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 setup_info
benchmark:SPX 0 1 100.00 100.00 8.32 56.78 0.147 2026-02-06
filter EndOfMonth

off

0 359 24.20 59.89

5.16

17.42

0.296

2026-02-06 2026-01-26 2026-02-02 link link link link
filter Coppock above 0

on

0 5 80.69 100.00

8.98

33.92

0.265

2026-02-06 2023-08-01 2026-02-06 link link link link
filter MACD weekly above 0

on

0 15 75.67 71.43

7.42

29.53

0.251

2026-02-06 2025-06-03 2026-02-06 link link link link
filter McClellan

on

0 51 58.87 66.00

9.02

33.92

0.266

2026-02-06 2025-08-04 2026-02-06 link link link link
filter NYSE above sma200

on

0 85 56.88 23.81

4.34

20.78

0.209

2026-02-06 2025-07-01 2026-02-06 link link link link
filter Sell in May

on

0 31 58.03 76.67

7.67

47.53

0.161

2026-02-06 2025-10-01 2026-02-06 link link link link
filter regression slope200

on

0 12 75.34 81.82

8.15

34.2

0.238

2026-02-06 2025-07-14 2026-02-06 link link link link
filter >sma200

on

0 102 72.09 22.77

5.98

28.28

0.211

2026-02-06 2025-05-12 2026-02-06 link link link link
filter sma50>sma200

on

0 15 71.85 78.57

7.56

33.92

0.223

2026-02-06 2025-07-01 2026-02-06 link link link link

risk_return

created:2026-02-08 22:17:12.949326