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Strategy Name Sell in May and Go Away
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Sell in May and go away is an investment strategy for stocks based on a theory that the period from November to April inclusive has significantly stronger stock market growth on average than the other months. In this backtest, we used only SPY (the SPDR S&P 500 ETF) but this strategy can also be applied to other instruments.
Position Type Long
 Strategy Definition 
Criteria for Opening a Position: ticker(spy) and month(oct)
Criteria for Closing a Position: month(may)
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 100% per trade
Portfolio Max Size: 1 positions
Testing Model: Close prices
Comm. per Trade: 0.1%  
Period: 1/1/2019 - 12/31/2019
The report displays results for the current year only. Please sign up to view the full report.
Total Profit: $798   Total Trades: 1  
Capital Growth:8%   Profit Trades, % of Total:100%  
Profit Factor: [?] 0.00  Max Drawdown0%($0)  
Expected Payoff: [?] $797.96  Abs Drawdown0%($0)  
Payoff Ratio: [?] 0.00  Avg Market Impact [?]
Minor  Minor Market Impact
Avg Annual Return, %: 7.98%   
 Equity Graph 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2019 7.98 3.43 3.61 0.76
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
 SPY 10/01/2019 293.24 12/13/2019 317.32 34 797.96  Period End Minor

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