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 8.57 56.78 0.151 2026-08-05
filter EndOfMonth

off

0 365 24.24 60.27

5.32

17.42

0.305

2026-08-05 2026-07-27 2026-08-03 link link link link link
filter Coppock above 0

on

0 5 81.00 100.00

9.22

33.92

0.272

2026-08-05 2023-08-01 2026-08-05 link link link link link
filter MACD weekly above 0

on

1

15 76.06 71.43

7.68

29.53

0.26

2026-08-05 2025-06-03 2026-08-05 link link link link link
filter McClellan

on

0 51 59.59 66.00

9.29

33.92

0.274

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

on

1

88 57.35 25.29

4.48

20.78

0.216

2026-08-05 2026-05-20 2026-08-05 link link link link link
filter Sell in May

off

0 31 57.86 77.42

7.69

47.53

0.162

2026-08-05 2025-10-01 2026-05-01 link link link link link
filter regression slope200

on

1

12 75.73 81.82

8.4

34.2

0.246

2026-08-05 2025-07-14 2026-08-05 link link link link link
filter >sma200

on

1

103 72.37 23.53

6.16

28.28

0.218

2026-08-05 2026-04-08 2026-08-05 link link link link link
filter sma50>sma200

on

1

15 72.30 78.57

7.81

33.92

0.23

2026-08-05 2025-07-01 2026-08-05 link link link link link

risk_return

created:2026-08-05 22:17:08.569424