MarketInOut Stock Screener Please enable JavaScript to view this page content properly Log In | Sign Up
 
Strategy Builder
My Strategies
Popular Strategies
Backtest Log
Optimization
Strategy Name Turnaround Tuesday
Create a Copy 
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.
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: ticker(spy) and weekday(mon) and (close[0] < close[1])@sp500
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%  
Avg Bid-Ask Spread: 0.01%  
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: $2,154   Total Trades: 10  
Capital Growth:21.5%   Profit Trades, % of Total:80%  
Profit Factor: [?] 4.20  Avg Trade Duration, days:1  
Payoff Ratio: [?] 1.05   Avg Profit per Trade:2.07%  
Max Drawdown:3%   Avg Profit per Day:2.07%  
Restoration Factor: [?] 5.84   Avg Market Impact: [?]
Minor  
 
Avg Annual Return: 21.5%   Overall Viability Score: [?]
10 / 10
 
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2020 21.54 1.01 -3.01 20.49 -0.24 0.00 0.00 1.27 0.00 1.92
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 SPY 09/21/2020 326.97 09/22/2020 330.30 36 118.69  Duration Limit Minor
 SPY 08/31/2020 349.31 09/01/2020 352.60 34 110.66  Duration Limit Minor
 SPY 07/13/2020 314.84 07/14/2020 318.92 37 149.78  Duration Limit Minor
 SPY 04/20/2020 281.59 04/21/2020 273.04 43 -368.82  Duration Limit Minor
 SPY 04/13/2020 275.66 04/14/2020 283.79 42 340.27  Duration Limit Minor
 SPY 03/23/2020 222.95 03/24/2020 243.15 48 968.43  Duration Limit Minor
 SPY 03/16/2020 239.85 03/17/2020 252.80 42 542.84  Duration Limit Minor
 SPY 03/09/2020 274.23 03/10/2020 288.42 35 495.64  Duration Limit Minor
 SPY 02/24/2020 322.42 02/25/2020 312.65 31 -303.84  Duration Limit Minor
 SPY 01/27/2020 323.50 01/28/2020 326.89 30 100.72  Duration Limit 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 ©2008-2020 MarketInOut.com. All rights reserved.
Best viewed in