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 7.69 53.78 0.143 2025-12-04
filter EndOfMonth SPX

off

0 357 24.20 59.94

5.22

17.42

0.3

2025-12-04 2025-11-21 2025-12-01 link link link link
signal 52weekDiv SPX

off

0 95 6.39 71.58

4.53

16.81

0.269

2025-12-04 2025-04-08 2025-04-15 link link link link
filter Coppock above 0 SPX

on

0 5 80.58 100.00

9.0

33.92

0.265

2025-12-04 2023-08-01 2025-12-04 link link link link
filter MACD weekly above 0 SPX

on

0 15 75.53 71.43

7.43

29.53

0.252

2025-12-04 2025-06-03 2025-12-04 link link link link
filter McClellan SPX

on

0 51 58.61 66.00

9.04

33.92

0.267

2025-12-04 2025-08-04 2025-12-04 link link link link
filter NYSE above sma200 SPX

on

0 85 56.64 23.81

4.33

20.78

0.208

2025-12-04 2025-07-01 2025-12-04 link link link link
signal RSI pullback SPX

off

0 215 14.64 75.81

6.61

21.46

0.308

2025-12-04 2025-11-17 2025-11-24 link link link link
filter Sell in May SPX

on

0 31 57.79 76.67

7.68

47.53

0.162

2025-12-04 2025-10-01 2025-12-04 link link link link
signal TurnaroundTuesday SPX

off

0 308 11.78 62.99

6.44

20.1

0.32

2025-12-04 2025-11-17 2025-11-20 link link link link
signal WilliamsR cross 20_80 SPX

off

0 294 37.49 76.19

9.08

32.01

0.284

2025-12-04 2025-11-17 2025-11-26 link link link link
filter regression slope200 SPX

on

0 12 75.20 81.82

8.16

34.2

0.239

2025-12-04 2025-07-14 2025-12-04 link link link link
filter >sma200 SPX

on

0 102 71.93 22.77

5.98

28.28

0.211

2025-12-04 2025-05-12 2025-12-04 link link link link
filter sma50>sma200 SPX

on

0 15 71.69 78.57

7.57

33.92

0.223

2025-12-04 2025-07-01 2025-12-04 link link link link
filter sma100 lag momentum SPX

on

0 33 69.58 56.25

8.78

26.74

0.328

2025-12-04 2025-06-10 2025-12-04 link link link link

risk_return

created:2025-12-04 22:53:21.691408