symbol | Strategy Name | status | signals | hit ratio | time in market | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | last quote | chart plotly | 1year plotly | setup_info |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
benchmark | benchmark | 1 | 100.00 | 100.00 | 856.83 | 7.95 | 56.78 | 0.14 | 2025-06-05 | ||||
SPX | EndOfMonth count days | on |
353 | 62.50 | 43.45 | 639.34 | 7.02 |
27.53 |
0.255 |
2025-06-05 | link | link | |
SPX | EndOfMonth count days TP/SL | on |
353 | 62.50 | 42.49 | 838.51 | 7.88 |
19.66 |
0.401 |
2025-06-05 | link | link | |
SPX | EinstiegBottomFisher | off |
31 | 74.19 | 8.43 | 77.82 | 1.97 |
27.69 |
0.071 |
2025-06-05 | link | link | |
SPX | BullishPercent50 | on |
100 | 39.39 | 75.22 | 88.85 | 2.18 |
60.52 | 0.036 |
2025-06-05 | link | link | |
SPX | BullishPercent Trend20 | off |
222 | 45.50 | 52.95 | 369.83 | 5.39 |
31.97 |
0.169 |
2025-06-05 | link | link | |
SPX | Coppock above 0 | on |
5 | 100.00 | 80.25 | 1048.62 | 8.63 |
33.92 |
0.254 |
2025-06-05 | link | link | |
SPX | MACD weekly above 0 | on |
15 | 71.43 | 75.11 | 643.52 | 7.04 |
29.53 |
0.238 |
2025-06-05 | link | link | |
SPX | McClellan | off |
50 | 66.00 | 58.44 | 860.76 | 8.89 |
33.92 |
0.262 |
2025-06-04 | link | link | |
SPX | NYSE above sma200 | off |
84 | 23.81 | 56.13 | 222.67 | 4.05 |
20.78 |
0.195 |
2025-06-05 | link | link | |
SPX | NYSE above sma50 | on |
197 | 35.71 | 64.63 | 139.46 | 3.79 |
34.13 |
0.111 |
2025-06-05 | link | link | |
SPX | SPX_VIX_Bollinger | off |
86 | 75.58 | 40.59 | 410.46 | 5.68 |
33.92 |
0.167 |
2025-06-05 | link | link | |
SPX | SPX_VIX_SMA1 | off |
24 | 79.17 | 55.14 | 534.82 | 6.46 |
19.39 |
0.333 |
2025-06-05 | link | link | |
SPX | Sell in May | off |
30 | 76.67 | 58.17 | 800.83 | 7.73 |
47.53 |
0.163 |
2025-06-05 | link | link | |
SPX | Trin | off |
177 | 62.15 | 23.66 | 296.42 | 4.78 |
22.45 |
0.213 |
2025-06-05 | link | link | |
SPX | TrinQ | off |
245 | 60.82 | 40.35 | 378.67 | 5.45 |
41.62 |
0.131 |
2025-06-05 | link | link | |
SPX | WilliamsR cross 20_80 | off |
288 | 75.69 | 37.79 | 1097.21 | 8.78 |
32.01 |
0.274 |
2025-06-05 | link | link | |
SPX | DateEntry | off |
3 | 66.67 | 1.16 | 5.48 | 0.18 |
4.28 |
0.042 |
2025-06-05 | link | link | |
SPX | regression slope200 | off |
11 | 81.82 | 75.11 | 862.80 | 7.98 |
34.2 |
0.233 |
2025-06-05 | link | link | |
SPX | regression slope50 | on |
78 | 48.05 | 66.20 | 177.79 | 3.52 |
39.1 |
0.09 |
2025-06-05 | link | link | |
SPX | >sma200 | on |
102 | 22.77 | 71.46 | 394.39 | 5.57 |
28.28 |
0.197 |
2025-06-05 | link | link | |
SPX | sma20>sma200 | on |
20 | 68.42 | 73.85 | 758.19 | 7.56 |
34.04 |
0.222 |
2025-06-05 | link | link | |
SPX | >sma50 | on |
258 | 26.85 | 66.41 | 194.79 | 3.73 |
39.57 |
0.094 |
2025-06-05 | link | link | |
SPX | sma50>sma200 | off |
14 | 78.57 | 74.16 | 812.89 | 7.78 |
33.92 |
0.229 |
2025-06-05 | link | link | |
SPX | sma100 lag momentum | off |
32 | 56.25 | 69.11 | 999.68 | 8.47 |
26.74 |
0.317 |
2025-06-05 | link | link | |
SPX | 52weekDiv | off |
95 | 71.58 | 6.49 | 277.62 | 4.61 |
16.81 |
0.274 |
2025-06-05 | link | link | |
SPX | MACD above 0 | on |
118 | 39.32 | 66.46 | 222.69 | 4.05 |
35.83 |
0.113 |
2025-06-05 | link | link | |
SPX | MACD hist > 0 | off |
317 | 43.22 | 51.86 | 142.86 | 3.05 |
43.34 |
0.07 |
2025-06-05 | link | link | |
SPX | RSI pullback | off |
217 | 78.34 | 16.70 | 889.57 | 8.08 |
18.29 |
0.442 |
2025-06-05 | link | link | |
SPX | TurnaroundTuesday | off |
306 | 63.07 | 11.90 | 559.06 | 6.6 |
20.1 |
0.328 |
2025-06-05 | link | link |