| 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 | 769.40 | 7.64 | 56.78 | 0.135 | 2025-04-15 | ||||
| SPX | EndOfMonth count days | off |
351 | 62.39 | 43.43 | 603.56 | 6.87 |
27.53 |
0.25 |
2025-04-15 | link | link | |
| SPX | EndOfMonth count days TP/SL | off |
351 | 62.39 | 42.46 | 793.09 | 7.74 |
19.66 |
0.394 |
2025-04-15 | link | link | |
| SPX | BullishPercent50 | off |
99 | 39.39 | 75.17 | 70.93 | 1.84 |
60.52 | 0.03 |
2025-04-15 | link | link | |
| SPX | BullishPercent Trend20 | off |
220 | 45.45 | 52.86 | 337.88 | 5.16 |
31.97 |
0.161 |
2025-04-15 | link | link | |
| SPX | Coppock above 0 | on |
5 | 100.00 | 80.15 | 943.67 | 8.31 |
33.92 |
0.245 |
2025-04-15 | link | link | |
| SPX | MACD weekly above 0 | off |
14 | 71.43 | 75.44 | 647.41 | 7.09 |
29.53 |
0.24 |
2025-04-15 | link | link | |
| SPX | McClellan | on |
50 | 67.35 | 58.56 | 826.79 | 8.79 |
33.92 |
0.259 |
2025-04-14 | link | link | |
| SPX | NYSE above sma200 | off |
84 | 23.81 | 56.40 | 222.67 | 4.07 |
20.78 |
0.196 |
2025-04-15 | link | link | |
| SPX | NYSE above sma50 | off |
196 | 35.71 | 64.69 | 128.36 | 3.6 |
34.13 |
0.105 |
2025-04-15 | link | link | |
| SPX | Sell in May | on |
30 | 79.31 | 58.30 | 767.48 | 7.63 |
47.53 |
0.161 |
2025-04-15 | link | link | |
| SPX | regression slope200 | on |
11 | 80.00 | 75.08 | 782.37 | 7.7 |
34.2 |
0.225 |
2025-04-15 | link | link | |
| SPX | regression slope50 | off |
77 | 48.05 | 66.33 | 176.74 | 3.53 |
39.1 |
0.09 |
2025-04-15 | link | link | |
| SPX | >sma200 | off |
101 | 22.77 | 71.55 | 386.48 | 5.53 |
28.28 |
0.196 |
2025-04-15 | link | link | |
| SPX | sma20>sma200 | off |
19 | 68.42 | 74.10 | 750.85 | 7.56 |
34.04 |
0.222 |
2025-04-15 | link | link | |
| SPX | >sma50 | off |
257 | 26.85 | 66.40 | 178.15 | 3.54 |
39.57 |
0.09 |
2025-04-15 | link | link | |
| SPX | sma50>sma200 | off |
14 | 78.57 | 74.51 | 812.89 | 7.82 |
33.92 |
0.231 |
2025-04-15 | link | link | |
| SPX | sma100 lag momentum | off |
32 | 56.25 | 69.43 | 999.68 | 8.51 |
26.74 |
0.318 |
2025-04-15 | link | link | |
| SPX | MACD above 0 | off |
117 | 39.32 | 66.46 | 208.96 | 3.92 |
35.83 |
0.109 |
2025-04-15 | link | link | |
| SPX | MACD hist > 0 | entry |
316 | 43.17 | 51.72 | 128.16 | 2.85 |
43.34 |
0.066 |
2025-04-15 | link | link |