Backtest: S&P 500 ($SPX)
| Details: | ||||||
|---|---|---|---|---|---|---|
| Signals | $SPX Performance (20 Days After Signal) 29 Observations, 10 Years, Non-overlapping | |||||
| Date | Signal | Price | Low | High | 20 Days | Final |
| 17-May-2012 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,304.86 | -2.06% | 2.91% | 2.91% | |
| 20-Jun-2013 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,588.19 | -0.95% | 6.54% | 6.54% | |
| 19-Aug-2013 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,646.06 | -0.95% | 3.57% | 3.57% | |
| 24-Jan-2014 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,790.29 | -2.70% | 3.20% | 3.20% | |
| 11-Apr-2014 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,815.69 | 0.82% | 4.46% | 4.46% | |
| 31-Jul-2014 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,930.67 | -1.09% | 3.60% | 3.42% | |
| 01-Oct-2014 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,946.16 | -4.30% | 2.00% | 1.86% | |
| 10-Mar-2015 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,044.16 | -0.19% | 3.13% | 1.85% | |
| 29-Jun-2015 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,057.64 | -0.53% | 3.43% | 1.73% | |
| 21-Aug-2015 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,970.89 | -5.24% | 1.24% | -0.20% | |
| 28-Sep-2015 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,881.77 | 0.12% | 10.28% | 10.07% | |
| 11-Dec-2015 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,012.37 | -4.49% | 3.28% | -3.66% | |
| 13-Jan-2016 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 1,890.28 | -3.24% | 2.64% | -3.24% | |
| 24-Jun-2016 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,037.41 | -1.81% | 6.75% | 6.43% | |
| 09-Sep-2016 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,127.81 | -0.10% | 2.32% | 1.22% | |
| 05-Feb-2018 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,648.94 | -2.56% | 4.93% | 2.99% | |
| 23-Mar-2018 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,588.26 | -0.25% | 4.65% | 3.17% | |
| 10-Oct-2018 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,785.68 | -5.18% | 1.01% | 1.01% | |
| 20-Dec-2018 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,467.42 | -4.71% | 8.24% | 6.71% | |
| 13-May-2019 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,811.87 | -2.40% | 2.66% | 2.63% | |
| 05-Aug-2019 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,844.74 | -0.15% | 3.28% | 2.16% | |
| 02-Oct-2019 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 2,887.61 | 0.19% | 5.51% | 5.51% | |
| 25-Feb-2020 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 3,128.21 | -28.48% | 0.06% | -21.77% | |
| 23-Sep-2020 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 3,236.92 | 0.30% | 9.18% | 6.14% | |
| 28-Oct-2020 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 3,271.03 | -0.03% | 11.14% | 10.96% | |
| 18-Jun-2021 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 4,166.45 | 1.40% | 5.24% | 2.21% | |
| 19-Jul-2021 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 4,258.49 | 1.52% | 5.04% | 5.04% | |
| 30-Nov-2021 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 4,567.00 | -1.18% | 4.95% | 4.95% | |
| 07-Mar-2022 | Signal (1) Daily $SPX.PCTBBBLOWER above LEVEL(30) | 4,201.09 | -0.72% | 10.25% | 9.08% | |
| Averages | -2.38% | 4.67% | 2.79% | |||