| Type Strategy | Strategy Name | status | signals | hit ratio | time in market | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | first quote | last quote | chart plotly | 1year plotly | setup_info |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | 1 | 100.00 | 100.00 | 940.75 | 8.19 | 56.78 | 0.144 | 1996-01-02 | 2025-08-29 | |||||
| filter | EndOfMonth | on |
354 | 60.34 | 24.23 | 378.57 | 5.41 |
17.42 |
0.31 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | Coppock above 0 | on |
5 | 75.00 | 40.80 | 342.99 | 5.13 |
19.39 |
0.265 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | MACD weekly above 0 | on |
15 | 71.43 | 53.06 | 407.25 | 5.61 |
29.53 |
0.19 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | McClellan | on |
54 | 66.04 | 57.44 | 994.01 | 9.34 |
33.92 |
0.275 |
1998-12-02 | 2025-08-29 | link | link | |
| filter | NYSE above sma200 | on |
85 | 25.00 | 49.22 | 186.75 | 3.61 |
20.78 |
0.173 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | Sell in May | off |
29 | 72.41 | 53.61 | 531.87 | 6.39 |
42.35 |
0.151 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | regression slope200 | on |
12 | 81.82 | 46.60 | 462.17 | 5.98 |
33.92 |
0.176 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | >sma200 | off |
102 | 25.49 | 41.61 | 149.68 | 3.12 |
28.28 |
0.11 |
1996-01-02 | 2025-08-29 | link | link | |
| filter | sma50>sma200 | on |
15 | 78.57 | 48.76 | 389.87 | 5.49 |
33.92 |
0.162 |
1996-01-02 | 2025-08-29 | link | link |