| symbol | Strategy Name | status | signals | hit ratio | time in market | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | last quote | chart plotly | 1year plotly | chart png | 1year png | setup_info |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | 1 | 100.00 | 100.00 | 866.07 | 8.1 | 56.78 | 7.011 | 2025-01-17 | ||||||
| SPX | EndOfMonth count days | off |
348 | 62.64 | 43.41 | 730.60 | 7.54 |
27.53 |
3.652 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | EndOfMonth count days TP/SL | off |
348 | 62.64 | 42.46 | 889.04 | 8.19 |
19.66 |
2.402 |
2025-01-17 | link | link | link | link | |
| SPX | BullishPercent50 | off |
97 | 40.21 | 75.38 | 82.30 | 2.09 |
60.52 | 29.022 |
2025-01-17 | link | link | link | link | |
| SPX | BullishPercent Trend20 | on |
219 | 45.41 | 52.95 | 338.78 | 5.21 |
31.97 |
6.132 |
2025-01-17 | link | link | link | link | |
| SPX | Coppock above 0 | on |
5 | 100.00 | 79.99 | 1059.71 | 8.78 |
33.92 |
3.865 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | MACD weekly above 0 | on |
14 | 69.23 | 75.34 | 783.30 | 7.77 |
29.53 |
3.803 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | McClellan | on |
50 | 67.35 | 58.19 | 928.06 | 9.31 |
33.92 |
3.645 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | NYSE above sma200 | on |
84 | 24.10 | 71.11 | 234.87 | 5.37 |
20.78 |
3.872 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | NYSE above sma50 | off |
191 | 36.13 | 64.95 | 141.79 | 3.89 |
34.13 |
8.767 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | Sell in May | on |
30 | 79.31 | 57.95 | 863.93 | 8.09 |
47.53 |
5.876 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | TailRiskEngine | on |
293 | 60.62 | 62.69 | 582.35 | 6.82 |
26.93 |
3.952 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | regression slope200 | on |
11 | 80.00 | 74.87 | 880.48 | 8.15 |
34.2 |
4.195 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | regression slope50 | off |
75 | 49.33 | 66.57 | 194.50 | 3.78 |
39.1 |
10.35 |
2025-01-17 | link | link | link | link | |
| SPX | >sma200 | on |
100 | 22.22 | 74.49 | 493.79 | 6.31 |
28.28 |
4.484 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | sma20>sma200 | on |
19 | 66.67 | 74.12 | 800.26 | 7.84 |
34.04 |
4.344 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | >sma50 | entry |
257 | 26.95 | 66.61 | 178.78 | 3.58 |
39.57 |
11.044 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | sma50>sma200 | on |
14 | 76.92 | 74.31 | 912.63 | 8.27 |
33.92 |
4.101 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | sma100 lag momentum | on |
32 | 54.84 | 69.48 | 1069.44 | 8.81 |
26.74 |
3.036 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | MACD above 0 | off |
116 | 39.66 | 66.68 | 215.72 | 4.03 |
35.83 |
8.901 |
2025-01-17 | link | link | link | link | setup_info |
| SPX | MACD hist > 0 | entry |
313 | 43.27 | 51.69 | 141.46 | 3.07 |
43.34 |
14.106 |
2025-01-17 | link | link | link | link | setup_info |
