| 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 | entry quote | exit quote | threshold gt | threshold lt | hit ratio | CAGR/maxDD | quotes | chart plotly | 1year plotly | chart png | 1year png | TET-chart | status | invest | setup_info | a1 | a2 | add_col1 | add_col2 | add_col3 | add_col4 | add_col5 | add_col6 | add_col7 | markersize | label |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | buy&hold | benchmark:SPX | 1 | SPX | 1 | 100.00 | 0.000 | 0.00 | 0.00 | 1144.27 | 8.57 | 56.78 | 1996-01-02 | 2026-08-05 | 100.00 | 0.151 | 0 | 0 | 0 | 100.000000 | SPX, buy&hold | ||||||||||||||||||||||||||||
| setup | SetupEndOfMonth | filter | EndOfMonth | EndOfMonth | SetupEndOfMonth | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 365 | 24.24 | 1.749 | 0.18 | 1.73 | 390.64 | 5.32 |
17.42 |
1996-01-02 | 2026-08-05 | 2026-07-27 | 2026-08-03 | 7413.18 | 7600.5 | 60.27 | 0.305 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 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 | 96 | 6.31 | 3.133 | 0.18 | 3.24 | 285.58 | 4.5 |
16.81 |
1996-01-02 | 2026-08-05 | 2026-06-10 | 2026-06-17 | 7266.99 | 7420.1 | 71.88 | 0.268 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 51.284861 | SPX, 52weekDiv | |||
| setup | Setup_Coppock | filter | Coppock | Coppock above 0 | Setup_Coppock | 2500.0 | 1000000.0 | -99.0 | 6.0 | close | 1 | SPX | 5 | 81.00 | 3.000 | 0.00 | inf | 1393.68 | 9.22 |
33.92 |
1996-01-02 | 2026-08-05 | 2023-08-01 | 2026-08-05 | 4576.73 | 7723.55 | 0.0 | 100.00 | 0.272 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.704115 | 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 | 76.06 | 14.445 | 0.10 | 7.87 | 866.88 | 7.68 |
29.53 |
1996-01-02 | 2026-08-05 | 2025-06-03 | 2026-08-05 | 5970.37 | 7723.55 | 0.0 | 71.43 | 0.26 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.272121 | SPX, MACD_weekly | ||
| setup | Setup_McClellan | filter | McClellan | McClellan | Setup_McClellan | 250.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 51 | 59.59 | 5.960 | 0.17 | 6.31 | 1074.26 | 9.29 |
33.92 |
1998-12-02 | 2026-08-04 | 2025-08-04 | 2026-08-04 | 6329.94 | 7736.52 | -70.0 | 70.0 | 66.00 | 0.274 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 37.379945 | SPX, McClellan | |
| setup | Setup_NYabove200 | filter | NYaboveSMA200 | NYSE above sma200 | Setup_NYabove200 | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 88 | 57.35 | 2.696 | 0.12 | 2.83 | 283.67 | 4.48 |
20.78 |
1996-01-02 | 2026-08-05 | 2026-05-20 | 2026-08-05 | 7432.97 | 7723.55 | 50.0 | 25.29 | 0.216 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 49.101516 | SPX, NYaboveSMA200 | ||
| setup | Setup_RSI | signal | rsi_pullback | RSI pullback | Setup_RSI | 1000.0 | 1000000.0 | -99.0 | 5.0 | close | 1 | SPX | 223 | 16.41 | 3.032 | 0.14 | 2.84 | 936.56 | 7.92 |
18.29 |
1996-01-02 | 2026-08-05 | 2026-06-05 | 2026-06-12 | 7383.74 | 7431.46 | 78.48 | 0.433 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 78.163860 | 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 | 57.86 | 5.632 | 0.34 | 5.50 | 870.49 | 7.69 |
47.53 |
1996-01-02 | 2026-08-05 | 2025-10-01 | 2026-05-01 | 6711.2 | 7230.12 | 10.0 | 5.0 | 77.42 | 0.162 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 29.143011 | SPX, SellinMay | |
| setup | Setup_TurnaroundTuesday | signal | TurnaroundTuesday | TurnaroundTuesday | Setup_TurnaroundTuesday | 4.0 | 1000000.0 | -99.0 | 100.0 | close | 1 | SPX | 310 | 11.60 | 2.002 | 0.16 | 1.94 | 559.48 | 6.34 |
20.1 |
1996-01-02 | 2026-08-05 | 2026-07-13 | 2026-07-16 | 7515.34 | 7533.77 | 63.23 | 0.315 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 92.158291 | SPX, TurnaroundTuesday | |||
| setup | Setup_WilliamsR | signal | WilliamsR | WilliamsR cross 20_80 | Setup_WilliamsR | 15.0 | 1000.0 | -90.0 | 9.0 | close | 1 | SPX | 302 | 37.37 | 2.343 | 0.26 | 2.23 | 1408.56 | 9.25 |
32.01 |
1996-01-02 | 2026-08-05 | 2026-07-20 | 2026-07-31 | 7443.28 | 7489.72 | 76.49 | 0.289 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 90.961380 | SPX, WilliamsR | |||
| setup | Setup_slope200 | filter | slope200 | regression slope200 | Setup_slope200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 12 | 75.73 | 74.145 | 0.04 | 43.38 | 1086.28 | 8.4 |
34.2 |
1996-01-02 | 2026-08-05 | 2025-07-14 | 2026-08-05 | 6268.56 | 7723.55 | 0.0 | 81.82 | 0.246 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 18.131937 | SPX, slope200 | ||
| setup | Setup_sma200 | filter | sma200 | >sma200 | Setup_sma200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 103 | 72.37 | 3.015 | 0.25 | 2.79 | 526.20 | 6.16 |
28.28 |
1996-01-02 | 2026-08-05 | 2026-04-08 | 2026-08-05 | 6782.81 | 7723.55 | 1.0 | 23.53 | 0.218 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 53.121726 | 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 | 72.30 | 20.764 | 0.09 | 11.90 | 905.06 | 7.81 |
33.92 |
1996-01-02 | 2026-08-05 | 2025-07-01 | 2026-08-05 | 6198.01 | 7723.55 | 1.0 | 78.57 | 0.23 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.272121 | 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 | 34 | 70.01 | 8.410 | 0.19 | 7.37 | 1198.90 | 8.72 |
26.74 |
1996-01-02 | 2026-08-05 | 2026-04-17 | 2026-08-05 | 7126.06 | 7723.55 | 57.58 | 0.326 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 30.520597 | SPX, sma100_lag |
