| typ | setup | Type Strategy | Strategy Code | Strategy Name | StrategyFunc | Timestop | TP | SL | timeperiod | order_typ | symbols | symbol | signals | time in market | pf_r | maxDD_r | pf | profit [%] | CAGR [%] | maxDD [%] | first quote | last quote | last_entry | last_exit | entry quote | exit quote | threshold gt | threshold lt | hit ratio | CAGR/maxDD | quotes | chart plotly | 1year plotly | chart png | 1year png | TET-chart | status | invest | setup_info | a1 | a2 | add_col1 | add_col2 | add_col3 | add_col4 | add_col5 | add_col6 | add_col7 | markersize | label |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | buy&hold | benchmark:SPX | 1 | SPX | 1 | 100.00 | 0.000 | 0.00 | 0.00 | 1103.87 | 8.49 | 56.78 | 1996-01-02 | 2026-06-22 | 100.00 | 0.15 | 0 | 0 | 0 | 100.000000 | SPX, buy&hold | ||||||||||||||||||||||||||||
| setup | SetupEndOfMonth | filter | EndOfMonth | EndOfMonth | SetupEndOfMonth | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 363 | 24.18 | 1.730 | 0.18 | 1.69 | 370.56 | 5.2 |
17.42 |
1996-01-02 | 2026-06-22 | 2026-05-22 | 2026-06-01 | 7473.47 | 7599.96 | 60.06 | 0.299 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.000000 | SPX, EndOfMonth | |||
| setup | Setup_52weekDiv | signal | 52weekDiv | 52weekDiv | Setup_52weekDiv | 5.0 | 1000000.0 | -99.0 | 4.0 | close | 1 | SPX | 96 | 6.34 | 3.133 | 0.18 | 3.24 | 285.58 | 4.52 |
16.81 |
1996-01-02 | 2026-06-22 | 2026-06-10 | 2026-06-17 | 7266.99 | 7420.1 | 71.88 | 0.269 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 51.425948 | SPX, 52weekDiv | |||
| setup | Setup_Coppock | filter | Coppock | Coppock above 0 | Setup_Coppock | 2500.0 | 1000000.0 | -99.0 | 6.0 | close | 1 | SPX | 5 | 80.92 | 3.000 | 0.00 | inf | 1345.18 | 9.14 |
33.92 |
1996-01-02 | 2026-06-22 | 2023-08-01 | 2026-06-22 | 4576.73 | 7472.79 | 0.0 | 100.00 | 0.269 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.736313 | SPX, Coppock | ||
| setup | Setup_MACD_weekly | filter | MACD_weekly | MACD weekly above 0 | Setup_MACD_weekly | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 15 | 75.96 | 14.234 | 0.10 | 7.87 | 835.49 | 7.59 |
29.53 |
1996-01-02 | 2026-06-22 | 2025-06-03 | 2026-06-22 | 5970.37 | 7472.79 | 0.0 | 71.43 | 0.257 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.327891 | SPX, MACD_weekly | ||
| setup | Setup_McClellan | filter | McClellan | McClellan | Setup_McClellan | 250.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 51 | 59.41 | 5.894 | 0.17 | 6.31 | 1038.45 | 9.21 |
33.92 |
1998-12-02 | 2026-06-18 | 2025-08-04 | 2026-06-18 | 6329.94 | 7500.58 | -70.0 | 70.0 | 66.00 | 0.272 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 37.482778 | SPX, McClellan | |
| setup | Setup_NYabove200 | filter | NYaboveSMA200 | NYSE above sma200 | Setup_NYabove200 | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 88 | 57.18 | 2.660 | 0.12 | 2.83 | 271.21 | 4.39 |
20.78 |
1996-01-02 | 2026-06-22 | 2026-05-20 | 2026-06-22 | 7432.97 | 7472.79 | 50.0 | 25.29 | 0.211 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 49.236596 | SPX, NYaboveSMA200 | ||
| setup | Setup_RSI | signal | rsi_pullback | RSI pullback | Setup_RSI | 1000.0 | 1000000.0 | -99.0 | 5.0 | close | 1 | SPX | 223 | 16.47 | 3.032 | 0.14 | 2.84 | 936.56 | 7.96 |
18.29 |
1996-01-02 | 2026-06-22 | 2026-06-05 | 2026-06-12 | 7383.74 | 7431.46 | 78.48 | 0.435 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 78.378892 | SPX, rsi_pullback | |||
| setup | Setup_SellinMay | filter | SellinMay | Sell in May | Setup_SellinMay | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | SPX | 31 | 58.09 | 5.632 | 0.34 | 5.50 | 870.49 | 7.72 |
47.53 |
1996-01-02 | 2026-06-22 | 2025-10-01 | 2026-05-01 | 6711.2 | 7230.12 | 10.0 | 5.0 | 77.42 | 0.162 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 29.223184 | SPX, SellinMay | |
| setup | Setup_TurnaroundTuesday | signal | TurnaroundTuesday | TurnaroundTuesday | Setup_TurnaroundTuesday | 4.0 | 1000000.0 | -99.0 | 100.0 | close | 1 | SPX | 309 | 11.61 | 2.001 | 0.16 | 1.94 | 557.87 | 6.36 |
20.1 |
1996-01-02 | 2026-06-22 | 2026-02-23 | 2026-02-26 | 6837.75 | 6908.86 | 63.11 | 0.316 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 92.262651 | SPX, TurnaroundTuesday | |||
| setup | Setup_WilliamsR | signal | WilliamsR | WilliamsR cross 20_80 | Setup_WilliamsR | 15.0 | 1000.0 | -90.0 | 9.0 | close | 1 | SPX | 300 | 37.37 | 2.331 | 0.26 | 2.20 | 1370.85 | 9.2 |
32.01 |
1996-01-02 | 2026-06-22 | 2026-06-05 | 2026-06-15 | 7383.74 | 7554.29 | 76.33 | 0.287 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 90.909091 | SPX, WilliamsR | |||
| setup | Setup_slope200 | filter | slope200 | regression slope200 | Setup_slope200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 12 | 75.64 | 73.159 | 0.04 | 43.38 | 1047.76 | 8.32 |
34.2 |
1996-01-02 | 2026-06-22 | 2025-07-14 | 2026-06-22 | 6268.56 | 7472.79 | 0.0 | 81.82 | 0.243 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 18.181818 | SPX, slope200 | ||
| setup | Setup_sma200 | filter | sma200 | >sma200 | Setup_sma200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 103 | 72.26 | 2.982 | 0.25 | 2.79 | 505.87 | 6.08 |
28.28 |
1996-01-02 | 2026-06-22 | 2026-04-08 | 2026-06-22 | 6782.81 | 7472.79 | 1.0 | 23.53 | 0.215 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 53.267866 | SPX, sma200 | ||
| setup | Setup_sma50_sma200 | filter | sma50_sma200 | sma50>sma200 | Setup_sma50_sma200 | 2500.0 | 1000.0 | -90.0 | 0.0 | close | 1 | SPX | 15 | 72.19 | 20.466 | 0.09 | 11.90 | 872.43 | 7.73 |
33.92 |
1996-01-02 | 2026-06-22 | 2025-07-01 | 2026-06-22 | 6198.01 | 7472.79 | 1.0 | 78.57 | 0.228 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
1 |
0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.327891 | SPX, sma50_sma200 | ||
| setup | Setup_sma_lag | filter | sma100_lag | sma100 lag momentum | Setup_sma_lag | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | SPX | 34 | 69.88 | 8.325 | 0.19 | 7.37 | 1156.73 | 8.64 |
26.74 |
1996-01-02 | 2026-06-22 | 2026-04-17 | 2026-06-22 | 7126.06 | 7472.79 | 57.58 | 0.323 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 30.604560 | SPX, sma100_lag |
