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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: $102   Total Trades: 1  
Capital Growth:1%   Profit Trades, % of Total:100%  
Profit Factor: [?] 0.00  Max Drawdown0%($0)  
Expected Payoff: [?] $101.70  Abs Drawdown0%($0)  
Payoff Ratio: [?] 0.00  Avg Market Impact [?]
Minor  Minor Market Impact
 
Avg Annual Return, %: 1.02%   
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2020 1.02 1.02
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 SPY 01/27/2020 323.50 01/28/2020 326.89 30 101.70  Duration Limit Minor



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