| typ | setup | Type Strategy | Strategy Code | Strategy Name | StrategyFunc | Timestop | TP | SL | timeperiod | order_typ | symbols | symbol | signals | time in market | pf_r | maxDD_r | pf | profit [%] | CAGR [%] | maxDD [%] | first quote | last quote | last_entry | last_exit | threshold gt | threshold lt | hit ratio | CAGR/maxDD | quotes | chart plotly | 1year plotly | chart png | 1year png | status | invest | setup_info | a1 | a2 | add_col1 | add_col2 | add_col3 | markersize | label |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | buy&hold | benchmark:DJI | 1 | DJI | 1 | 100.00 | 0.000 | 0.00 | 0.00 | 824.21 | 7.69 | 53.78 | 1996-01-02 | 2025-12-04 | 100.00 | 0.143 | 0 | 0 | 0 | 100.000000 | DJI, buy&hold | |||||||||||||||||||||
| setup | SetupEndOfMonth | filter | EndOfMonth | EndOfMonth | SetupEndOfMonth | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 357 | 24.20 | 1.724 | 0.18 | 1.68 | 359.95 | 5.22 |
17.42 |
1996-01-02 | 2025-12-04 | 2025-11-21 | 2025-12-01 | 59.94 | 0.3 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.000000 | SPX, EndOfMonth | |||
| setup | Setup_52weekDiv | signal | 52weekDiv | 52weekDiv | Setup_52weekDiv | 5.0 | 1000000.0 | -99.0 | 4.0 | close | 1 | SPX | 95 | 6.39 | 3.101 | 0.18 | 3.17 | 277.62 | 4.53 |
16.81 |
1996-01-02 | 2025-12-04 | 2025-04-08 | 2025-04-15 | 71.58 | 0.269 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 51.585506 | SPX, 52weekDiv | |||
| setup | Setup_Coppock | filter | Coppock | Coppock above 0 | Setup_Coppock | 2500.0 | 1000000.0 | -99.0 | 6.0 | close | 1 | SPX | 5 | 80.58 | 3.000 | 0.00 | inf | 1226.12 | 9.0 |
33.92 |
1996-01-02 | 2025-12-04 | 2023-08-01 | 2025-12-04 | 0.0 | 100.00 | 0.265 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.834527 | SPX, Coppock | ||
| setup | Setup_MACD_weekly | filter | MACD_weekly | MACD weekly above 0 | Setup_MACD_weekly | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 15 | 75.53 | 13.717 | 0.10 | 7.87 | 758.42 | 7.43 |
29.53 |
1996-01-02 | 2025-12-04 | 2025-06-03 | 2025-12-04 | 0.0 | 71.43 | 0.252 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.498002 | SPX, MACD_weekly | ||
| setup | Setup_McClellan | filter | McClellan | McClellan | Setup_McClellan | 250.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 51 | 58.61 | 5.713 | 0.17 | 6.31 | 940.78 | 9.04 |
33.92 |
1998-12-02 | 2025-12-04 | 2025-08-04 | 2025-12-04 | -70.0 | 70.0 | 66.00 | 0.267 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 37.796447 | SPX, McClellan | |
| setup | Setup_NYabove200 | filter | NYaboveSMA200 | NYSE above sma200 | Setup_NYabove200 | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 85 | 56.64 | 2.642 | 0.12 | 2.56 | 256.98 | 4.33 |
20.78 |
1996-01-02 | 2025-12-04 | 2025-07-01 | 2025-12-04 | 50.0 | 23.81 | 0.208 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 48.795004 | SPX, NYaboveSMA200 | ||
| setup | Setup_RSI | signal | rsi_pullback | RSI pullback | Setup_RSI | 250.0 | 1000000.0 | -99.0 | 5.0 | close | 1 | SPX | 215 | 14.64 | 2.464 | 0.18 | 2.30 | 581.71 | 6.61 |
21.46 |
1996-01-02 | 2025-12-04 | 2025-11-17 | 2025-11-24 | 75.81 | 0.308 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 77.604181 | SPX, rsi_pullback | |||
| setup | Setup_SellinMay | filter | SellinMay | Sell in May | Setup_SellinMay | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 31 | 57.79 | 5.532 | 0.34 | 5.14 | 820.42 | 7.68 |
47.53 |
1996-01-02 | 2025-12-04 | 2025-10-01 | 2025-12-04 | 10.0 | 5.0 | 76.67 | 0.162 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 29.467734 | SPX, SellinMay | |
| setup | Setup_TurnaroundTuesday | signal | TurnaroundTuesday | TurnaroundTuesday | Setup_TurnaroundTuesday | 4.0 | 1000000.0 | -99.0 | 100.0 | close | 1 | SPX | 308 | 11.78 | 1.996 | 0.16 | 1.93 | 551.09 | 6.44 |
20.1 |
1996-01-02 | 2025-12-04 | 2025-11-17 | 2025-11-20 | 62.99 | 0.32 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 92.884073 | SPX, TurnaroundTuesday | |||
| setup | Setup_WilliamsR | signal | WilliamsR | WilliamsR cross 20_80 | Setup_WilliamsR | 15.0 | 1000.0 | -90.0 | 9.0 | close | 1 | SPX | 294 | 37.49 | 2.304 | 0.26 | 2.13 | 1255.81 | 9.08 |
32.01 |
1996-01-02 | 2025-12-04 | 2025-11-17 | 2025-11-26 | 76.19 | 0.284 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 90.748521 | SPX, WilliamsR | |||
| setup | Setup_slope200 | filter | slope200 | regression slope200 | Setup_slope200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 12 | 75.20 | 70.737 | 0.04 | 43.38 | 953.20 | 8.16 |
34.2 |
1996-01-02 | 2025-12-04 | 2025-07-14 | 2025-12-04 | 0.0 | 81.82 | 0.239 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 18.333970 | SPX, slope200 | ||
| setup | Setup_sma200 | filter | sma200 | >sma200 | Setup_sma200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 102 | 71.93 | 2.928 | 0.25 | 2.54 | 470.79 | 5.98 |
28.28 |
1996-01-02 | 2025-12-04 | 2025-05-12 | 2025-12-04 | 1.0 | 22.77 | 0.211 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 53.452248 | SPX, sma200 | ||
| setup | Setup_sma50_sma200 | filter | sma50_sma200 | sma50>sma200 | Setup_sma50_sma200 | 2500.0 | 1000.0 | -90.0 | 0.0 | close | 1 | SPX | 15 | 71.69 | 19.734 | 0.09 | 11.90 | 792.32 | 7.57 |
33.92 |
1996-01-02 | 2025-12-04 | 2025-07-01 | 2025-12-04 | 1.0 | 78.57 | 0.223 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.498002 | SPX, sma50_sma200 | ||
| setup | Setup_sma_lag | filter | sma100_lag | sma100 lag momentum | Setup_sma_lag | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 33 | 69.58 | 8.318 | 0.19 | 6.80 | 1148.70 | 8.78 |
26.74 |
1996-01-02 | 2025-12-04 | 2025-06-10 | 2025-12-04 | 56.25 | 0.328 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 30.403450 | SPX, sma100_lag |
