| 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 | 1094.07 | 8.43 | 56.78 | 1996-01-02 | 2026-07-24 | 100.00 | 0.148 | 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 | 364 | 24.19 | 1.738 | 0.18 | 1.71 | 378.55 | 5.24 |
17.42 |
1996-01-02 | 2026-07-23 | 2026-06-24 | 2026-07-01 | 7358.22 | 7483.23 | 60.16 | 0.301 |
../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 | 6.32 | 3.133 | 0.18 | 3.24 | 285.58 | 4.5 |
16.81 |
1996-01-02 | 2026-07-23 | 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 | 51.355259 | SPX, 52weekDiv | |||
| setup | Setup_Coppock | filter | Coppock | Coppock above 0 | Setup_Coppock | 2500.0 | 1000000.0 | -99.0 | 6.0 | close | 1 | SPX | 5 | 80.97 | 3.000 | 0.00 | inf | 1332.71 | 9.08 |
33.92 |
1996-01-02 | 2026-07-23 | 2023-08-01 | 2026-07-23 | 4576.73 | 7408.3 | 0.0 | 100.00 | 0.268 |
../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 | 11.720181 | 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 | 76.03 | 14.180 | 0.10 | 7.87 | 827.42 | 7.54 |
29.53 |
1996-01-02 | 2026-07-23 | 2025-06-03 | 2026-07-23 | 5970.37 | 7408.3 | 0.0 | 71.43 | 0.255 |
../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 | 20.299949 | SPX, MACD_weekly | ||
| setup | Setup_McClellan | filter | McClellan | McClellan | Setup_McClellan | 250.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 51 | 59.55 | 5.868 | 0.17 | 6.31 | 1024.44 | 9.13 |
33.92 |
1998-12-02 | 2026-07-23 | 2025-08-04 | 2026-07-23 | 6329.94 | 7408.3 | -70.0 | 70.0 | 66.00 | 0.269 |
../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 | 37.431256 | SPX, McClellan | |
| setup | Setup_NYabove200 | filter | NYaboveSMA200 | NYSE above sma200 | Setup_NYabove200 | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 88 | 57.30 | 2.646 | 0.12 | 2.83 | 268.01 | 4.35 |
20.78 |
1996-01-02 | 2026-07-23 | 2026-05-20 | 2026-07-23 | 7432.97 | 7408.3 | 50.0 | 25.29 | 0.209 |
../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 | 49.168917 | SPX, NYaboveSMA200 | ||
| setup | Setup_RSI | signal | rsi_pullback | RSI pullback | Setup_RSI | 1000.0 | 1000000.0 | -99.0 | 5.0 | close | 1 | SPX | 223 | 16.43 | 3.032 | 0.14 | 2.84 | 936.56 | 7.93 |
18.29 |
1996-01-02 | 2026-07-23 | 2026-06-05 | 2026-06-12 | 7383.74 | 7431.46 | 78.48 | 0.434 |
../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 | 78.271154 | 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 | 5.632 | 0.34 | 5.50 | 870.49 | 7.7 |
47.53 |
1996-01-02 | 2026-07-23 | 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 | 29.183015 | SPX, SellinMay | |
| setup | Setup_TurnaroundTuesday | signal | TurnaroundTuesday | TurnaroundTuesday | Setup_TurnaroundTuesday | 4.0 | 1000000.0 | -99.0 | 100.0 | close | 1 | SPX | 310 | 11.61 | 2.002 | 0.16 | 1.94 | 559.48 | 6.35 |
20.1 |
1996-01-02 | 2026-07-23 | 2026-07-13 | 2026-07-16 | 7515.34 | 7533.77 | 63.23 | 0.316 |
../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 | 92.284796 | 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 | 37.34 | 2.335 | 0.26 | 2.22 | 1392.16 | 9.22 |
32.01 |
1996-01-02 | 2026-07-23 | 2026-07-20 | 2026-07-23 | 7443.28 | 7408.3 | 76.41 | 0.288 |
../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 | 91.086241 | SPX, WilliamsR | |||
| setup | Setup_slope200 | filter | slope200 | regression slope200 | Setup_slope200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 12 | 75.71 | 72.905 | 0.04 | 43.38 | 1037.86 | 8.26 |
34.2 |
1996-01-02 | 2026-07-23 | 2025-07-14 | 2026-07-23 | 6268.56 | 7408.3 | 0.0 | 81.82 | 0.242 |
../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 | 18.156826 | SPX, slope200 | ||
| setup | Setup_sma200 | filter | sma200 | >sma200 | Setup_sma200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 103 | 72.34 | 2.973 | 0.25 | 2.79 | 500.64 | 6.03 |
28.28 |
1996-01-02 | 2026-07-23 | 2026-04-08 | 2026-07-23 | 6782.81 | 7408.3 | 1.0 | 23.53 | 0.213 |
../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 | 53.194646 | 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 | 72.27 | 20.389 | 0.09 | 11.90 | 864.04 | 7.68 |
33.92 |
1996-01-02 | 2026-07-23 | 2025-07-01 | 2026-07-23 | 6198.01 | 7408.3 | 1.0 | 78.57 | 0.226 |
../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 | 20.299949 | 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 | 69.97 | 8.303 | 0.19 | 7.37 | 1145.88 | 8.58 |
26.74 |
1996-01-02 | 2026-07-23 | 2026-04-17 | 2026-07-23 | 7126.06 | 7408.3 | 57.58 | 0.321 |
../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 | 30.562492 | SPX, sma100_lag |
