.46 | Long | 33 | -2.53% | 8450.46 | 11555.70 |
| SPY | 2008-09-22 | 2008-09-24 | $92.38 | $88.60 | Long | 33 | -4.10% | 8325.53 | 11327.17 |
| SPY | 2008-07-09 | 2008-10-08 | $94.12 | $72.39 | Long | 34 | -23.09% | 10786.81 | 10786.81 |
| SPY | 2008-10-10 | 2008-11-21 | $64.40 | $57.50 | Long | 39 | -10.72% | 10517.57 | 10517.57 |
| SPY | 2009-01-07 | 2009-01-08 | $68.85 | $67.47 | Long | 42 | -2.00% | 7480.03 | 10818.47 |
| SPY | 2008-11-24 | 2009-03-04 | $60.81 | $53.31 | Long | 49 | -12.34% | 10092.04 | 10092.04 |
| SPY | 2009-03-24 | 2009-03-31 | $61.24 | $59.98 | Long | 48 | -2.07% | 7355.75 | 10412.99 |
| SPY | 2009-04-01 | 2009-07-08 | $59.20 | $67.16 | Long | 46 | 13.45% | 7721.90 | 11124.21 |
| SPY | 2009-07-09 | 2009-07-13 | $67.17 | $66.95 | Long | 44 | -0.34% | 7711.89 | 11195.39 |
| SPY | 2009-07-14 | 2009-10-28 | $68.52 | $80.85 | Long | 45 | 18.01% | 3889.78 | 12399.41 |
| SPY | 2009-11-12 | 2009-11-13 | $83.79 | $83.26 | Long | 41 | -0.63% | 3868.23 | 12802.49 |
| SPY | 2009-11-17 | 2009-11-23 | $84.49 | $84.34 | Long | 41 | -0.18% | 3861.99 | 12894.04 |
| SPY | 2009-11-24 | 2009-11-30 | $84.55 | $83.39 | Long | 41 | -1.37% | 3814.52 | 12774.85 |
| SPY | 2009-12-01 | 2010-01-25 | $84.49 | $84.40 | Long | 41 | -0.11% | 3810.78 | 12805.17 |
| SPY | 2009-03-05 | 2010-03-10 | $52.46 | $87.69 | Long | 51 | 67.15% | 4820.79 | 13360.85 |
| SPY | 2010-03-16 | 2010-03-17 | $88.69 | $89.41 | Long | 40 | 0.82% | 4849.89 | 13548.17 |
| SPY | 2010-03-19 | 2010-04-26 | $89.18 | $93.70 | Long | 40 | 5.07% | 5030.75 | 14082.05 |
| SPY | 2010-04-28 | 2010-04-29 | $91.54 | $92.35 | Long | 40 | 0.88% | 5063.05 | 14077.80 |
| SPY | 2010-05-03 | 2010-05-04 | $91.80 | $91.51 | Long | 40 | -0.31% | 5051.67 | 13817.30 |
| SPY | 2010-02-17 | 2010-05-10 | $84.44 | $89.05 | Long | 41 | 5.46% | 5117.65 | 13692.52 |
| SPY | 2010-05-11 | 2010-05-20 | $88.48 | $84.11 | Long | 41 | -4.94% | 4938.26 | 12876.81 |
| SPY | 2010-06-22 | 2010-06-29 | $86.08 | $81.91 | Long | 40 | -4.84% | 4771.69 | 12500.99 |
| SPY | 2010-07-27 | 2010-07-29 | $86.66 | $86.16 | Long | 41 | -0.58% | 4751.10 | 12931.36 |
| SPY | 2010-07-30 | 2010-08-11 | $84.35 | $85.49 | Long | 40 | 1.36% | 4796.84 | 12903.67 |
| SPY | 2010-05-05 | 2010-12-17 | $89.63 | $96.88 | Long | 40 | 8.10% | 5195.48 | 14512.89 |
| SPY | 2010-09-14 | 2011-03-16 | $86.92 | $100.06 | Long | 40 | 15.12% | 5343.35 | 14703.16 |
| SPY | 2011-03-22 | 2011-05-06 | $101.73 | $105.82 | Long | 39 | 4.02% | 5503.00 | 15500.83 |
| SPY | 2011-05-10 | 2011-05-17 | $106.00 | $104.06 | Long | 39 | -1.83% | 5427.15 | 15348.25 |
| SPY | 2011-05-19 | 2011-05-23 | $105.71 | $103.50 | Long | 39 | -2.09% | 5340.91 | 15179.31 |
| SPY | 2011-06-01 | 2011-06-02 | $105.48 | $103.48 | Long | 39 | -1.90% | 5262.92 | 15076.74 |
| SPY | 2011-06-28 | 2011-07-27 | $101.23 | $104.49 | Long | 40 | 3.22% | 5393.42 | 15171.12 |
| SPY | 2011-10-19 | 2011-10-20 | $96.94 | $96.19 | Long | 41 | -0.78% | 5362.57 | 14517.79 |
| SPY | 2011-10-25 | 2011-10-26 | $98.93 | $98.50 | Long | 40 | -0.43% | 5345.46 | 14699.35 |
| SPY | 2011-10-28 | 2011-11-10 | $101.39 | $98.85 | Long | 40 | -2.51% | 5243.75 | 14599.15 |
| SPY | 2011-11-16 | 2011-11-18 | $98.87 | $97.04 | Long | 40 | -1.85% | 5170.56 | 14349.86 |
| SPY | 2009-08-27 | 2011-11-30 | $78.17 | $97.82 | Long | 56 | 25.14% | 10648.50 | 14509.83 |
| SPY | 2011-12-06 | 2011-12-16 | $99.98 | $97.44 | Long | 39 | -2.54% | 5307.88 | 14225.02 |
| SPY | 2011-12-19 | 2011-12-20 | $97.30 | $97.40 | Long | 39 | 0.10% | 5311.61 | 14400.36 |
| SPY | 2011-12-01 | 2011-12-22 | $98.90 | $99.35 | Long | 53 | 0.46% | 6724.26 | 14513.25 |
| SPY | 2011-12-21 | 2012-03-07 | $98.79 | $107.66 | Long | 39 | 8.98% | 5713.87 | 15556.90 |
| SPY | 2012-03-08 | 2012-05-07 | $108.83 | $109.30 | Long | 39 | 0.43% | 5732.13 | 15720.96 |
| SPY | 2012-05-09 | 2012-05-11 | $108.17 | $108.22 | Long | 38 | 0.05% | 5734.26 | 15614.53 |
| SPY | 2012-06-11 | 2012-06-12 | $107.42 | $105.52 | Long | 39 | -1.77% | 5659.94 | 15344.23 |
| SPY | 2012-06-15 | 2012-07-25 | $107.34 | $108.00 | Long | 39 | 0.62% | 5685.99 | 15496.13 |
| SPY | 2012-07-30 | 2012-07-31 | $111.47 | $111.45 | Long | 38 | -0.02% | 5685.08 | 15769.83 |
| SPY | 2012-08-08 | 2012-08-14 | $112.54 | $113.70 | Long | 38 | 1.03% | 5729.11 | 16039.42 |
| SPY | 2012-08-16 | 2012-10-22 | $113.59 | $115.81 | Long | 38 | 1.96% | 5813.66 | 16371.96 |
| SPY | 2012-11-02 | 2012-11-05 | $116.24 | $114.36 | Long | 38 | -1.62% | 5742.03 | 16185.47 |
| SPY | 2012-11-07 | 2012-11-08 | $114.61 | $113.02 | Long | 38 | -1.38% | 5681.77 | 15844.71 |
| SPY | 2011-01-05 | 2013-02-20 | $98.84 | $124.78 | Long | 39 | 26.25% | 6216.24 | 17314.79 |
| SPY | 2013-02-21 | 2013-03-28 | $123.01 | $127.75 | Long | 37 | 3.86% | 6391.86 | 17932.43 |
| SPY | 2012-11-27 | 2013-04-16 | $114.00 | $127.92 | Long | 38 | 12.21% | 6510.09 | 17976.33 |
| SPY | 2013-04-17 | 2013-04-18 | $127.92 | $127.16 | Long | 37 | -0.59% | 6482.22 | 17710.27 |
| SPY | 2013-04-02 | 2013-05-20 | $128.18 | $136.50 | Long | 37 | 6.49% | 6687.84 | 18984.18 |
| SPY | 2013-05-23 | 2013-07-16 | $134.36 | $138.44 | Long | 37 | 3.04% | 6838.88 | 19243.77 |
| SPY | 2013-07-31 | 2013-08-02 | $139.00 | $140.10 | Long | 37 | 0.79% | 6879.67 | 19538.56 |
| SPY | 2013-04-22 | 2013-08-20 | $127.50 | $135.79 | Long | 38 | 6.50% | 6853.20 | 18978.20 |
| SPY | 2013-08-21 | 2014-02-04 | $135.86 | $145.43 | Long | 37 | 7.05% | 7207.49 | 20183.58 |
| SPY | 2014-02-11 | 2014-03-28 | $149.76 | $154.56 | Long | 37 | 3.20% | 7384.96 | 21169.05 |
| SPY | 2014-04-01 | 2014-04-07 | $156.66 | $155.26 | Long | 36 | -0.89% | 7334.76 | 21033.40 |
| SPY | 2014-04-10 | 2014-04-11 | $156.21 | $152.08 | Long | 37 | -2.64% | 7182.15 | 20670.48 |
| SPY | 2014-04-23 | 2014-04-25 | $156.82 | $156.32 | Long | 36 | -0.32% | 7164.11 | 21007.66 |
| SPY | 2013-08-06 | 2014-05-09 | $140.18 | $156.73 | Long | 37 | 11.81% | 12963.16 | 21124.03 |
| SPY | 2014-05-13 | 2014-05-14 | $158.68 | $158.47 | Long | 36 | -0.13% | 7280.56 | 21172.09 |
| SPY | 2014-05-28 | 2014-05-29 | $159.91 | $160.16 | Long | 36 | 0.16% | 7289.58 | 21424.32 |
| SPY | 2014-05-30 | 2014-06-04 | $160.47 | $160.71 | Long | 36 | 0.15% | 7298.00 | 21492.99 |
| SPY | 2014-06-06 | 2014-07-11 | $162.71 | $164.62 | Long | 36 | 1.17% | 7366.77 | 21882.11 |
| SPY | 2014-07-15 | 2014-07-16 | $165.88 | $166.21 | Long | 35 | 0.20% | 7378.22 | 21993.23 |
| SPY | 2014-08-14 | 2014-09-16 | $163.73 | $166.62 | Long | 36 | 1.77% | 7482.42 | 22283.48 |
| SPY | 2014-10-27 | 2014-12-01 | $164.98 | $173.97 | Long | 36 | 5.45% | 7806.19 | 23068.15 |
| SPY | 2014-12-04 | 2014-12-05 | $174.93 | $175.21 | Long | 35 | 0.16% | 7815.93 | 23244.03 |
| SPY | 2014-12-08 | 2014-12-09 | $174.91 | $172.26 | Long | 35 | -1.52% | 7723.00 | 23037.62 |
| SPY | 2014-12-10 | 2014-12-11 | $173.56 | $171.85 | Long | 36 | -0.99% | 7661.40 | 22806.90 |
| SPY | 2014-12-18 | 2015-01-22 | $172.57 | $172.88 | Long | 36 | 0.18% | 7672.66 | 23043.84 |
| SPY | 2015-01-23 | 2015-01-29 | $174.41 | $169.82 | Long | 35 | -2.63% | 7512.18 | 22576.84 |
| SPY | 2015-01-30 | 2015-02-02 | $169.99 | $169.55 | Long | 35 | -0.26% | 7496.76 | 22556.19 |
| SPY | 2015-02-03 | 2015-05-01 | $172.05 | $178.25 | Long | 35 | 3.61% | 7714.08 | 23499.35 |
| SPY | 2015-05-04 | 2015-05-06 | $179.81 | $178.39 | Long | 35 | -0.79% | 7664.32 | 23248.83 |
| SPY | 2015-05-18 | 2015-05-20 | $180.67 | $181.45 | Long | 35 | 0.43% | 7691.43 | 23638.51 |
| SPY | 2015-05-21 | 2015-05-27 | $181.07 | $179.83 | Long | 35 | -0.69% | 7647.93 | 23581.53 |
| SPY | 2015-05-28 | 2015-05-29 | $180.75 | $180.79 | Long | 35 | 0.02% | 7649.42 | 23466.16 |
| SPY | 2015-06-01 | 2015-06-30 | $180.42 | $177.29 | Long | 35 | -1.73% | 7540.16 | 23038.98 |
| SPY | 2015-07-01 | 2015-07-02 | $177.70 | $177.99 | Long | 35 | 0.16% | 7550.34 | 23156.80 |
| SPY | 2015-10-16 | 2015-10-19 | $174.42 | $174.14 | Long | 35 | -0.16% | 7540.41 | 22930.51 |
| SPY | 2015-10-29 | 2015-11-02 | $179.17 | $179.14 | Long | 35 | -0.01% | 7539.50 | 23460.85 |
| SPY | 2015-11-03 | 2015-11-13 | $180.56 | $175.73 | Long | 35 | -2.68% | 7370.35 | 22697.64 |
| SPY | 2015-11-25 | 2015-12-04 | $180.16 | $176.81 | Long | 35 | -1.86% | 7253.27 | 23116.34 |
| SPY | 2015-12-30 | 2015-12-31 | $179.18 | $177.47 | Long | 34 | -0.96% | 7195.03 | 22716.42 |
| SPY | 2014-05-12 | 2016-01-13 | $157.64 | $168.23 | Long | 36 | 6.72% | 13251.30 | 21746.40 |
| SPY | 2011-12-23 | 2016-01-25 | $100.18 | $164.31 | Long | 52 | 64.02% | 16219.77 | 21739.26 |
| SPY | 2016-02-29 | 2016-03-24 | $168.80 | $175.66 | Long | 34 | 4.06% | 8467.29 | 22421.30 |
| SPY | 2016-03-21 | 2016-04-06 | $177.46 | $177.56 | Long | 45 | 0.06% | 16395.26 | 22498.35 |
| SPY | 2016-03-30 | 2016-04-06 | $179.40 | $177.56 | Long | 34 | -1.02% | 16395.26 | 22498.35 |
| SPY | 2016-04-07 | 2016-04-12 | $178.39 | $177.59 | Long | 45 | -0.45% | 10469.25 | 22466.80 |
| SPY | 2016-04-13 | 2016-04-22 | $180.01 | $181.35 | Long | 45 | 0.75% | 10529.90 | 22705.15 |
| SPY | 2016-01-14 | 2016-04-27 | $163.99 | $181.29 | Long | 34 | 10.55% | 8543.98 | 22743.93 |
| SPY | 2016-04-25 | 2016-05-05 | $181.10 | $178.75 | Long | 45 | -1.30% | 10655.75 | 22419.71 |
| SPY | 2016-05-09 | 2016-05-11 | $178.76 | $180.80 | Long | 45 | 1.14% | 10747.32 | 22599.09 |
| SPY | 2016-04-11 | 2016-05-16 | $178.49 | $178.23 | Long | 33 | -0.14% | 8559.61 | 22585.24 |
| SPY | 2016-05-17 | 2016-05-18 | $179.54 | $177.78 | Long | 34 | -0.98% | 8499.89 | 22398.67 |
| SPY | 2016-05-13 | 2016-05-23 | $179.32 | $178.71 | Long | 45 | -0.34% | 16541.90 | 22430.76 |
| SPY | 2016-06-01 | 2016-06-16 | $181.85 | $180.66 | Long | 44 | -0.66% | 10501.32 | 22460.41 |
| SPY | 2016-05-25 | 2016-06-20 | $181.46 | $182.54 | Long | 33 | 0.59% | 8493.40 | 22483.54 |
| SPY | 2016-06-21 | 2016-06-27 | $182.08 | $176.22 | Long | 33 | -3.22% | 8299.84 | 21734.68 |
| SPY | 2016-06-20 | 2016-07-05 | $182.54 | $182.65 | Long | 44 | 0.06% | 10309.01 | 22332.86 |
| SPY | 2016-07-05 | 2016-07-07 | $182.65 | $183.46 | Long | 33 | 0.44% | 8369.46 | 22472.67 |
| SPY | 2016-07-08 | 2016-10-26 | $184.49 | $187.32 | Long | 33 | 1.54% | 8462.96 | 22922.50 |
| SPY | 2016-04-29 | 2016-12-07 | $179.76 | $194.62 | Long | 33 | 8.27% | 8585.31 | 23779.53 |
| SPY | 2016-11-10 | 2017-03-09 | $190.91 | $209.19 | Long | 33 | 9.57% | 9130.12 | 25039.03 |
| SPY | 2017-03-14 | 2017-03-15 | $209.61 | $209.95 | Long | 32 | 0.16% | 9140.86 | 25190.15 |
| SPY | 2017-03-16 | 2017-03-22 | $211.32 | $207.50 | Long | 32 | -1.81% | 9018.66 | 24822.87 |
| SPY | 2017-03-28 | 2017-04-06 | $207.05 | $208.54 | Long | 32 | 0.72% | 9066.10 | 24948.55 |
| SPY | 2017-04-07 | 2017-04-17 | $208.72 | $206.91 | Long | 32 | -0.87% | 9008.15 | 24831.92 |
| SPY | 2017-04-21 | 2017-05-18 | $208.81 | $209.24 | Long | 32 | 0.20% | 9021.79 | 24993.97 |
| SPY | 2017-05-23 | 2017-05-24 | $212.98 | $213.31 | Long | 32 | 0.15% | 9032.30 | 25263.52 |
| SPY | 2017-06-02 | 2017-07-31 | $216.06 | $220.64 | Long | 31 | 2.12% | 9174.17 | 25902.11 |
| SPY | 2016-12-15 | 2017-09-20 | $198.70 | $224.15 | Long | 32 | 12.81% | 9525.21 | 26336.00 |
| SPY | 2017-10-16 | 2017-10-27 | $228.76 | $229.89 | Long | 31 | 0.49% | 9560.22 | 26885.30 |
| SPY | 2017-08-31 | 2018-02-06 | $220.06 | $234.18 | Long | 31 | 6.42% | 9693.27 | 27877.82 |
| SPY | 2018-02-20 | 2018-02-21 | $245.07 | $244.96 | Long | 30 | -0.05% | 9689.75 | 27936.47 |
| SPY | 2018-02-22 | 2018-03-01 | $244.24 | $244.51 | Long | 30 | 0.11% | 9698.13 | 27786.06 |
| SPY | 2018-03-05 | 2018-03-28 | $241.20 | $235.85 | Long | 31 | -2.22% | 9532.32 | 27158.72 |
| SPY | 2018-04-02 | 2018-04-03 | $237.48 | $234.15 | Long | 31 | -1.40% | 9429.14 | 27119.30 |
| SPY | 2018-04-13 | 2018-07-30 | $241.87 | $255.77 | Long | 30 | 5.75% | 9846.08 | 28922.73 |
| SPY | 2018-08-01 | 2018-08-06 | $255.82 | $257.71 | Long | 30 | 0.74% | 9902.77 | 29299.02 |
| SPY | 2018-08-07 | 2018-08-08 | $259.30 | $259.30 | Long | 30 | 0.00% | 9902.77 | 29354.90 |
| SPY | 2018-08-09 | 2018-08-16 | $259.43 | $257.49 | Long | 30 | -0.75% | 9844.72 | 29201.44 |
| SPY | 2018-08-17 | 2018-09-13 | $257.88 | $263.78 | Long | 30 | 2.29% | 10021.61 | 29839.67 |
| SPY | 2018-09-21 | 2018-10-03 | $267.50 | $267.18 | Long | 30 | -0.12% | 10012.03 | 29980.77 |
| SPY | 2017-10-30 | 2018-12-18 | $229.89 | $234.74 | Long | 31 | 2.11% | 17289.09 | 27532.68 |
| SPY | 2018-12-19 | 2018-12-28 | $232.89 | $229.15 | Long | 31 | -1.61% | 17173.04 | 27181.61 |
| SPY | 2019-01-10 | 2019-01-15 | $235.28 | $236.71 | Long | 31 | 0.61% | 9885.31 | 28052.03 |
| SPY | 2019-01-16 | 2019-01-18 | $239.48 | $243.29 | Long | 31 | 1.59% | 10003.43 | 28596.49 |
| SPY | 2019-01-22 | 2019-01-23 | $243.14 | $242.40 | Long | 31 | -0.31% | 9980.37 | 28360.62 |
| SPY | 2019-01-25 | 2019-02-07 | $243.87 | $248.76 | Long | 31 | 2.01% | 10132.07 | 28981.93 |
| SPY | 2019-02-14 | 2019-03-07 | $251.37 | $254.17 | Long | 31 | 1.11% | 10218.88 | 29408.56 |
| SPY | 2019-03-13 | 2019-04-18 | $257.52 | $267.52 | Long | 31 | 3.88% | 10528.88 | 30854.63 |
| SPY | 2019-04-24 | 2019-05-03 | $270.00 | $270.03 | Long | 31 | 0.01% | 10529.74 | 31136.53 |
| SPY | 2019-05-06 | 2019-05-08 | $266.73 | $265.15 | Long | 31 | -0.59% | 10480.57 | 30631.81 |
| SPY | 2018-12-31 | 2019-06-03 | $229.13 | $253.88 | Long | 32 | 10.80% | 18604.70 | 29745.36 |
| SPY | 2019-06-24 | 2019-06-25 | $272.65 | $272.16 | Long | 30 | -0.18% | 10667.97 | 30875.38 |
| SPY | 2019-06-28 | 2019-07-16 | $271.12 | $278.60 | Long | 30 | 2.76% | 10892.32 | 31726.60 |
| SPY | 2019-06-04 | 2019-07-24 | $255.55 | $277.24 | Long | 31 | 8.49% | 19486.87 | 31777.33 |
| SPY | 2019-09-10 | 2019-09-30 | $275.55 | $275.53 | Long | 30 | -0.01% | 11120.43 | 31564.92 |
| SPY | 2019-10-31 | 2019-11-18 | $283.13 | $290.02 | Long | 30 | 2.43% | 11327.10 | 32822.16 |
| SPY | 2019-07-25 | 2019-12-26 | $278.87 | $300.90 | Long | 30 | 7.90% | 11601.21 | 33957.45 |
| SPY | 2019-11-26 | 2020-01-28 | $291.77 | $304.09 | Long | 30 | 4.22% | 11660.43 | 34290.11 |
| SPY | 2020-01-29 | 2020-01-30 | $307.20 | $303.44 | Long | 30 | -1.22% | 11547.60 | 34231.98 |
| SPY | 2020-02-13 | 2020-02-24 | $314.20 | $302.30 | Long | 29 | -3.79% | 11202.52 | 33522.76 |
| SPY | 2020-04-20 | 2020-04-21 | $266.01 | $260.47 | Long | 31 | -2.08% | 11030.94 | 30048.86 |
| SPY | 2020-04-29 | 2020-05-13 | $274.40 | $269.25 | Long | 30 | -1.88% | 10876.49 | 30490.63 |
| SPY | 2020-05-21 | 2020-07-10 | $279.35 | $297.15 | Long | 30 | 6.37% | 11410.49 | 33629.35 |
| SPY | 2020-07-13 | 2020-09-04 | $302.66 | $327.24 | Long | 30 | 8.12% | 12147.92 | 36114.40 |
| SPY | 2020-09-11 | 2020-10-29 | $317.49 | $310.32 | Long | 29 | -2.26% | 11939.94 | 35119.11 |
| SPY | 2020-10-30 | 2020-11-02 | $311.62 | $313.44 | Long | 30 | 0.58% | 11994.61 | 35189.24 |
| SPY | 2019-12-30 | 2020-11-30 | $302.12 | $344.41 | Long | 30 | 14.00% | 12824.44 | 38257.05 |
| SPY | 2020-12-01 | 2020-12-02 | $347.02 | $346.30 | Long | 29 | -0.21% | 12803.80 | 38568.66 |
| SPY | 2020-12-29 | 2021-01-08 | $356.36 | $362.82 | Long | 29 | 1.81% | 12991.24 | 39887.15 |
| SPY | 2021-01-11 | 2021-01-13 | $360.21 | $361.01 | Long | 29 | 0.22% | 13014.46 | 39806.68 |
| SPY | 2021-02-24 | 2021-04-21 | $368.29 | $393.58 | Long | 29 | 6.87% | 25555.40 | 43064.95 |
| SPY | 2020-11-03 | 2021-04-21 | $316.75 | $393.58 | Long | 30 | 24.26% | 25555.40 | 43064.95 |
| SPY | 2021-04-22 | 2021-07-15 | $397.77 | $417.25 | Long | 29 | 4.90% | 14584.77 | 45039.60 |
| SPY | 2021-07-22 | 2021-07-23 | $417.18 | $419.85 | Long | 29 | 0.64% | 14662.14 | 45480.53 |
| SPY | 2021-08-04 | 2021-08-05 | $422.02 | $422.44 | Long | 29 | 0.10% | 14674.38 | 45620.26 |
| SPY | 2021-08-09 | 2021-08-16 | $424.59 | $426.57 | Long | 29 | 0.47% | 14731.99 | 46042.84 |
| SPY | 2021-09-01 | 2021-09-09 | $434.28 | $432.50 | Long | 28 | -0.41% | 14682.01 | 46133.66 |
| SPY | 2021-09-24 | 2021-09-30 | $424.98 | $419.76 | Long | 29 | -1.23% | 14530.69 | 44689.79 |
| SPY | 2021-10-06 | 2021-10-07 | $413.26 | $422.04 | Long | 29 | 2.12% | 14785.31 | 45613.45 |
| SPY | 2021-10-08 | 2021-10-11 | $423.09 | $420.86 | Long | 29 | -0.53% | 14720.54 | 45269.68 |
| SPY | 2021-10-12 | 2021-10-13 | $419.42 | $418.50 | Long | 29 | -0.22% | 14693.74 | 45277.31 |
| SPY | 2021-10-14 | 2021-10-25 | $422.71 | $437.34 | Long | 29 | 3.46% | 15118.10 | 47133.24 |
| SPY | 2021-11-02 | 2021-11-19 | $443.06 | $452.10 | Long | 28 | 2.04% | 15371.22 | 48323.86 |
| SPY | 2021-04-22 | 2021-12-01 | $397.77 | $444.43 | Long | 29 | 11.73% | 28259.58 | 47342.46 |
| SPY | 2021-12-02 | 2021-12-03 | $433.92 | $442.05 | Long | 28 | 1.87% | 28487.09 | 47693.66 |
| SPY | 2021-12-06 | 2022-01-24 | $439.12 | $417.40 | Long | 29 | -4.95% | 27857.10 | 46554.61 |
| SPY | 2022-03-23 | 2022-03-24 | $433.10 | $432.16 | Long | 29 | -0.22% | 15278.04 | 47584.24 |
| SPY | 2022-03-30 | 2022-04-01 | $446.12 | $439.30 | Long | 29 | -1.53% | 15080.47 | 47560.93 |
| SPY | 2022-06-09 | 2022-06-10 | $396.69 | $382.68 | Long | 29 | -3.53% | 14674.09 | 42627.99 |
| SPY | 2016-07-06 | 2022-06-22 | $181.67 | $360.72 | Long | 44 | 98.55% | 30545.60 | 41477.16 |
| SPY | 2022-08-01 | 2022-08-29 | $398.22 | $391.45 | Long | 28 | -1.70% | 30356.20 | 42112.32 |
| SPY | 2022-10-27 | 2022-11-03 | $374.38 | $363.04 | Long | 30 | -3.03% | 30015.95 | 40893.68 |
| SPY | 2022-11-08 | 2022-11-10 | $372.46 | $379.24 | Long | 30 | 1.82% | 30219.43 | 41791.43 |
| SPY | 2022-11-14 | 2022-11-17 | $387.66 | $381.60 | Long | 29 | -1.56% | 30043.71 | 41602.52 |
| SPY | 2022-11-28 | 2022-11-29 | $390.03 | $387.06 | Long | 28 | -0.76% | 29960.52 | 41548.35 |
| SPY | 2023-01-04 | 2023-02-22 | $376.23 | $392.27 | Long | 29 | 4.26% | 30425.78 | 42164.97 |
| SPY | 2023-04-04 | 2023-04-05 | $405.71 | $402.05 | Long | 28 | -0.90% | 30323.39 | 42375.82 |
| SPY | 2023-04-12 | 2023-04-19 | $405.96 | $406.30 | Long | 28 | 0.08% | 30333.05 | 42578.86 |
| SPY | 2023-04-20 | 2023-04-21 | $405.31 | $406.27 | Long | 28 | 0.24% | 30360.09 | 42548.54 |
| SPY | 2023-04-24 | 2023-04-25 | $406.07 | $404.68 | Long | 28 | -0.34% | 30321.18 | 42328.67 |
| SPY | 2023-04-28 | 2023-05-01 | $405.58 | $409.50 | Long | 38 | 0.97% | 30470.25 | 42756.57 |
| SPY | 2023-05-22 | 2023-05-26 | $412.63 | $409.37 | Long | 28 | -0.79% | 15252.76 | 42990.04 |
| SPY | 2023-06-02 | 2023-07-06 | $418.41 | $434.73 | Long | 28 | 3.90% | 15709.73 | 44852.24 |
| SPY | 2023-05-02 | 2023-07-24 | $408.81 | $448.53 | Long | 37 | 9.71% | 20540.11 | 46152.92 |
| SPY | 2023-07-11 | 2023-08-15 | $435.74 | $441.50 | Long | 27 | 1.32% | 15845.06 | 45201.67 |
| SPY | 2022-01-25 | 2023-08-17 | $418.39 | $436.45 | Long | 30 | 4.32% | 28938.46 | 44908.73 |
| SPY | 2023-07-25 | 2023-11-08 | $449.07 | $434.42 | Long | 37 | -3.26% | 32891.53 | 45046.99 |
| SPY | 2023-08-21 | 2023-12-29 | $432.88 | $475.00 | Long | 28 | 9.73% | 17897.97 | 48222.94 |
Signals
| Strategy | Size | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| SP500Bayes | 0.36 | SPY | 2023-11-08 | Hold |
Long | 20.16% | EndOfDay |
| IndicatorRR | 0.26 | SPY | 2023-12-29 | Hold |
Long | 11.13% | EndOfDay |
| MC-EOD | 0.26 | SPY | 2023-11-24 | Hold |
Long | 15.88% | EndOfDay |