Backtest: S&P 500 ($SPX)
| Details: | ||||||
|---|---|---|---|---|---|---|
| $SPX Strategy Performance 7 Trades, 5 Years | ||||||
| Trades | Trade Performance | Capital Growth | ||||
| Date | Entry | Exit | Price Perf. | Max DD. | Returns | |
01-Jun-2017 | 2,430.06 | 2,544.73 | 4.72% | -2.17% | 4.72% | |
15-Feb-2018 | 2,731.20 | 2,723.06 | -0.30% | -7.34% | 4.41% | |
05-Nov-2018 | 2,738.31 | 2,832.57 | 3.44% | -16.34% | 8.00% | |
05-Jun-2019 | 2,826.15 | 2,970.27 | 5.10% | -6.12% | 13.51% | |
15-Oct-2019 | 2,995.68 | 3,128.21 | 4.42% | -7.62% | 18.53% | |
26-Mar-2020 | 2,630.07 | 3,306.51 | 25.72% | -6.96% | 49.02% | |
05-Oct-2020 | 3,408.60 | 3,934.83 | 15.44% | -6.72% | 72.02% | |