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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: 1/1/2019 - 12/31/2019
The report displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $410   Total Trades: 22  
Capital Growth:4%   Profit Trades, % of Total:55%  
Profit Factor: [?] 1.63  Max Drawdown2%($241)  
Expected Payoff: [?] $18.62  Abs Drawdown0%($2)  
Payoff Ratio: [?] 1.36  Avg Market Impact [?]
Minor  Minor Market Impact
 
Avg Annual Return, %: 4.10%   
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2019 4.10 1.01 0.00 0.60 0.07 0.07 1.16 -0.12 2.95 -0.55 -0.54 0.20 -0.77
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 SPY 12/09/2019 313.88 12/10/2019 313.53 33 -11.55  Duration Limit Minor
 SPY 12/02/2019 311.64 12/03/2019 309.55 33 -68.97  Duration Limit Minor
 SPY 11/11/2019 308.35 11/12/2019 309.00 33 21.45  Duration Limit Minor
 SPY 10/14/2019 295.95 10/15/2019 298.88 35 102.55  Duration Limit Minor
 SPY 10/07/2019 293.08 10/08/2019 288.53 35 -159.25  Duration Limit Minor
 SPY 09/23/2019 298.21 09/24/2019 295.87 35 -81.90  Duration Limit Minor
 SPY 09/16/2019 298.78 09/17/2019 299.54 35 26.60  Duration Limit Minor
 SPY 09/09/2019 296.83 09/10/2019 296.76 35 -2.45  Duration Limit Minor
 SPY 08/12/2019 286.75 08/13/2019 291.21 36 160.56  Duration Limit Minor
 SPY 08/05/2019 282.52 08/06/2019 286.48 36 142.56  Duration Limit Minor
 SPY 07/29/2019 300.07 07/30/2019 299.34 34 -24.82  Duration Limit Minor
 SPY 07/08/2019 295.46 07/09/2019 295.82 34 12.24  Duration Limit Minor
 SPY 06/24/2019 292.29 06/25/2019 289.42 35 -100.45  Duration Limit Minor
 SPY 06/03/2019 271.99 06/04/2019 277.89 37 218.30  Duration Limit Minor
 SPY 05/20/2019 281.28 05/21/2019 283.81 35 88.55  Duration Limit Minor
 SPY 05/13/2019 278.22 05/14/2019 280.73 35 87.85  Duration Limit Minor
 SPY 05/06/2019 290.06 05/07/2019 285.22 35 -169.40  Duration Limit Minor
 SPY 04/15/2019 287.24 04/16/2019 287.43 35 6.65  Duration Limit Minor
 SPY 03/25/2019 276.41 03/26/2019 278.47 36 74.16  Duration Limit Minor
 SPY 03/04/2019 275.56 03/05/2019 275.18 36 -13.68  Duration Limit Minor
 SPY 01/28/2019 260.13 01/29/2019 259.79 38 -12.92  Duration Limit Minor
 SPY 01/14/2019 253.86 01/15/2019 256.77 39 113.49  Duration Limit Minor



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