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Strategy Name Stocks-Bonds Seasonal Rotation
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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.
Position Type Long
 Strategy Definition 
Criteria for Opening a Position: (ticker(spy) and month(oct)) or (ticker(tlt) and month(may))
Criteria for Closing a Position: (ticker(spy) and month(may)) or (ticker(tlt) and month(oct))
 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: 1/1/2020 - 12/31/2020
The report 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%  
Restoration Factor: [?] 0.00   Avg Market Impact: [?]  
Avg Annual Return: 0%   Overall Viability Score: [?]  
 Equity Graph 
No signals were generated

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