| 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 | 848.31 | 7.75 | 53.78 | 1996-01-02 | 2026-01-23 | 100.00 | 0.144 | 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 | 358 | 24.19 | 1.716 | 0.18 | 1.67 | 355.07 | 5.16 |
17.42 |
1996-01-02 | 2026-01-09 | 2025-12-24 | 2026-01-02 | 59.78 | 0.296 |
../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 | 6.37 | 3.101 | 0.18 | 3.17 | 277.62 | 4.51 |
16.81 |
1996-01-02 | 2026-01-09 | 2025-04-08 | 2025-04-15 | 71.58 | 0.268 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 51.513409 | SPX, 52weekDiv | |||
| setup | Setup_Coppock | filter | Coppock | Coppock above 0 | Setup_Coppock | 2500.0 | 1000000.0 | -99.0 | 6.0 | close | 1 | SPX | 5 | 80.64 | 3.000 | 0.00 | inf | 1247.23 | 9.02 |
33.92 |
1996-01-02 | 2026-01-09 | 2023-08-01 | 2026-01-09 | 0.0 | 100.00 | 0.266 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.817986 | 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 | 75.61 | 13.809 | 0.10 | 7.87 | 772.08 | 7.46 |
29.53 |
1996-01-02 | 2026-01-09 | 2025-06-03 | 2026-01-09 | 0.0 | 71.43 | 0.253 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.469353 | SPX, MACD_weekly | ||
| setup | Setup_McClellan | filter | McClellan | McClellan | Setup_McClellan | 250.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 51 | 58.76 | 5.744 | 0.17 | 6.31 | 957.35 | 9.07 |
33.92 |
1998-12-02 | 2026-01-09 | 2025-08-04 | 2026-01-09 | -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 | 37.743622 | SPX, McClellan | |
| setup | Setup_NYabove200 | filter | NYaboveSMA200 | NYSE above sma200 | Setup_NYabove200 | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 85 | 56.78 | 2.661 | 0.12 | 2.56 | 262.66 | 4.37 |
20.78 |
1996-01-02 | 2026-01-09 | 2025-07-01 | 2026-01-09 | 50.0 | 23.81 | 0.21 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 48.726807 | SPX, NYaboveSMA200 | ||
| setup | Setup_RSI | signal | rsi_pullback | RSI pullback | Setup_RSI | 250.0 | 1000000.0 | -99.0 | 5.0 | close | 1 | SPX | 216 | 14.62 | 2.476 | 0.18 | 2.33 | 593.18 | 6.64 |
21.46 |
1996-01-02 | 2026-01-09 | 2025-12-17 | 2025-12-19 | 75.93 | 0.309 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 77.675733 | 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 | 57.93 | 5.561 | 0.34 | 5.14 | 835.07 | 7.71 |
47.53 |
1996-01-02 | 2026-01-09 | 2025-10-01 | 2026-01-09 | 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 | 29.426549 | SPX, SellinMay | |
| setup | Setup_TurnaroundTuesday | signal | TurnaroundTuesday | TurnaroundTuesday | Setup_TurnaroundTuesday | 4.0 | 1000000.0 | -99.0 | 100.0 | close | 1 | SPX | 308 | 11.74 | 1.996 | 0.16 | 1.93 | 551.09 | 6.42 |
20.1 |
1996-01-02 | 2026-01-09 | 2025-11-17 | 2025-11-20 | 62.99 | 0.319 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 92.754256 | SPX, TurnaroundTuesday | |||
| setup | Setup_WilliamsR | signal | WilliamsR | WilliamsR cross 20_80 | Setup_WilliamsR | 15.0 | 1000.0 | -90.0 | 9.0 | close | 1 | SPX | 295 | 37.44 | 2.308 | 0.26 | 2.14 | 1268.13 | 9.08 |
32.01 |
1996-01-02 | 2026-01-09 | 2025-12-15 | 2025-12-22 | 76.27 | 0.284 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 90.775677 | SPX, WilliamsR | |||
| setup | Setup_slope200 | filter | slope200 | regression slope200 | Setup_slope200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 12 | 75.28 | 71.167 | 0.04 | 43.38 | 969.97 | 8.19 |
34.2 |
1996-01-02 | 2026-01-09 | 2025-07-14 | 2026-01-09 | 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 | 18.308346 | SPX, slope200 | ||
| setup | Setup_sma200 | filter | sma200 | >sma200 | Setup_sma200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 102 | 72.02 | 2.945 | 0.25 | 2.54 | 479.88 | 6.01 |
28.28 |
1996-01-02 | 2026-01-09 | 2025-05-12 | 2026-01-09 | 1.0 | 22.77 | 0.213 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 53.377542 | 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 | 71.78 | 19.864 | 0.09 | 11.90 | 806.52 | 7.6 |
33.92 |
1996-01-02 | 2026-01-09 | 2025-07-01 | 2026-01-09 | 1.0 | 78.57 | 0.224 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.469353 | 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 | 69.68 | 8.361 | 0.19 | 6.80 | 1168.58 | 8.81 |
26.74 |
1996-01-02 | 2026-01-09 | 2025-06-10 | 2026-01-09 | 56.25 | 0.329 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 30.360957 | SPX, sma100_lag |
