| setup | 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 | 1 | 100.00 | 100.00 | 0.000 | 940.75 | 8.19 | 56.78 | 0.144 | 1996-01-02 | 2025-08-29 | ||||||||
| SetupEndOfMonth | filter | EndOfMonth | SetupEndOfMonth | 354 | 60.34 | 24.23 | 1.763 | 378.57 | 5.41 |
17.42 |
0.31 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_52weekDiv | signal | 52weekDiv | Setup_52weekDiv | 95 | 71.58 | 6.39 | 3.083 | 273.28 | 4.53 |
16.81 |
0.269 |
1996-01-02 | 2025-08-29 | link | link | link | link | off |
|
| Setup_Coppock | filter | Coppock above 0 | Setup_Coppock | 5 | 75.00 | 40.80 | 118.796 | 342.99 | 5.13 |
19.39 |
0.265 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_MACD_weekly | filter | MACD weekly above 0 | Setup_MACD_weekly | 15 | 71.43 | 53.06 | 10.505 | 407.25 | 5.61 |
29.53 |
0.19 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_McClellan | filter | McClellan | Setup_McClellan | 54 | 66.04 | 57.44 | 5.831 | 994.01 | 9.34 |
33.92 |
0.275 |
1998-12-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_NYabove200 | filter | NYSE above sma200 | Setup_NYabove200 | 85 | 25.00 | 49.22 | 2.361 | 186.75 | 3.61 |
20.78 |
0.173 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_RSI | signal | RSI pullback | Setup_RSI | 215 | 75.35 | 14.71 | 2.591 | 633.43 | 6.93 |
18.06 |
0.384 |
1996-01-02 | 2025-08-29 | link | link | link | link | off |
|
| Setup_SellinMay | filter | Sell in May | Setup_SellinMay | 29 | 72.41 | 53.61 | 4.232 | 531.87 | 6.39 |
42.35 |
0.151 |
1996-01-02 | 2025-08-29 | link | link | link | link | off |
|
| Setup_TurnaroundTuesday | signal | TurnaroundTuesday | Setup_TurnaroundTuesday | 307 | 63.19 | 11.84 | 2.016 | 564.40 | 6.57 |
20.1 |
0.327 |
1996-01-02 | 2025-08-29 | link | link | link | link | off |
|
| Setup_WilliamsR | signal | WilliamsR cross 20_80 | Setup_WilliamsR | 291 | 75.95 | 37.58 | 2.266 | 1153.40 | 8.87 |
32.01 |
0.277 |
1996-01-02 | 2025-08-29 | link | link | link | link | off |
|
| Setup_slope200 | filter | regression slope200 | Setup_slope200 | 12 | 81.82 | 46.60 | 52.688 | 462.17 | 5.98 |
33.92 |
0.176 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_sma200 | filter | >sma200 | Setup_sma200 | 102 | 25.49 | 41.61 | 2.054 | 149.68 | 3.12 |
28.28 |
0.11 |
1996-01-02 | 2025-08-29 | link | link | link | link | off |
|
| Setup_sma50_sma200 | filter | sma50>sma200 | Setup_sma50_sma200 | 15 | 78.57 | 48.76 | 14.378 | 389.87 | 5.49 |
33.92 |
0.162 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
|
| Setup_sma_lag | filter | sma100 lag momentum | Setup_sma_lag | 33 | 59.38 | 51.51 | 6.092 | 489.82 | 6.15 |
26.74 |
0.23 |
1996-01-02 | 2025-08-29 | link | link | link | link | on |
