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 8.49 56.78 0.15 2026-06-22
filter EndOfMonth

off

0 363 24.18 60.06

5.2

17.42

0.299

2026-06-22 2026-05-22 2026-06-01 link link link link link
signal 52weekDiv

off

0 96 6.34 71.88

4.52

16.81

0.269

2026-06-22 2026-06-10 2026-06-17 link link link link link
filter Coppock above 0

on

0 5 80.92 100.00

9.14

33.92

0.269

2026-06-22 2023-08-01 2026-06-22 link link link link link
filter MACD weekly above 0

on

1

15 75.96 71.43

7.59

29.53

0.257

2026-06-22 2025-06-03 2026-06-22 link link link link link
filter McClellan

on

0 51 59.41 66.00

9.21

33.92

0.272

2026-06-18 2025-08-04 2026-06-18 link link link link link
filter NYSE above sma200

on

1

88 57.18 25.29

4.39

20.78

0.211

2026-06-22 2026-05-20 2026-06-22 link link link link link
signal RSI pullback

off

0 223 16.47 78.48

7.96

18.29

0.435

2026-06-22 2026-06-05 2026-06-12 link link link link link
filter Sell in May

off

0 31 58.09 77.42

7.72

47.53

0.162

2026-06-22 2025-10-01 2026-05-01 link link link link link
signal TurnaroundTuesday

off

0 309 11.61 63.11

6.36

20.1

0.316

2026-06-22 2026-02-23 2026-02-26 link link link link link
signal WilliamsR cross 20_80

off

0 300 37.37 76.33

9.2

32.01

0.287

2026-06-22 2026-06-05 2026-06-15 link link link link link
filter regression slope200

on

1

12 75.64 81.82

8.32

34.2

0.243

2026-06-22 2025-07-14 2026-06-22 link link link link link
filter >sma200

on

1

103 72.26 23.53

6.08

28.28

0.215

2026-06-22 2026-04-08 2026-06-22 link link link link link
filter sma50>sma200

on

1

15 72.19 78.57

7.73

33.92

0.228

2026-06-22 2025-07-01 2026-06-22 link link link link link
filter sma100 lag momentum

on

0 34 69.88 57.58

8.64

26.74

0.323

2026-06-22 2026-04-17 2026-06-22 link link link link link

risk_return

created:2026-06-22 22:17:00.197164