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Strategy Name Turnaround Tuesday
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The idea behind this strategy is simple: If the equity index has a negative performance on Monday, then Tuesday`s market action often shows a bullish turnaround. The strategy is backtested on SPY (the SPDR S&P 500 ETF) with full capital investment.
Position Type Long
 Strategy Definition 
Criteria for Opening a Position: ticker(spy) and weekday(mon) and (close[0] < close[1])@sp500
 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%  
Stop Loss: 20% 
Close position after: 1 trading days/bars
Period: 1/1/2020 - 12/31/2020
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $1,809   Total Trades: 5  
Capital Growth:18.1%   Profit Trades, % of Total:80%  
Profit Factor: [?] 6.97  Avg Trade Duration, days:1  
Payoff Ratio: [?] 1.74   Avg Profit per Trade:3.53%  
Max Drawdown:3%   Avg Profit per Day:3.53%  
Restoration Factor: [?] 5.97   Avg Market Impact: [?]
Minor  
 
Avg Annual Return: 18.1%   Overall Viability Score: [?]
10 / 10
 
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2020 18.09 1.02 -3.00 20.51
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 SPY 03/23/2020 222.95 03/24/2020 243.15 48 969.60  Duration Limit Minor
 SPY 03/16/2020 239.85 03/17/2020 252.80 42 543.90  Duration Limit Minor
 SPY 03/09/2020 274.23 03/10/2020 288.42 35 496.65  Duration Limit Minor
 SPY 02/24/2020 322.42 02/25/2020 312.65 31 -302.87  Duration Limit Minor
 SPY 01/27/2020 323.50 01/28/2020 326.89 30 101.70  Duration Limit Minor



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