ticker:['SPX']
Type Strategy Strategy Name symbol status invest signals time in market hit ratio CAGR [%] maxDD [%] CAGR/maxDD last quote last_entry last_exit chart plotly 1year plotly chart png 1year png setup_info
benchmark:DJI DJI 0 1 100.00 100.00 7.75 53.78 0.144 2026-01-23
filter EndOfMonth SPX

off

0 358 24.19 59.78

5.16

17.42

0.296

2026-01-09 2025-12-24 2026-01-02 link link link link
signal 52weekDiv SPX

off

0 95 6.37 71.58

4.51

16.81

0.268

2026-01-09 2025-04-08 2025-04-15 link link link link
filter Coppock above 0 SPX

on

0 5 80.64 100.00

9.02

33.92

0.266

2026-01-09 2023-08-01 2026-01-09 link link link link
filter MACD weekly above 0 SPX

on

0 15 75.61 71.43

7.46

29.53

0.253

2026-01-09 2025-06-03 2026-01-09 link link link link
filter McClellan SPX

on

0 51 58.76 66.00

9.07

33.92

0.267

2026-01-09 2025-08-04 2026-01-09 link link link link
filter NYSE above sma200 SPX

on

0 85 56.78 23.81

4.37

20.78

0.21

2026-01-09 2025-07-01 2026-01-09 link link link link
signal RSI pullback SPX

off

0 216 14.62 75.93

6.64

21.46

0.309

2026-01-09 2025-12-17 2025-12-19 link link link link
filter Sell in May SPX

on

0 31 57.93 76.67

7.71

47.53

0.162

2026-01-09 2025-10-01 2026-01-09 link link link link
signal TurnaroundTuesday SPX

off

0 308 11.74 62.99

6.42

20.1

0.319

2026-01-09 2025-11-17 2025-11-20 link link link link
signal WilliamsR cross 20_80 SPX

off

0 295 37.44 76.27

9.08

32.01

0.284

2026-01-09 2025-12-15 2025-12-22 link link link link
filter regression slope200 SPX

on

0 12 75.28 81.82

8.19

34.2

0.239

2026-01-09 2025-07-14 2026-01-09 link link link link
filter >sma200 SPX

on

0 102 72.02 22.77

6.01

28.28

0.213

2026-01-09 2025-05-12 2026-01-09 link link link link
filter sma50>sma200 SPX

on

0 15 71.78 78.57

7.6

33.92

0.224

2026-01-09 2025-07-01 2026-01-09 link link link link
filter sma100 lag momentum SPX

on

0 33 69.68 56.25

8.81

26.74

0.329

2026-01-09 2025-06-10 2026-01-09 link link link link

risk_return

created:2026-01-25 22:17:03.892764