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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 a commission of 1% per trade and 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: 1%  
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: $361   Total Trades: 19  
Capital Growth:4%   Profit Trades, % of Total:58%  
Profit Factor: [?] 1.59  Max Drawdown2%($253)  
Expected Payoff: [?] $18.98  Abs Drawdown0%($30)  
Payoff Ratio: [?] 1.16  Avg Market Impact [?]
Minor  Minor Market Impact
 
Avg Annual Return, %: 3.61%   
 Equity Graph 
 Performance 
YearTotal JanFeb MarAprMay JunJulAug SepOctNov Dec
2019 3.61 0.90 0.00 0.49 0.01 -0.05 1.05 -0.24 2.84 -0.72 -0.68
    Export   
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  Market
Impact
[?]
 SPY 10/14/2019 295.95 10/15/2019 298.88 34 93.67  Duration Limit Minor
 SPY 10/07/2019 293.08 10/08/2019 288.53 35 -165.07  Duration Limit Minor
 SPY 09/23/2019 298.21 09/24/2019 295.87 35 -87.84  Duration Limit Minor
 SPY 09/16/2019 298.77 09/17/2019 299.53 35 20.62  Duration Limit Minor
 SPY 09/09/2019 296.82 09/10/2019 296.75 35 -8.39  Duration Limit Minor
 SPY 08/12/2019 286.79 08/13/2019 291.20 36 152.98  Duration Limit Minor
 SPY 08/05/2019 282.51 08/06/2019 286.47 36 136.87  Duration Limit Minor
 SPY 07/29/2019 300.07 07/30/2019 299.33 34 -31.15  Duration Limit Minor
 SPY 07/08/2019 295.45 07/09/2019 295.82 34 6.67  Duration Limit Minor
 SPY 06/24/2019 292.28 06/25/2019 289.42 35 -105.92  Duration Limit Minor
 SPY 06/03/2019 271.98 06/04/2019 277.88 37 212.80  Duration Limit Minor
 SPY 05/20/2019 281.27 05/21/2019 283.81 35 83.25  Duration Limit Minor
 SPY 05/13/2019 278.21 05/14/2019 280.72 35 82.26  Duration Limit Minor
 SPY 05/06/2019 290.06 05/07/2019 285.21 34 -170.65  Duration Limit Minor
 SPY 04/15/2019 287.23 04/16/2019 287.42 35 0.90  Duration Limit Minor
 SPY 03/25/2019 276.41 03/26/2019 278.47 36 68.61  Duration Limit Minor
 SPY 03/04/2019 275.55 03/05/2019 275.18 36 -18.83  Duration Limit Minor
 SPY 01/28/2019 260.13 01/29/2019 259.78 38 -18.50  Duration Limit Minor
 SPY 01/14/2019 253.86 01/15/2019 256.77 39 108.38  Duration Limit Minor



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