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Strategy Name Sell in May and Go Away
Create a Copy 
Sell in May and go away is an investment strategy for stocks based on the theory that the period from November to April 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 trading instruments.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: ticker(spy) and month(oct)
Order Execution Model: Close Prices
 Position Closing 
Criteria for Closing a Position: month(may)
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 100% per trade
Portfolio Max Size: 1 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Period: 1/1/2024 - 12/31/2024
The backtester displays results for the current year only. Please sign up to view the full report.
Total Profit: $0   Total Trades: 0  
Capital Growth:0%   Profit Trades, % of Total:0%  
Profit Factor: [?] 0.00  Avg Trade Duration, days:0  
Payoff Ratio: [?] 0.00   Avg Profit per Trade:0%  
Max Drawdown:0%   Avg Profit per Day:0%  
Max Drawdown, $: 0   Avg Market Impact: [?]
Restoration Factor: [?] 0.00   Overall Viability Score: [?]
0 / 10
Avg Annual Return: 0%   CAGR: [?]0%  
 Equity Graph 
No signals were generated

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