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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.
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: 1/1/2022 - 12/31/2022
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $476   Total Trades: 19  
Capital Growth:4.76%   Profit Trades, % of Total:47%  
Profit Factor: [?] 1.55  Avg Trade Duration, days:1  
Payoff Ratio: [?] 1.72   Avg Profit per Trade:0.26%  
Max Drawdown:3%   Avg Profit per Day:0.26%  
Max Drawdown, $: 341   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 1.40   Overall Viability Score: [?]
7 / 10
 
Avg Annual Return: 4.76%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2022 -18.73 4.76 0.88 2.40 1.03 1.18 2.23 -2.30 1.75 -2.38
     
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 SPY 08/29/2022 402.63 08/30/2022 398.21 26 -115.96  Duration Limit Minor
 SPY 08/22/2022 413.35 08/23/2022 412.35 25 -26.03  Duration Limit Minor
 SPY 08/08/2022 412.99 08/09/2022 411.35 25 -42.03  Duration Limit Minor
 SPY 08/01/2022 410.77 08/02/2022 408.06 26 -71.52  Duration Limit Minor
 SPY 07/18/2022 381.95 07/19/2022 392.27 27 277.58  Duration Limit Minor
 SPY 07/11/2022 384.23 07/12/2022 380.83 27 -92.83  Duration Limit Minor
 SPY 06/27/2022 388.59 06/28/2022 380.65 27 -215.41  Duration Limit Minor
 SPY 06/13/2022 375.00 06/14/2022 373.87 28 -32.69  Duration Limit Minor
 SPY 05/16/2022 400.09 05/17/2022 408.32 26 212.92  Duration Limit Minor
 SPY 05/09/2022 398.17 05/10/2022 399.09 26 22.88  Duration Limit Minor
 SPY 04/18/2022 437.97 04/19/2022 445.04 23 161.59  Duration Limit Minor
 SPY 04/11/2022 439.92 04/12/2022 438.29 23 -38.50  Duration Limit Minor
 SPY 03/21/2022 444.39 03/22/2022 449.59 23 118.57  Duration Limit Minor
 SPY 03/14/2022 417.00 03/15/2022 426.17 24 219.06  Duration Limit Minor
 SPY 03/07/2022 419.43 03/08/2022 416.25 24 -77.32  Duration Limit Minor
 SPY 02/28/2022 436.63 03/01/2022 429.98 23 -153.94  Duration Limit Minor
 SPY 02/14/2022 439.02 02/15/2022 446.10 23 161.81  Duration Limit Minor
 SPY 02/07/2022 447.26 02/08/2022 450.94 22 79.97  Duration Limit Minor
 SPY 01/10/2022 465.51 01/11/2022 469.75 21 88.05  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.



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