| setup | symbol | Type Strategy | Strategy Name | StrategyFunc | signals | hit ratio | time in market | pf_r | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | first quote | last quote | chart plotly | 1year plotly | chart png | 1year png | status | setup_info |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | benchmark | 1 | 100.00 | 100.00 | 0.000 | 769.40 | 7.64 | 56.78 | 0.135 | 1996-01-02 | 2025-04-15 | ||||||||
| SetupEndOfMonth_count_days | SPX | filter | EndOfMonth count days | SetupEndOfMonth_count_days | 351 | 62.39 | 43.43 | 1.710 | 603.56 | 6.87 |
27.53 |
0.25 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupEndOfMonth_count_days_tp_sl | SPX | filter | EndOfMonth count days TP/SL | SetupEndOfMonth_count_days_tp_sl | 351 | 62.39 | 42.46 | 1.830 | 793.09 | 7.74 |
19.66 |
0.394 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_BottomFisher | SPX | signal | EinstiegBottomFisher | SetupFilter_BottomFisher | 30 | 73.33 | 8.19 | 2.827 | 66.95 | 1.76 |
27.69 |
0.064 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_BullishPercent | SPX | filter | BullishPercent50 | SetupFilter_BullishPercent | 99 | 39.39 | 75.17 | 1.382 | 70.93 | 1.84 |
60.52 | 0.03 |
1996-01-11 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_BullishPercent_Trend | SPX | filter | BullishPercent Trend20 | SetupFilter_BullishPercent_Trend | 220 | 45.45 | 52.86 | 1.708 | 337.88 | 5.16 |
31.97 |
0.161 |
1996-01-11 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_Coppock | SPX | filter | Coppock above 0 | SetupFilter_Coppock | 5 | 100.00 | 80.15 | 3.000 | 943.67 | 8.31 |
33.92 |
0.245 |
1996-01-02 | 2025-04-15 | link | link | link | link | on |
|
| SetupFilter_MACD_weekly | SPX | filter | MACD weekly above 0 | SetupFilter_MACD_weekly | 14 | 71.43 | 75.44 | 12.973 | 647.41 | 7.09 |
29.53 |
0.24 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_McClellan | SPX | filter | McClellan | SetupFilter_McClellan | 50 | 67.35 | 58.56 | 5.242 | 826.79 | 8.79 |
33.92 |
0.259 |
1998-12-02 | 2025-04-14 | link | link | link | link | on |
|
| SetupFilter_NYabove200 | SPX | filter | NYSE above sma200 | SetupFilter_NYabove200 | 84 | 23.81 | 56.40 | 2.530 | 222.67 | 4.07 |
20.78 |
0.196 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_NYabove50 | SPX | filter | NYSE above sma50 | SetupFilter_NYabove50 | 196 | 35.71 | 64.69 | 1.515 | 128.36 | 3.6 |
34.13 |
0.105 |
2001-12-26 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_SPX_VIX_Bollinger | SPX | signal | SPX_VIX_Bollinger | SetupFilter_SPX_VIX_Bollinger | 86 | 75.58 | 40.78 | 3.227 | 410.46 | 5.71 |
33.92 |
0.168 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_SPX_VIX_SMA1 | SPX | signal | SPX_VIX_SMA1 | SetupFilter_SPX_VIX_SMA1 | 24 | 79.17 | 55.41 | 18.585 | 534.82 | 6.5 |
19.39 |
0.335 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_SellinMay | SPX | filter | Sell in May | SetupFilter_SellinMay | 30 | 79.31 | 58.30 | 5.154 | 767.48 | 7.63 |
47.53 |
0.161 |
1996-01-02 | 2025-04-15 | link | link | link | link | on |
|
| SetupFilter_TRIN | SPX | signal | Trin | SetupFilter_TRIN | 177 | 62.15 | 23.77 | 1.818 | 296.42 | 4.81 |
22.45 |
0.214 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_TRINQ | SPX | signal | TrinQ | SetupFilter_TRINQ | 245 | 60.66 | 40.32 | 1.633 | 356.08 | 5.3 |
41.62 |
0.127 |
1996-01-02 | 2025-04-15 | link | link | link | link | on |
|
| SetupFilter_WilliamsR | SPX | signal | WilliamsR cross 20_80 | SetupFilter_WilliamsR | 287 | 75.61 | 37.91 | 2.233 | 1070.36 | 8.74 |
32.01 |
0.273 |
1996-01-02 | 2025-04-15 | link | link | link | link | exit |
|
| SetupFilter_date_entry | SPX | Type_Strategy | DateEntry | SetupFilter_date_entry | 3 | 66.67 | 1.17 | 3.995 | 5.48 | 0.18 |
4.28 |
0.043 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_slope200 | SPX | filter | regression slope200 | SetupFilter_slope200 | 11 | 80.00 | 75.08 | 65.400 | 782.37 | 7.7 |
34.2 |
0.225 |
1996-01-02 | 2025-04-15 | link | link | link | link | on |
|
| SetupFilter_slope50 | SPX | filter | regression slope50 | SetupFilter_slope50 | 77 | 48.05 | 66.33 | 1.798 | 176.74 | 3.53 |
39.1 |
0.09 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_sma200 | SPX | filter | >sma200 | SetupFilter_sma200 | 101 | 22.77 | 71.55 | 2.771 | 386.48 | 5.53 |
28.28 |
0.196 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_sma20_sma200 | SPX | filter | sma20>sma200 | SetupFilter_sma20_sma200 | 19 | 68.42 | 74.10 | 11.314 | 750.85 | 7.56 |
34.04 |
0.222 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_sma50 | SPX | filter | >sma50 | SetupFilter_sma50 | 257 | 26.85 | 66.40 | 1.536 | 178.15 | 3.54 |
39.57 |
0.09 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_sma50_sma200 | SPX | filter | sma50>sma200 | SetupFilter_sma50_sma200 | 14 | 78.57 | 74.51 | 20.401 | 812.89 | 7.82 |
33.92 |
0.231 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| SetupFilter_sma_lag | SPX | filter | sma100 lag momentum | SetupFilter_sma_lag | 32 | 56.25 | 69.43 | 7.988 | 999.68 | 8.51 |
26.74 |
0.318 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| Setup_52weekDiv | SPX | signal | 52weekDiv | Setup_52weekDiv | 95 | 71.58 | 6.53 | 3.101 | 277.62 | 4.63 |
16.81 |
0.275 |
1996-01-02 | 2025-04-15 | link | link | link | link | exit |
|
| Setup_MACD | SPX | filter | MACD above 0 | Setup_MACD | 117 | 39.32 | 66.46 | 1.753 | 208.96 | 3.92 |
35.83 |
0.109 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| Setup_MACD_hist | SPX | filter | MACD hist > 0 | Setup_MACD_hist | 316 | 43.17 | 51.72 | 1.319 | 128.16 | 2.85 |
43.34 |
0.066 |
1996-01-02 | 2025-04-15 | link | link | link | link | entry |
|
| Setup_RSI | SPX | signal | RSI pullback | Setup_RSI | 217 | 78.34 | 16.78 | 3.019 | 889.57 | 8.12 |
18.29 |
0.444 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
|
| Setup_TurnaroundTuesday | SPX | signal | TurnaroundTuesday | Setup_TurnaroundTuesday | 304 | 62.83 | 11.90 | 1.998 | 541.37 | 6.53 |
20.1 |
0.325 |
1996-01-02 | 2025-04-15 | link | link | link | link | off |
