| 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 | 856.83 | 7.95 | 56.78 | 0.14 | 1996-01-02 | 2025-06-05 | ||||||||
| SetupEndOfMonth_count_days | SPX | filter | EndOfMonth count days | SetupEndOfMonth_count_days | 353 | 62.50 | 43.45 | 1.727 | 639.34 | 7.02 |
27.53 |
0.255 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupEndOfMonth_count_days_tp_sl | SPX | filter | EndOfMonth count days TP/SL | SetupEndOfMonth_count_days_tp_sl | 353 | 62.50 | 42.49 | 1.848 | 838.51 | 7.88 |
19.66 |
0.401 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_BottomFisher | SPX | signal | EinstiegBottomFisher | SetupFilter_BottomFisher | 31 | 74.19 | 8.43 | 3.044 | 77.82 | 1.97 |
27.69 |
0.071 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_BullishPercent | SPX | filter | BullishPercent50 | SetupFilter_BullishPercent | 100 | 39.39 | 75.22 | 1.430 | 88.85 | 2.18 |
60.52 | 0.036 |
1996-01-11 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_BullishPercent_Trend | SPX | filter | BullishPercent Trend20 | SetupFilter_BullishPercent_Trend | 222 | 45.50 | 52.95 | 1.733 | 369.83 | 5.39 |
31.97 |
0.169 |
1996-01-11 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_Coppock | SPX | filter | Coppock above 0 | SetupFilter_Coppock | 5 | 100.00 | 80.25 | 3.000 | 1048.62 | 8.63 |
33.92 |
0.254 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_MACD_weekly | SPX | filter | MACD weekly above 0 | SetupFilter_MACD_weekly | 15 | 71.43 | 75.11 | 12.643 | 643.52 | 7.04 |
29.53 |
0.238 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_McClellan | SPX | filter | McClellan | SetupFilter_McClellan | 50 | 66.00 | 58.44 | 5.565 | 860.76 | 8.89 |
33.92 |
0.262 |
1998-12-02 | 2025-06-04 | link | link | link | link | off |
|
| SetupFilter_NYabove200 | SPX | filter | NYSE above sma200 | SetupFilter_NYabove200 | 84 | 23.81 | 56.13 | 2.530 | 222.67 | 4.05 |
20.78 |
0.195 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_NYabove50 | SPX | filter | NYSE above sma50 | SetupFilter_NYabove50 | 197 | 35.71 | 64.63 | 1.541 | 139.46 | 3.79 |
34.13 |
0.111 |
2001-12-26 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_SPX_VIX_Bollinger | SPX | signal | SPX_VIX_Bollinger | SetupFilter_SPX_VIX_Bollinger | 86 | 75.58 | 40.59 | 3.227 | 410.46 | 5.68 |
33.92 |
0.167 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_SPX_VIX_SMA1 | SPX | signal | SPX_VIX_SMA1 | SetupFilter_SPX_VIX_SMA1 | 24 | 79.17 | 55.14 | 18.585 | 534.82 | 6.46 |
19.39 |
0.333 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_SellinMay | SPX | filter | Sell in May | SetupFilter_SellinMay | 30 | 76.67 | 58.17 | 5.493 | 800.83 | 7.73 |
47.53 |
0.163 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_TRIN | SPX | signal | Trin | SetupFilter_TRIN | 177 | 62.15 | 23.66 | 1.818 | 296.42 | 4.78 |
22.45 |
0.213 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_TRINQ | SPX | signal | TrinQ | SetupFilter_TRINQ | 245 | 60.82 | 40.35 | 1.654 | 378.67 | 5.45 |
41.62 |
0.131 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_WilliamsR | SPX | signal | WilliamsR cross 20_80 | SetupFilter_WilliamsR | 288 | 75.69 | 37.79 | 2.244 | 1097.21 | 8.78 |
32.01 |
0.274 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_date_entry | SPX | Type_Strategy | DateEntry | SetupFilter_date_entry | 3 | 66.67 | 1.16 | 3.995 | 5.48 | 0.18 |
4.28 |
0.042 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_slope200 | SPX | filter | regression slope200 | SetupFilter_slope200 | 11 | 81.82 | 75.11 | 68.423 | 862.80 | 7.98 |
34.2 |
0.233 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_slope50 | SPX | filter | regression slope50 | SetupFilter_slope50 | 78 | 48.05 | 66.20 | 1.801 | 177.79 | 3.52 |
39.1 |
0.09 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_sma200 | SPX | filter | >sma200 | SetupFilter_sma200 | 102 | 22.77 | 71.46 | 2.786 | 394.39 | 5.57 |
28.28 |
0.197 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_sma20_sma200 | SPX | filter | sma20>sma200 | SetupFilter_sma20_sma200 | 20 | 68.42 | 73.85 | 11.349 | 758.19 | 7.56 |
34.04 |
0.222 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_sma50 | SPX | filter | >sma50 | SetupFilter_sma50 | 258 | 26.85 | 66.41 | 1.563 | 194.79 | 3.73 |
39.57 |
0.094 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| SetupFilter_sma50_sma200 | SPX | filter | sma50>sma200 | SetupFilter_sma50_sma200 | 14 | 78.57 | 74.16 | 20.401 | 812.89 | 7.78 |
33.92 |
0.229 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| SetupFilter_sma_lag | SPX | filter | sma100 lag momentum | SetupFilter_sma_lag | 32 | 56.25 | 69.11 | 7.988 | 999.68 | 8.47 |
26.74 |
0.317 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| Setup_52weekDiv | SPX | signal | 52weekDiv | Setup_52weekDiv | 95 | 71.58 | 6.49 | 3.101 | 277.62 | 4.61 |
16.81 |
0.274 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| Setup_MACD | SPX | filter | MACD above 0 | Setup_MACD | 118 | 39.32 | 66.46 | 1.779 | 222.69 | 4.05 |
35.83 |
0.113 |
1996-01-02 | 2025-06-05 | link | link | link | link | on |
|
| Setup_MACD_hist | SPX | filter | MACD hist > 0 | Setup_MACD_hist | 317 | 43.22 | 51.86 | 1.337 | 142.86 | 3.05 |
43.34 |
0.07 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| Setup_RSI | SPX | signal | RSI pullback | Setup_RSI | 217 | 78.34 | 16.70 | 3.019 | 889.57 | 8.08 |
18.29 |
0.442 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
|
| Setup_TurnaroundTuesday | SPX | signal | TurnaroundTuesday | Setup_TurnaroundTuesday | 306 | 63.07 | 11.90 | 2.012 | 559.06 | 6.6 |
20.1 |
0.328 |
1996-01-02 | 2025-06-05 | link | link | link | link | off |
