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Strategy Name Stocks-Bonds Seasonal Rotation
Create a Copy 
This strategy is a modification of the 'Sell in May and go away' strategy. The idea is to move to bonds from May to October, returning to stock market from November to April. In this backtest, we used only SPY (the SPDR S&P 500 ETF) and TLT (the iShares 20+ Year Treasury Bond ETF) but this strategy can also be applied to other instruments.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: (ticker(spy) and month(oct)) or (ticker(tlt) and month(may))
Order Execution Model: Close Prices
 Position Closing 
Criteria for Closing a Position: (ticker(spy) and month(may)) or (ticker(tlt) and month(oct))
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: 1/1/2023 - 12/31/2023
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%  
 Equity Graph 
No signals were generated

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