| 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 | 861.83 | 7.98 | 56.78 | 0.14 | 2025-06-03 | ||||
| SPX | EndOfMonth count days | on |
353 | 62.50 | 43.44 | 643.21 | 7.04 |
27.53 |
0.256 |
2025-06-03 | link | link | |
| SPX | EndOfMonth count days TP/SL | on |
353 | 62.50 | 42.48 | 843.42 | 7.91 |
19.66 |
0.402 |
2025-06-03 | link | link | |
| SPX | BullishPercent50 | on |
100 | 39.39 | 75.22 | 89.83 | 2.2 |
60.52 | 0.036 |
2025-06-03 | link | link | |
| SPX | BullishPercent Trend20 | off |
222 | 45.50 | 52.96 | 369.83 | 5.39 |
31.97 |
0.169 |
2025-06-03 | link | link | |
| SPX | Coppock above 0 | on |
5 | 100.00 | 80.24 | 1054.63 | 8.65 |
33.92 |
0.255 |
2025-06-03 | link | link | |
| SPX | MACD weekly above 0 | entry |
15 | 71.43 | 75.11 | 647.41 | 7.06 |
29.53 |
0.239 |
2025-06-03 | link | link | |
| SPX | McClellan | off |
50 | 66.00 | 58.45 | 860.76 | 8.89 |
33.92 |
0.262 |
2025-06-02 | link | link | |
| SPX | NYSE above sma200 | off |
84 | 23.81 | 56.15 | 222.67 | 4.05 |
20.78 |
0.195 |
2025-06-03 | link | link | |
| SPX | NYSE above sma50 | on |
197 | 35.71 | 64.62 | 140.71 | 3.81 |
34.13 |
0.112 |
2025-06-03 | link | link | |
| SPX | Sell in May | off |
30 | 76.67 | 58.18 | 800.83 | 7.74 |
47.53 |
0.163 |
2025-06-03 | link | link | |
| SPX | regression slope200 | off |
11 | 81.82 | 75.14 | 862.80 | 7.98 |
34.2 |
0.233 |
2025-06-03 | link | link | |
| SPX | regression slope50 | on |
78 | 48.05 | 66.19 | 179.24 | 3.54 |
39.1 |
0.091 |
2025-06-03 | link | link | |
| SPX | >sma200 | on |
102 | 22.77 | 71.45 | 396.98 | 5.59 |
28.28 |
0.198 |
2025-06-03 | link | link | |
| SPX | sma20>sma200 | on |
20 | 68.42 | 73.84 | 762.68 | 7.58 |
34.04 |
0.223 |
2025-06-03 | link | link | |
| SPX | >sma50 | on |
258 | 26.85 | 66.40 | 196.33 | 3.75 |
39.57 |
0.095 |
2025-06-03 | link | link | |
| SPX | sma50>sma200 | off |
14 | 78.57 | 74.18 | 812.89 | 7.79 |
33.92 |
0.229 |
2025-06-03 | link | link | |
| SPX | sma100 lag momentum | off |
32 | 56.25 | 69.12 | 999.68 | 8.47 |
26.74 |
0.317 |
2025-06-03 | link | link | |
| SPX | MACD above 0 | on |
118 | 39.32 | 66.45 | 224.38 | 4.07 |
35.83 |
0.114 |
2025-06-03 | link | link | |
| SPX | MACD hist > 0 | off |
317 | 43.22 | 51.88 | 142.86 | 3.05 |
43.34 |
0.07 |
2025-06-03 | link | link |