Strategy Tester

Strategy Name

Turnaround Tuesday

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:

Capital Growth:

Profit Trades, % of Total:

55%

Profit Factor: [?]

1.63

Max Drawdown

2%($241)

Expected Payoff: [?]

$18.62

Abs Drawdown

0%($2)

Payoff Ratio: [?]

1.36

Avg Market Impact [?]

Minor

Avg Annual Return, %:

4.10%

Equity Graph

Performance

Year	Total	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	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
SPY	12/02/2019	311.64	12/03/2019	309.55	33	-68.97	Duration Limit
SPY	11/11/2019	308.35	11/12/2019	309.00	33	21.45	Duration Limit
SPY	10/14/2019	295.95	10/15/2019	298.88	35	102.55	Duration Limit
SPY	10/07/2019	293.08	10/08/2019	288.53	35	-159.25	Duration Limit
SPY	09/23/2019	298.21	09/24/2019	295.87	35	-81.90	Duration Limit
SPY	09/16/2019	298.78	09/17/2019	299.54	35	26.60	Duration Limit
SPY	09/09/2019	296.83	09/10/2019	296.76	35	-2.45	Duration Limit
SPY	08/12/2019	286.75	08/13/2019	291.21	36	160.56	Duration Limit
SPY	08/05/2019	282.52	08/06/2019	286.48	36	142.56	Duration Limit
SPY	07/29/2019	300.07	07/30/2019	299.34	34	-24.82	Duration Limit
SPY	07/08/2019	295.46	07/09/2019	295.82	34	12.24	Duration Limit
SPY	06/24/2019	292.29	06/25/2019	289.42	35	-100.45	Duration Limit
SPY	06/03/2019	271.99	06/04/2019	277.89	37	218.30	Duration Limit
SPY	05/20/2019	281.28	05/21/2019	283.81	35	88.55	Duration Limit
SPY	05/13/2019	278.22	05/14/2019	280.73	35	87.85	Duration Limit
SPY	05/06/2019	290.06	05/07/2019	285.22	35	-169.40	Duration Limit
SPY	04/15/2019	287.24	04/16/2019	287.43	35	6.65	Duration Limit
SPY	03/25/2019	276.41	03/26/2019	278.47	36	74.16	Duration Limit
SPY	03/04/2019	275.56	03/05/2019	275.18	36	-13.68	Duration Limit
SPY	01/28/2019	260.13	01/29/2019	259.79	38	-12.92	Duration Limit
SPY	01/14/2019	253.86	01/15/2019	256.77	39	113.49	Duration Limit

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