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 8.4 56.78 0.148 2026-06-10
filter EndOfMonth

off

0 363 24.20 60.06

5.21

17.42

0.299

2026-06-10 2026-05-22 2026-06-01 link link link link link
filter Coppock above 0

on

0 5 80.90 100.00

9.05

33.92

0.267

2026-06-10 2023-08-01 2026-06-10 link link link link link
filter MACD weekly above 0

on

1

15 75.94 71.43

7.5

29.53

0.254

2026-06-10 2025-06-03 2026-06-10 link link link link link
filter McClellan

on

0 51 59.37 66.00

9.16

33.92

0.27

2026-06-09 2025-08-04 2026-06-09 link link link link link
filter NYSE above sma200

on

1

88 57.14 25.29

4.3

20.78

0.207

2026-06-10 2026-05-20 2026-06-10 link link link link link
filter Sell in May

off

0 31 58.15 77.42

7.73

47.53

0.163

2026-06-10 2025-10-01 2026-05-01 link link link link link
filter regression slope200

on

1

12 75.61 81.82

8.23

34.2

0.241

2026-06-10 2025-07-14 2026-06-10 link link link link link
filter >sma200

on

1

103 72.23 23.53

5.98

28.28

0.211

2026-06-10 2026-04-08 2026-06-10 link link link link link
filter sma50>sma200

on

1

15 72.17 78.57

7.64

33.92

0.225

2026-06-10 2025-07-01 2026-06-10 link link link link link

risk_return

created:2026-06-10 22:16:58.610586