MarketInOut Stock Screener Please enable JavaScript to view this page content properly Log In | Sign Up
Strategy Builder
My Strategies
Popular Strategies
Backtest Log
Strategy Name Stocks-Bonds Seasonal Rotation
Create a Copy 
This strategy modifies the "Sell in May and go away" strategy. The idea is to move to bonds from May to October and return to the 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 trading 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: 1/1/2024 - 12/31/2024
The backtester displays results for the current year only. Please sign up to view the full report.
Total Profit: $319   Total Trades: 1  
Capital Growth:3.19%   Profit Trades, % of Total:100%  
Profit Factor: [?] 0.00  Avg Trade Duration, days:14  
Payoff Ratio: [?] 0.00   Avg Profit per Trade:3.22%  
Max Drawdown:0%   Avg Profit per Day:0.23%  
Max Drawdown, $: 0   Avg Market Impact: [?]
Restoration Factor: [?] 0.00   Overall Viability Score: [?]
9 / 10
Avg Annual Return: 3.19%   CAGR: [?]3.19%  
 Equity Graph 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2024 11.18 3.19 3.19
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 TLT 05/01/2024 88.56 05/21/2024 91.59 112 319.01  Period End Minor

Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.

Disclaimer - Privacy Policy - Cookie Use Policy - FAQ - Contact Us
Copyright ©2008-2024 All rights reserved.