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 8.43 56.78 0.148 2026-07-24
filter EndOfMonth

off

0 364 24.19 60.16

5.24

17.42

0.301

2026-07-23 2026-06-24 2026-07-01 link link link link link
filter Coppock above 0

on

0 5 80.97 100.00

9.08

33.92

0.268

2026-07-23 2023-08-01 2026-07-23 link link link link link
filter MACD weekly above 0

on

1

15 76.03 71.43

7.54

29.53

0.255

2026-07-23 2025-06-03 2026-07-23 link link link link link
filter McClellan

on

0 51 59.55 66.00

9.13

33.92

0.269

2026-07-23 2025-08-04 2026-07-23 link link link link link
filter NYSE above sma200

on

1

88 57.30 25.29

4.35

20.78

0.209

2026-07-23 2026-05-20 2026-07-23 link link link link link
filter Sell in May

off

0 31 57.93 77.42

7.7

47.53

0.162

2026-07-23 2025-10-01 2026-05-01 link link link link link
filter regression slope200

on

1

12 75.71 81.82

8.26

34.2

0.242

2026-07-23 2025-07-14 2026-07-23 link link link link link
filter >sma200

on

1

103 72.34 23.53

6.03

28.28

0.213

2026-07-23 2026-04-08 2026-07-23 link link link link link
filter sma50>sma200

on

1

15 72.27 78.57

7.68

33.92

0.226

2026-07-23 2025-07-01 2026-07-23 link link link link link

risk_return

created:2026-07-26 22:17:16.140279