ticker:spx
Type Strategy Strategy Name 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 TET-chart setup_info
benchmark:SPX 0 1 100.00 100.00 8.38 56.78 0.148 2026-04-24
filter EndOfMonth

entry

0 362 24.17 59.83

5.14

17.42

0.295

2026-04-24 2026-04-24 2026-04-24 link link link link link
filter Coppock above 0

on

0 5 80.82 100.00

9.04

33.92

0.267

2026-04-24 2023-08-01 2026-04-24 link link link link link
filter MACD weekly above 0

on

1

15 75.84 71.43

7.49

29.53

0.254

2026-04-24 2025-06-03 2026-04-24 link link link link link
filter McClellan

on

0 51 59.19 66.00

9.08

33.92

0.268

2026-04-24 2025-08-04 2026-04-24 link link link link link
filter NYSE above sma200

on

1

87 56.97 24.42

4.3

20.78

0.207

2026-04-24 2026-04-08 2026-04-24 link link link link link
filter Sell in May

on

0 31 58.32 76.67

7.73

47.53

0.163

2026-04-24 2025-10-01 2026-04-24 link link link link link
filter regression slope200

on

1

12 75.51 81.82

8.21

34.2

0.24

2026-04-24 2025-07-14 2026-04-24 link link link link link
filter >sma200

on

1

103 72.12 23.53

5.96

28.28

0.211

2026-04-24 2026-04-08 2026-04-24 link link link link link
filter sma50>sma200

on

0 15 72.05 78.57

7.62

33.92

0.225

2026-04-24 2025-07-01 2026-04-24 link link link link link
filter sma100 lag momentum

on

1

34 69.73 57.58

8.53

26.74

0.319

2026-04-24 2026-04-17 2026-04-24 link link link link link

risk_return

created:2026-04-26 22:17:01.326931