SPY

Monthly

Last signal: 2022-09-01

  Buy (bull)   Wait (bullish reversal)   Wait (bearish reversal)   Sell (bear)
Open Close
Dates  2005-06-01 2007-12-01 913 days
Prices  $ 119.18 $ 146.21 22.68%
Capital $ 1,000.00 $ 1,226.80 22.68%
Dates  2009-11-01 2010-01-01 61 days
Prices  $ 109.94 $ 107.39 -2.32%
Capital $ 1,226.80 $ 1,198.34 19.83%
Dates  2010-03-01 2010-05-01 61 days
Prices  $ 117.00 $ 109.37 -6.52%
Capital $ 1,198.34 $ 1,120.21 12.02%
Dates  2010-10-01 2011-08-01 304 days
Prices  $ 118.49 $ 122.22 3.15%
Capital $ 1,120.21 $ 1,155.50 15.55%
Dates  2012-01-01 2015-08-01 1,308 days
Prices  $ 131.32 $ 197.67 50.53%
Capital $ 1,155.50 $ 1,739.37 73.94%
Dates  2016-04-01 2018-10-01 913 days
Prices  $ 206.33 $ 270.63 31.16%
Capital $ 1,739.37 $ 2,281.36 128.14%
Dates  2019-03-01 2020-02-01 337 days
Prices  $ 282.48 $ 296.26 4.88%
Capital $ 2,281.36 $ 2,392.69 139.27%
Dates  2020-06-01 2022-02-01 610 days
Prices  $ 308.36 $ 436.63 41.6%
Capital $ 2,392.69 $ 3,388.05 238.81%
Strategy performance 238.81%
Strategy max loss -15.02%
Strategy max drawdown -21.12%
Worst trade performance -6.52%
Trade max loss -10.79%
Trade max drawdown -19.62%
   
Asset performance 204.90%
Asset max drawdown -57.40%
Year Performance
2005 4.47%
2006 11.07%
2007 1.71%
2008 0.00%
2009 1.36%
2010 -0.79%
2011 -5.02%
2012 8.45%
2013 23.38%
2014 15.35%
2015 -0.89%
2016 8.34%
2017 17.28%
2018 -4.00%
2019 13.94%
2020 11.65%
2021 28.34%
2022 -2.95%
Average 7.32%