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 | 914.51 | 8.14 | 56.78 | 0.143 | 2025-07-17 | ||||
SPX | EndOfMonth count days | off |
354 | 62.71 | 43.42 | 663.29 | 7.1 |
27.53 |
0.258 |
2025-07-17 | link | link | |
SPX | EndOfMonth count days TP/SL | off |
354 | 62.71 | 42.47 | 868.91 | 7.97 |
19.66 |
0.405 |
2025-07-17 | link | link | |
SPX | BullishPercent50 | on |
100 | 39.39 | 75.32 | 100.23 | 2.37 |
60.52 | 0.039 |
2025-07-17 | link | link | |
SPX | BullishPercent Trend20 | off |
224 | 45.54 | 52.92 | 371.34 | 5.38 |
31.97 |
0.168 |
2025-07-17 | link | link | |
SPX | Coppock above 0 | on |
5 | 100.00 | 80.32 | 1117.86 | 8.81 |
33.92 |
0.26 |
2025-07-17 | link | link | |
SPX | MACD weekly above 0 | on |
15 | 71.43 | 75.21 | 688.34 | 7.22 |
29.53 |
0.244 |
2025-07-17 | link | link | |
SPX | McClellan | off |
50 | 66.00 | 58.19 | 860.76 | 8.85 |
33.92 |
0.261 |
2025-07-16 | link | link | |
SPX | NYSE above sma200 | on |
85 | 23.81 | 56.07 | 227.84 | 4.09 |
20.78 |
0.197 |
2025-07-17 | link | link | |
SPX | NYSE above sma50 | on |
197 | 35.71 | 64.80 | 153.90 | 4.03 |
34.13 |
0.118 |
2025-07-17 | link | link |