SPY

Monthly

Last signal: 2022-10-31

  Buy (bull)   Wait (bullish reversal)   Wait (bearish reversal)   Sell (bear)
Open Close
Dates  2009-12-31 2010-01-31 31 days
Prices  $ 111.44 $ 107.39 -3.63%
Capital $ 1,000.00 $ 963.70 -3.63%
Dates  2010-03-31 2010-05-31 61 days
Prices  $ 117.00 $ 109.37 -6.52%
Capital $ 963.70 $ 900.87 -9.91%
Dates  2010-10-31 2011-08-31 304 days
Prices  $ 118.49 $ 122.22 3.15%
Capital $ 900.87 $ 929.25 -7.08%
Dates  2012-01-31 2015-08-31 1,308 days
Prices  $ 131.32 $ 197.67 50.53%
Capital $ 929.25 $ 1,398.80 39.88%
Dates  2016-04-30 2018-10-31 914 days
Prices  $ 206.33 $ 270.63 31.16%
Capital $ 1,398.80 $ 1,834.67 83.47%
Dates  2019-03-31 2020-02-29 335 days
Prices  $ 282.48 $ 296.26 4.88%
Capital $ 1,834.67 $ 1,924.20 92.42%
Dates  2020-06-30 2022-02-28 608 days
Prices  $ 308.36 $ 436.63 41.6%
Capital $ 1,924.20 $ 2,724.67 172.47%
Strategy performance 172.47%
Strategy max loss -16.16%
Strategy max drawdown -19.61%
Worst trade performance -6.52%
Trade max loss -10.79%
Trade max drawdown -19.62%
   
Asset performance 246.56%
Asset max drawdown -35.63%
Year Performance
2010 -0.79%
2011 -5.02%
2012 8.44%
2013 23.37%
2014 15.35%
2015 -0.89%
2016 8.33%
2017 17.28%
2018 -4.00%
2019 13.94%
2020 11.65%
2021 28.34%
2022 -2.95%
Average 8.70%