Date,"Backtest period",Ticker,"Trading Signal",CMP,"% Change",Bias,Exit,#,Wins,"% Wins",Avg,Median,"Outlier Adjusted Profit Factor","Avg Gain","Avg Loss",Payoff,"Max Loss",T-Test,"Paststat Link"
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",26,25,96,0.57,0.48,18.67,0.63,-0.76,0.83,-0.76,5.7,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+20,24,22,92,1.68,1.68,32.17,1.9,-0.74,2.59,-1.33,6.66,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",96,86,90,0.52,0.58,6.17,0.68,-0.89,0.76,-1.51,7.75,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",278,245,88,0.45,0.55,3.52,0.71,-1.48,0.48,-6.65,7.77,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+20,93,82,88,2.23,1.9,15.2,2.7,-1.25,2.15,-2.4,9.88,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",344,298,87,0.45,0.58,2.83,0.79,-1.75,0.45,-6.65,7.08,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",270,236,87,0.49,0.63,3.06,0.82,-1.81,0.45,-6.65,6.72,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,"1st +'ve Cls in 5 Days",83,72,87,0.21,0.24,2.41,0.41,-1.15,0.36,-1.87,2.9,http://paststat.com/backtest-report/trading-strategy/SPY/May&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",69,60,87,0.47,0.62,3.59,0.75,-1.36,0.55,-3.36,4.28,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",242,207,86,0.37,0.36,1.83,0.77,-2.01,0.38,-7.71,3.34,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",65,56,86,0.56,0.63,4.02,0.85,-1.19,0.71,-5.19,4.29,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",117,99,85,0.4,0.44,3.54,0.66,-1.03,0.64,-2.49,5.37,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",91,77,85,0.2,0.24,2.29,0.43,-1.06,0.4,-1.87,2.86,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",75,64,85,0.16,0.21,1.95,0.38,-1.15,0.33,-1.87,2.12,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,65,55,85,2.16,2.14,5.1,3.07,-2.89,1.06,-6.38,5.57,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",47,40,85,0.3,0.37,3.05,0.51,-0.85,0.59,-1.48,3.39,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",462,388,84,0.41,0.56,1.9,1.03,-2.8,0.37,-19.79,4.13,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",447,376,84,0.37,0.63,1.74,1.04,-3.14,0.33,-17.24,3.54,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",352,294,84,0.18,0.37,1.35,0.61,-1.98,0.31,-5.92,2.82,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",249,209,84,0.21,0.28,2.14,0.47,-1.14,0.41,-3.82,4.37,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",248,208,84,0.2,0.28,2.1,0.46,-1.14,0.41,-3.82,4.26,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",64,54,84,0.1,0.2,1.53,0.34,-1.19,0.28,-1.87,1.22,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",49,41,84,0.53,0.47,3.32,0.88,-1.28,0.69,-5.19,3.11,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1768,1471,83,0.33,0.55,1.71,1,-2.97,0.33,-19.79,6.51,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1284,1069,83,0.29,0.47,1.91,0.77,-2.08,0.37,-12.83,7.37,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",985,814,83,0.26,0.37,1.59,0.76,-2.12,0.36,-19.79,4.83,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,"1st +'ve Cls in 5 Days",898,741,83,0.12,0.28,1.41,0.49,-1.6,0.3,-10.82,3.38,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",653,541,83,0.23,0.44,1.74,0.71,-2.13,0.34,-6.06,4.33,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",626,517,83,0.32,0.45,1.96,0.83,-2.08,0.4,-7.28,5.59,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",297,246,83,0.27,0.39,1.76,0.74,-1.95,0.38,-10.19,3.35,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",213,176,83,0.1,0.31,1.16,0.5,-1.83,0.27,-4.4,1.32,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,"1st +'ve Cls in 5 Days",199,165,83,0.22,0.3,1.9,0.53,-1.29,0.41,-3.69,3.39,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",180,149,83,0.17,0.33,1.17,0.66,-2.2,0.3,-7.51,1.5,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",165,137,83,0.24,0.3,2.02,0.55,-1.24,0.44,-3.69,3.46,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",60,50,83,0.17,0.26,1.88,0.42,-1.08,0.39,-1.73,2,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+3,24,20,83,0.56,0.38,4.48,0.85,-0.91,0.94,-1.33,2.98,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,"1st +'ve Cls in 5 Days",4442,3652,82,0.15,0.33,1.38,0.59,-1.91,0.31,-12.83,7.84,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,"1st +'ve Cls in 5 Days",3558,2913,82,0.11,0.31,1.24,0.54,-1.82,0.3,-10.82,5.66,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,"1st +'ve Cls in 5 Days",3444,2820,82,0.15,0.33,1.35,0.59,-1.86,0.32,-12.83,6.86,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,"1st +'ve Cls in 5 Days",2265,1855,82,0.27,0.51,1.56,0.97,-2.89,0.34,-19.79,6.2,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,"1st +'ve Cls in 5 Days",1223,1004,82,0.25,0.38,1.56,0.77,-2.12,0.36,-19.79,5.26,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1005,829,82,0.14,0.3,1.45,0.54,-1.73,0.31,-10.82,3.92,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",882,725,82,0.19,0.33,1.53,0.61,-1.7,0.36,-10.19,4.81,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",810,666,82,0.16,0.3,1.37,0.57,-1.73,0.33,-10.19,3.84,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",489,400,82,0.15,0.35,1.3,0.72,-2.43,0.3,-17.24,1.9,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+20,275,226,82,1.89,1.93,4.75,2.85,-2.53,1.13,-8.41,11.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",192,158,82,0.2,0.28,2.02,0.48,-1.07,0.45,-3.82,3.69,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",177,146,82,0.18,0.29,1.78,0.47,-1.19,0.4,-3.69,2.94,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,49,40,82,2.46,2.55,7.07,3.43,-1.86,1.85,-5.83,5.64,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",45,37,82,0.48,0.32,2.9,0.86,-1.28,0.67,-5.19,2.62,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Short,"1st -'ve Cls in 5 Days",44,36,82,0.12,-0.19,1.36,0.45,-1.39,0.32,-2.68,-0.89,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,"1st +'ve Cls in 5 Days",6114,4972,81,0.16,0.37,1.33,0.73,-2.33,0.31,-19.79,7.49,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,"1st +'ve Cls in 5 Days",4084,3328,81,0.1,0.32,1.23,0.57,-1.93,0.29,-10.82,5.28,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,"1st +'ve Cls in 5 Days",3202,2606,81,0.1,0.31,1.24,0.56,-1.88,0.3,-10.01,4.82,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,"1st +'ve Cls in 5 Days",2445,1984,81,0.06,0.28,1.07,0.48,-1.75,0.27,-10.82,2.57,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,"1st +'ve Cls in 5 Days",2424,1968,81,0.06,0.28,1.07,0.48,-1.76,0.27,-10.82,2.54,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1923,1552,81,0.05,0.27,1.04,0.47,-1.71,0.27,-10.01,1.95,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1664,1340,81,0.05,0.3,1.09,0.6,-2.26,0.27,-17.24,1.22,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1546,1250,81,0.18,0.36,1.42,0.69,-2,0.35,-10.19,5.06,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1244,1007,81,0.16,0.36,1.34,0.74,-2.3,0.32,-17.24,3.39,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1160,945,81,0.14,0.34,1.36,0.62,-1.94,0.32,-10.19,3.86,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1098,884,81,0.15,0.35,1.32,0.74,-2.28,0.33,-17.24,2.99,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",961,779,81,0.06,0.33,1.12,0.65,-2.46,0.26,-17.24,1.08,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",918,744,81,0.14,0.31,1.33,0.6,-1.86,0.32,-7.15,3.37,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",873,704,81,0.03,0.32,1.08,0.63,-2.46,0.26,-17.24,0.55,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",819,662,81,0.07,0.3,1.15,0.55,-1.91,0.29,-6.72,1.72,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",749,606,81,0.07,0.31,1.14,0.56,-2.01,0.28,-6.72,1.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,"1st +'ve Cls in 5 Days",743,602,81,0.05,0.26,1.16,0.43,-1.56,0.27,-10.82,1.31,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,"1st +'ve Cls in 5 Days",684,555,81,0.11,0.28,1.37,0.5,-1.54,0.32,-10.01,2.76,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",570,460,81,0.14,0.35,1.21,0.67,-2.1,0.32,-7.28,2.3,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,"1st +'ve Cls in 5 Days",518,421,81,0.15,0.36,1.24,0.68,-2.14,0.32,-7.28,2.45,http://paststat.com/backtest-report/trading-strategy/SPY/May&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",494,401,81,0.11,0.27,1.21,0.49,-1.51,0.33,-4.56,2.54,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",390,314,81,0.12,0.35,1.11,0.67,-2.17,0.31,-7.28,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",388,313,81,0.06,0.36,1.05,0.59,-2.18,0.27,-7.28,0.83,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",204,166,81,0.11,0.21,1.51,0.39,-1.12,0.35,-3.82,2.09,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",202,164,81,0.18,0.28,1.65,0.55,-1.39,0.4,-5.19,2.61,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"1st +'ve Cls in 5 Days",182,147,81,0.17,0.42,1.44,0.64,-1.82,0.35,-4.69,1.9,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",147,119,81,0.1,0.25,1.4,0.4,-1.16,0.35,-3.69,1.57,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",37,30,81,0.14,0.25,1.38,0.42,-1.08,0.39,-3.69,1.01,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1187,952,80,0.17,0.34,1.41,0.7,-1.96,0.35,-7.28,4.23,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1045,838,80,0.02,0.31,1.05,0.61,-2.38,0.26,-17.24,0.4,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",1043,836,80,0.11,0.31,1.24,0.61,-1.87,0.32,-10.19,2.9,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",844,672,80,0.05,0.29,1.08,0.55,-1.9,0.29,-6.55,1.16,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,"1st +'ve Cls in 5 Days",720,579,80,0.03,0.25,1.08,0.42,-1.56,0.27,-10.82,0.72,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,"1st +'ve Cls in 5 Days",567,452,80,0.04,0.25,1.12,0.43,-1.47,0.29,-10.01,1,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",551,442,80,0.09,0.33,1.17,0.69,-2.35,0.29,-17.24,1.2,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,"1st +'ve Cls in 5 Days",302,243,80,0.08,0.25,1.23,0.48,-1.54,0.31,-10.01,1.27,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",270,216,80,0.09,0.55,1.19,0.99,-3.49,0.28,-17.24,0.6,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",261,209,80,0.29,0.36,1.52,0.81,-1.83,0.45,-7.51,3.03,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",199,160,80,0.05,0.29,0.97,0.62,-2.25,0.27,-7.51,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,"1st +'ve Cls in 5 Days",195,156,80,0.18,0.42,1.29,0.84,-2.43,0.34,-7.28,1.55,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",182,146,80,0.14,0.27,1.49,0.5,-1.32,0.38,-5.19,2.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",179,144,80,0.19,0.28,1.68,0.55,-1.29,0.42,-5.19,2.6,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",176,140,80,0.11,0.28,1.29,0.52,-1.51,0.35,-5.19,1.33,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",159,127,80,0.14,0.29,1.39,0.56,-1.51,0.37,-5.19,1.65,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",144,115,80,0.14,0.28,1.42,0.55,-1.47,0.38,-5.19,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",127,101,80,0.18,-0.19,1.74,0.47,-0.95,0.49,-2.48,-2.53,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",46,37,80,0.22,-0.27,1.73,0.63,-1.44,0.44,-3.05,-1.45,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,45,36,80,2.14,2.14,5.84,3.14,-1.86,1.69,-5.83,4.81,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+2,25,20,80,0.5,0.45,4.9,0.76,-0.53,1.43,-0.9,3.44,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Long,"1st +'ve Cls in 5 Days",606,479,79,0.03,0.26,0.97,0.49,-1.69,0.29,-6.55,0.68,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",524,413,79,0.03,0.27,0.98,0.49,-1.66,0.29,-6.55,0.68,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",149,117,79,0.08,0.25,1.22,0.44,-1.27,0.35,-3.69,1.07,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",140,110,79,0.07,0.28,1.13,0.49,-1.49,0.33,-5.19,0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",34,27,79,0.03,0.27,0.94,0.51,-1.82,0.28,-3.69,0.15,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+5,24,19,79,0.86,0.89,5.56,1.28,-0.76,1.69,-1.14,4.05,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+20,341,267,78,1.86,1.99,3.49,3.22,-3.06,1.05,-8.41,9.89,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+20,269,211,78,1.93,2.11,3.51,3.33,-3.16,1.05,-8.41,8.82,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",203,158,78,0.19,-0.26,1.71,0.56,-1.1,0.51,-2.56,-3.11,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",157,123,78,0.03,0.25,1.06,0.45,-1.49,0.3,-5.19,0.41,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Short,"1st -'ve Cls in 5 Days",147,114,78,0.08,-0.24,1.22,0.45,-1.23,0.37,-3.34,-1.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",120,94,78,0.03,0.23,1.04,0.36,-1.15,0.31,-3.69,0.41,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",80,62,78,0.13,0.27,1.28,0.58,-1.42,0.41,-5.19,1.03,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",27,21,78,0.02,0.25,0.86,0.55,-1.86,0.3,-3.69,0.06,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st +'ve Cls in 5 Days",354,272,77,0.08,0.36,1.03,0.76,-2.16,0.35,-9.56,0.99,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",162,124,77,0.14,-0.18,1.56,0.5,-1.01,0.49,-2.04,-2.24,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,"1st -'ve Cls in 5 Days",120,92,77,0.06,-0.2,1.16,0.41,-1.11,0.37,-3.11,-0.78,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"1st +'ve Cls in 5 Days",53,41,77,0.18,0.32,1.53,0.57,-1.18,0.49,-2.49,1.46,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Long,"1st +'ve Cls in 5 Days",44,34,77,0.04,0.23,0.99,0.5,-1.5,0.33,-3.69,0.26,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Short,"1st -'ve Cls in 5 Days",116,88,76,0.17,-0.27,1.4,0.68,-1.42,0.48,-3.53,-1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st +'ve Cls in 5 Days",93,71,76,0.08,0.26,1.14,0.55,-1.44,0.38,-5.19,0.66,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",66,50,76,0.11,-0.22,1.17,0.66,-1.61,0.41,-3.53,-0.7,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",604,453,75,0.06,-0.25,1.28,0.6,-1.56,0.38,-5.02,-1.26,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,"1st -'ve Cls in 5 Days",566,425,75,0.06,-0.19,1.19,0.47,-1.16,0.4,-3.53,-1.61,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",355,267,75,0.1,-0.31,1.13,0.81,-2.05,0.39,-8.51,-1.18,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",150,113,75,0.06,-0.19,1.1,0.46,-1.17,0.39,-3.53,-0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",136,102,75,0.03,-0.18,1.02,0.46,-1.28,0.36,-3.53,-0.35,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",109,82,75,0.06,-0.17,1.1,0.45,-1.12,0.4,-2.39,-0.72,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+20,68,51,75,1.74,1.97,3.06,3.28,-2.88,1.14,-7.39,4.12,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",1041,769,74,0.04,-0.29,1.24,0.68,-1.75,0.39,-6.46,-1.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",782,575,74,0.02,-0.2,1.08,0.54,-1.43,0.38,-5.44,-0.43,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",525,389,74,0.03,-0.19,1.22,0.54,-1.42,0.38,-5.02,-0.63,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,"1st -'ve Cls in 5 Days",447,331,74,0.04,-0.17,1.14,0.42,-1.05,0.41,-3.36,-1.11,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",427,318,74,0.03,-0.26,1.09,0.73,-2.02,0.36,-8.33,-0.33,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",398,295,74,0.03,-0.25,1.1,0.75,-2.01,0.37,-8.33,-0.42,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",262,194,74,0.12,-0.43,1.13,1.09,-2.63,0.41,-9.48,-0.95,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,34,25,74,1.81,1.36,6.01,2.85,-1.08,2.63,-3.37,3.9,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,27,20,74,2.09,2.03,5.89,3.26,-1.24,2.63,-3.37,3.72,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Short,"1st -'ve Cls in 5 Days",985,721,73,0,-0.28,1.01,0.77,-2.09,0.37,-7.58,-0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Short,"1st -'ve Cls in 5 Days",810,594,73,0.02,-0.23,1.1,0.62,-1.62,0.38,-6.46,-0.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Short,"1st -'ve Cls in 5 Days",742,544,73,0.02,-0.18,1.05,0.47,-1.21,0.39,-3.53,-0.61,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,"1st -'ve Cls in 5 Days",719,528,73,0.03,-0.18,1.08,0.47,-1.18,0.4,-3.53,-0.89,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",674,492,73,0.03,-0.2,1.1,0.56,-1.39,0.4,-4.58,-0.7,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,"1st -'ve Cls in 5 Days",598,437,73,0.02,-0.17,1.06,0.43,-1.1,0.39,-3.36,-0.58,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,"1st -'ve Cls in 5 Days",585,426,73,0.01,-0.17,1.02,0.43,-1.11,0.39,-3.36,-0.27,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",552,404,73,0.03,-0.23,1.07,0.74,-1.91,0.39,-9.48,-0.41,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,"1st -'ve Cls in 5 Days",494,363,73,0,-0.21,1.06,0.53,-1.46,0.36,-4.01,-0.08,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",490,359,73,0.04,-0.24,1.1,0.76,-1.93,0.4,-9.48,-0.59,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",245,178,73,0.05,-0.2,1.11,0.57,-1.32,0.43,-3.18,-0.79,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+20,232,169,73,1.2,1.15,4.2,2.14,-1.33,1.62,-4.57,8.55,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+20,231,168,73,1.17,1.13,4.12,2.1,-1.33,1.59,-4.57,8.51,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",190,139,73,0.04,-0.27,1.05,0.57,-1.41,0.41,-4.41,-0.51,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+20,182,132,73,1.27,1.19,4.3,2.25,-1.32,1.71,-4.57,7.73,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+20,116,85,73,0.99,1.3,2.79,2.04,-1.88,1.08,-6.4,4.61,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",113,82,73,0.02,-0.18,1,0.49,-1.21,0.4,-3.53,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",94,69,73,0,-0.19,0.92,0.6,-1.63,0.36,-4.37,-0.02,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+20,44,32,73,1.23,1.05,3.3,2.3,-1.62,1.42,-4.57,3.39,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+1,26,19,73,0.31,0.36,3.03,0.6,-0.47,1.28,-0.93,2.55,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",1099,786,72,0.01,-0.24,1.06,0.79,-1.95,0.4,-9.71,-0.13,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",874,632,72,0.01,-0.23,1.02,0.69,-1.76,0.39,-9.48,-0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Short,"1st -'ve Cls in 5 Days",387,279,72,0.02,-0.26,1.1,0.69,-1.72,0.4,-4.43,-0.27,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",246,178,72,0.03,-0.2,1.05,0.57,-1.36,0.42,-4.41,-0.49,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",242,175,72,0.03,-0.24,1.09,0.72,-1.74,0.41,-7.36,-0.37,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",180,130,72,0.01,-0.19,0.99,0.56,-1.4,0.4,-4.37,-0.16,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",88,63,72,0.04,-0.18,1.02,0.48,-1.06,0.45,-2.39,-0.4,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",58,42,72,0.08,-0.2,1.07,0.72,-1.6,0.45,-3.53,-0.46,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st -'ve Cls in 5 Days",270,193,71,0.05,-0.39,1.03,1.07,-2.52,0.43,-9.48,-0.4,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+3,94,67,71,0.38,0.39,2.05,1,-1.15,0.87,-4.08,2.76,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Short,"1st -'ve Cls in 5 Days",90,64,71,0.06,-0.2,1.03,0.58,-1.25,0.47,-3.18,-0.5,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Short,"1st -'ve Cls in 5 Days",76,54,71,0.06,-0.16,1.12,0.52,-1.07,0.49,-2.04,-0.63,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,65,46,71,0.61,0.63,2.51,1.36,-1.21,1.13,-4.69,3.05,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,65,46,71,1.21,1.63,2.96,2.47,-1.82,1.36,-4.64,3.97,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,49,35,71,1.4,1.79,3.68,2.64,-1.69,1.56,-4.1,3.86,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,34,24,71,0.57,0.7,1.47,1.87,-2.55,0.73,-4.1,1.3,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",447,312,70,0,-0.41,0.97,1.15,-2.65,0.44,-9.71,-0.04,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Short,"1st -'ve Cls in 5 Days",83,58,70,0,-0.15,0.93,0.5,-1.17,0.43,-2.52,0,http://paststat.com/backtest-report/trading-strategy/SPY/May&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st -'ve Cls in 5 Days",57,40,70,0.03,-0.2,0.9,0.68,-1.51,0.45,-3.53,-0.18,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,37,26,70,0.17,0.26,1.04,1.13,-2.09,0.54,-4.01,0.56,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+20,1281,885,69,1.46,1.77,2.57,3.47,-3.04,1.14,-13.76,13.44,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+10,269,185,69,1.15,1.38,2.63,2.6,-2.06,1.26,-10.26,6.68,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+20,189,130,69,0.83,0.9,2.97,1.81,-1.34,1.36,-4.57,6.14,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,157,108,69,1.19,1.26,2.43,2.8,-2.35,1.19,-10.54,4.57,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,142,98,69,1.16,1.28,2.47,2.71,-2.29,1.18,-10.54,4.34,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,138,95,69,0.97,1.19,2.13,2.49,-2.38,1.04,-10.54,3.74,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,80,55,69,0.62,0.73,1.89,1.77,-1.92,0.93,-10.01,2.42,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,"1st -'ve Cls in 5 Days",65,45,69,0.02,-0.12,0.97,0.49,-1.06,0.47,-2.04,-0.16,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,"Next Open 2 Close",26,18,69,0.18,0.28,2.11,0.45,-0.42,1.06,-0.78,1.93,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+10,276,189,68,1,1.24,2.67,2.26,-1.74,1.3,-10.26,6.8,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+20,164,111,68,1.12,1.14,2.57,2.6,-1.98,1.31,-7.39,5.03,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,144,98,68,0.67,0.73,2.06,1.83,-1.82,1.01,-10.01,3.48,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+10,94,64,68,1.18,1.34,4.3,2.26,-1.12,2.01,-4.19,5.57,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Long,T+20,78,53,68,0.92,1.44,2.53,2.24,-1.88,1.19,-4.57,3.49,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,65,44,68,0.63,0.65,2.32,1.53,-1.27,1.21,-4.55,3,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,65,44,68,0.83,1.01,2.93,1.82,-1.23,1.48,-5.19,3.65,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,37,25,68,1.05,0.75,2.8,2.19,-1.33,1.65,-3.37,2.76,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+20,879,589,67,1.01,1.43,1.86,2.92,-2.87,1.02,-16.3,8.65,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+10,342,230,67,1.03,1.24,2.44,2.49,-1.98,1.26,-10.26,6.93,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+20,299,201,67,0.96,1,2.3,2.42,-2.03,1.19,-10.54,5.78,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+5,276,185,67,0.59,0.73,2.27,1.53,-1.34,1.15,-6.65,5.58,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,270,181,67,0.98,1.88,1.54,4.03,-5.22,0.77,-27.32,2.71,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+5,269,181,67,0.71,0.81,2.43,1.76,-1.46,1.21,-6.65,5.82,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+20,196,131,67,1,1.08,2.28,2.56,-2.13,1.2,-7.39,4.85,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+20,174,116,67,0.83,1.02,2.1,2.27,-2.04,1.11,-7.39,4.23,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,159,107,67,0.71,0.77,2.04,1.96,-1.87,1.05,-10.01,3.66,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+5,94,63,67,0.58,0.72,2.49,1.4,-1.1,1.27,-3.98,3.73,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+4,69,46,67,0.69,0.94,2.69,1.6,-1.14,1.4,-2.71,3.59,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,T+3,60,40,67,0.07,0.24,1.16,0.59,-0.96,0.61,-1.77,0.62,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,57,38,67,0.76,0.61,1.94,2.08,-1.88,1.11,-6.24,2.26,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,49,33,67,0.37,0.76,1.52,1.43,-1.81,0.79,-4.69,1.41,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,45,30,67,1.06,0.93,2.7,2.42,-1.66,1.45,-4.1,2.86,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,27,18,67,0.54,0.75,1.26,2.2,-2.79,0.79,-4.1,0.99,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+4,24,16,67,0.66,0.65,4.26,1.25,-0.51,2.44,-0.8,3.17,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,T+10,24,16,67,1.37,1.42,9.97,2.27,-0.41,5.51,-1.07,4.82,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+20,4428,2922,66,0.99,1.33,1.86,2.92,-2.77,1.06,-16.3,18.97,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+20,3437,2284,66,1.02,1.36,1.91,2.9,-2.71,1.07,-16.3,17.44,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+20,1767,1159,66,1.11,1.71,1.69,4.08,-4.57,0.89,-29.41,8.38,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+20,988,656,66,0.96,1.1,2.22,2.56,-2.18,1.17,-10.54,10.16,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,818,536,66,0.83,1.18,1.67,2.72,-2.75,0.99,-14.86,7.01,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+20,674,444,66,0.81,1.01,2.07,2.27,-2.03,1.12,-10.54,7.82,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+5,342,226,66,0.64,0.75,2.24,1.72,-1.45,1.19,-6.65,6.06,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+3,276,183,66,0.34,0.42,1.78,1.14,-1.23,0.93,-9.03,3.76,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,262,173,66,0.8,1.69,1.41,3.91,-5.26,0.74,-27.32,2.14,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,199,131,66,0.95,1.01,2.23,2.51,-2.05,1.23,-10.54,4.66,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",182,121,66,0.08,0.13,1.47,0.3,-0.36,0.82,-1.3,2.49,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,180,119,66,0.88,1.39,1.57,3.24,-3.72,0.87,-24.9,2.55,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,160,105,66,0.18,0.34,1.31,0.96,-1.32,0.73,-4.69,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,140,93,66,0.57,0.69,1.81,1.8,-1.85,0.97,-10.01,2.86,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,80,53,66,1.06,1.25,2.15,2.76,-2.28,1.21,-10.54,3,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+20,71,47,66,0.84,1.42,2.37,2.21,-1.86,1.19,-4.57,3.09,http://paststat.com/backtest-report/trading-strategy/SPY/May&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",53,35,66,0.06,0.1,1.42,0.3,-0.39,0.77,-0.87,1.14,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+3,47,31,66,0.26,0.28,1.83,0.76,-0.72,1.06,-1.85,1.94,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+20,3546,2294,65,0.77,1.15,1.58,2.65,-2.7,0.98,-16.3,14.01,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,915,599,65,0.99,1.29,1.89,2.93,-2.69,1.09,-14.83,8.67,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+20,881,576,65,0.77,0.94,2.01,2.26,-2.04,1.11,-10.54,8.54,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+20,652,423,65,0.68,1.02,1.52,2.77,-3.2,0.87,-17.06,4.71,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+20,492,318,65,0.62,1.07,1.37,2.45,-2.72,0.9,-16.3,4.37,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,199,129,65,0.76,1.27,1.53,3.09,-3.55,0.87,-24.9,2.33,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+20,181,117,65,0.49,0.87,1.4,2.27,-2.77,0.82,-10.23,2.2,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,179,116,65,0.82,0.8,2.11,2.29,-1.89,1.21,-10.54,4.17,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,176,115,65,0.5,0.65,1.72,1.73,-1.82,0.95,-10.01,2.96,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,174,113,65,0.91,0.88,2.11,2.54,-2.12,1.2,-10.54,3.91,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,155,100,65,0.67,0.71,1.81,2.21,-2.12,1.04,-10.54,2.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,145,94,65,0.13,0.33,1.23,0.93,-1.33,0.7,-4.69,1.18,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,141,92,65,0.13,0.31,1.23,0.87,-1.24,0.7,-4.69,1.25,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,111,72,65,0.47,0.68,1.51,1.97,-2.31,0.86,-9.18,1.82,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+2,95,62,65,0.36,0.3,2.29,0.96,-0.75,1.27,-2.34,3.27,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,93,60,65,0.4,0.59,1.46,1.66,-1.9,0.87,-10.01,1.69,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+5,69,45,65,0.66,0.8,2.33,1.69,-1.28,1.33,-5.53,3,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+10,69,45,65,1.04,0.98,2.57,2.48,-1.67,1.49,-4.87,3.43,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"Over Night Gap",69,45,65,0.08,0.11,1.21,0.47,-0.66,0.71,-5.23,0.73,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Short,T+10,52,34,65,0.06,-0.48,1.05,1.18,-2.06,0.57,-3.77,-0.23,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+20,52,34,65,0.74,0.95,2.17,1.96,-1.56,1.26,-5.37,2.45,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Short,"1st -'ve Cls in 5 Days",52,34,65,0.01,-0.14,0.93,0.62,-1.14,0.54,-2.95,-0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,"Over Night Gap",26,17,65,0.13,0.23,2.12,0.32,-0.23,1.39,-0.57,2.01,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+20,6101,3887,64,0.8,1.25,1.54,3.23,-3.47,0.93,-29.41,14.35,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+20,4072,2596,64,0.66,1.05,1.47,2.68,-2.89,0.93,-21.69,12.24,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+20,3196,2042,64,0.67,1.06,1.5,2.65,-2.83,0.93,-21.69,11.03,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+20,2431,1545,64,0.63,0.98,1.43,2.47,-2.57,0.96,-16.3,10.12,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+20,2410,1536,64,0.63,0.99,1.44,2.46,-2.58,0.95,-16.3,10.09,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+20,2262,1449,64,0.95,1.51,1.58,3.99,-4.46,0.9,-29.41,8.32,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+20,1915,1225,64,0.63,1,1.46,2.41,-2.54,0.95,-16.3,9.13,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+20,1663,1058,64,0.73,1.15,1.55,2.98,-3.2,0.93,-27.32,7.39,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+20,1220,780,64,0.8,1.35,1.52,3.27,-3.58,0.91,-29.41,6.24,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,1044,664,64,0.66,1.14,1.43,2.99,-3.41,0.88,-27.32,4.97,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+20,984,627,64,0.79,1.32,1.54,3.25,-3.53,0.92,-29.41,5.59,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,872,554,64,0.67,1.14,1.44,3.06,-3.48,0.88,-27.32,4.52,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+20,808,517,64,0.63,1.1,1.42,2.65,-2.96,0.89,-21.69,5.12,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,748,482,64,0.8,1.16,1.61,2.83,-2.88,0.98,-14.86,6.17,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,551,353,64,0.75,1.15,1.52,3.03,-3.3,0.92,-27.32,4.18,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,521,334,64,0.72,0.99,1.57,2.47,-2.39,1.03,-10.65,5.6,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,447,284,64,0.85,1.58,1.49,4.02,-4.69,0.86,-27.32,3.1,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,426,271,64,0.66,1.16,1.35,3.09,-3.59,0.86,-24.9,3.04,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,397,253,64,0.66,1.14,1.34,3.13,-3.68,0.85,-24.9,2.88,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+3,342,220,64,0.36,0.44,1.67,1.33,-1.39,0.96,-9.03,3.73,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+4,276,176,64,0.49,0.62,2.11,1.43,-1.17,1.23,-10.1,4.89,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+3,269,171,64,0.36,0.42,1.64,1.38,-1.43,0.97,-9.03,3.16,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,242,154,64,0.43,0.53,1.3,2.01,-2.35,0.86,-15.28,2.18,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,177,114,64,0.84,0.8,2.04,2.42,-2.02,1.2,-10.54,3.91,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,157,101,64,0.36,0.57,1.48,1.56,-1.81,0.86,-10.01,2.08,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,113,72,64,0.19,0.59,1.24,1.4,-1.93,0.73,-10.01,0.94,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+1,96,61,64,0.24,0.31,2.11,0.72,-0.59,1.21,-2.48,2.93,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+4,94,60,64,0.49,0.65,2.23,1.33,-0.99,1.34,-4.24,3.32,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,53,34,64,0.62,0.61,1.67,2.11,-2.06,1.03,-6.24,1.76,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,T+20,53,34,64,0.79,1.25,2.19,2.27,-1.85,1.23,-4.57,2.46,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,45,29,64,0.24,0.33,1.27,1.37,-1.81,0.76,-4.69,0.85,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+10,3444,2155,63,0.51,0.69,1.57,1.96,-1.92,1.02,-14.02,12.06,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,1241,776,63,0.74,1.19,1.49,3.22,-3.41,0.95,-27.32,5.9,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+20,1143,725,63,0.98,1.19,1.87,3.07,-2.64,1.16,-11.24,9.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,1096,687,63,0.72,1.15,1.47,3.18,-3.4,0.94,-27.32,5.43,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,960,609,63,0.69,1.15,1.44,3.11,-3.5,0.89,-27.32,4.87,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,841,531,63,0.66,1,1.5,2.64,-2.73,0.97,-14.83,5.74,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,780,488,63,0.49,0.87,1.29,2.52,-2.91,0.87,-21.69,3.9,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,524,330,63,0.52,0.82,1.35,2.36,-2.61,0.91,-14.86,3.9,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,489,310,63,0.78,1.18,1.51,3.17,-3.37,0.94,-27.32,3.94,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+20,461,292,63,0.9,1.73,1.52,4.06,-4.56,0.89,-29.41,3.48,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+4,342,216,63,0.51,0.65,1.96,1.62,-1.38,1.17,-10.1,4.98,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+10,302,191,63,0.46,0.63,1.63,1.73,-1.73,1,-10.01,3.6,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+4,269,170,63,0.56,0.63,2.05,1.68,-1.37,1.22,-10.1,4.64,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,242,152,63,1.07,1.11,2.01,3.1,-2.36,1.31,-10.8,4.53,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,201,127,63,0.44,0.45,1.63,1.68,-1.68,1,-10.01,2.9,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+10,189,119,63,0.56,0.65,2.15,1.61,-1.23,1.31,-3.75,4.3,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+20,145,92,63,0.53,0.74,1.69,1.94,-1.91,1.02,-6.4,2.76,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,136,86,63,0.16,0.51,1.2,1.33,-1.86,0.71,-10.01,0.91,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,88,55,63,0.17,0.56,1.22,1.24,-1.6,0.78,-10.01,0.87,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,86,54,63,0.51,0.54,1.69,1.89,-1.83,1.03,-6.24,2.07,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,65,41,63,0.63,0.42,1.76,2.05,-1.8,1.14,-6.24,2.03,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Long,T+20,64,40,63,0.75,1.01,2.08,2.31,-1.86,1.24,-4.57,2.52,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,49,31,63,0.68,0.91,2.13,1.9,-1.42,1.34,-5.19,2.35,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,27,17,63,0.47,0.48,1.66,1.49,-1.28,1.17,-2.44,1.48,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,27,17,63,0.6,0.83,1.69,1.89,-1.58,1.19,-3.69,1.52,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+10,4438,2747,62,0.47,0.65,1.52,1.96,-1.94,1.01,-16.12,12.53,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"Over Night Gap",1284,802,62,0.11,0.14,1.65,0.41,-0.39,1.05,-3.22,7.3,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+10,1282,792,62,0.7,0.93,1.84,2.48,-2.17,1.14,-14.02,8.6,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+10,998,619,62,0.48,0.52,1.69,1.8,-1.68,1.07,-10.26,6.59,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+10,881,548,62,0.45,0.61,1.46,1.94,-1.99,0.97,-10.77,5.35,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+20,728,448,62,0.47,0.69,1.63,1.94,-1.88,1.03,-9.18,5.35,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,672,414,62,0.41,0.83,1.2,2.58,-3.05,0.84,-21.69,2.96,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"Over Night Gap",653,402,62,0.08,0.11,1.4,0.36,-0.37,0.97,-2.38,4.2,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+20,558,345,62,0.52,0.75,1.7,1.97,-1.82,1.08,-9.18,5.21,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"Over Night Gap",462,287,62,0.11,0.14,1.39,0.54,-0.59,0.91,-5.23,2.69,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+3,303,188,62,0.13,0.27,1.29,0.84,-1.03,0.81,-4.69,1.88,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+2,277,172,62,0.27,0.3,1.75,0.97,-0.89,1.09,-5.04,3.69,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,242,149,62,0.35,0.37,1.53,1.39,-1.31,1.06,-7.01,2.86,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+3,192,119,62,0.06,0.21,1.1,0.75,-1.06,0.71,-4.08,0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,181,112,62,0.34,0.4,1.47,1.53,-1.6,0.96,-10.01,2.2,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,178,110,62,0.4,0.44,1.54,1.67,-1.66,1,-10.01,2.47,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,177,109,62,0.1,0.27,1.17,0.89,-1.17,0.76,-4.69,1.02,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+10,165,102,62,0.53,0.43,1.74,1.85,-1.6,1.16,-4.87,3.13,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Long,T+20,148,92,62,0.56,0.76,2.04,1.74,-1.36,1.28,-4.57,3.66,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,109,68,62,0.09,0.47,1.08,1.23,-1.8,0.68,-10.01,0.48,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,93,58,62,0.83,0.8,1.89,2.57,-2.07,1.24,-10.54,2.64,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,81,50,62,0.15,0.36,1.21,1.05,-1.31,0.81,-4.69,0.91,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+2,69,43,62,0.18,0.27,1.33,1.01,-1.21,0.84,-5.34,1.01,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,65,40,62,0.42,0.34,1.98,1.28,-0.95,1.35,-3.1,2.43,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,37,23,62,0.23,0.17,1.32,0.97,-0.98,0.99,-2.33,1.14,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,34,21,62,0.3,0.27,1.34,1.33,-1.36,0.98,-2.44,1.1,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+10,4081,2470,61,0.33,0.55,1.32,1.81,-1.93,0.94,-16.12,8.8,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+10,3555,2167,61,0.37,0.56,1.35,1.77,-1.83,0.97,-16.12,9.51,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+10,3203,1959,61,0.36,0.57,1.37,1.81,-1.9,0.95,-14.18,8.65,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+10,1922,1164,61,0.31,0.47,1.28,1.6,-1.68,0.95,-10.77,6.48,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+10,1767,1071,61,0.61,0.9,1.51,2.98,-3.03,0.98,-24.91,6.41,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+20,1529,933,61,0.7,0.96,1.48,3.12,-3.09,1.01,-19.89,6.93,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+5,1282,779,61,0.44,0.58,1.66,1.85,-1.74,1.07,-12.83,7.04,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+20,1177,721,61,0.7,0.95,1.52,3.09,-3.08,1,-17.2,6.1,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+10,891,543,61,0.35,0.41,1.53,1.59,-1.58,1.01,-10.26,5.06,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+10,809,496,61,0.3,0.56,1.24,1.76,-2.02,0.87,-14.18,3.47,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+20,705,427,61,0.39,0.61,1.5,1.87,-1.89,0.99,-9.18,4.4,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+10,681,418,61,0.35,0.43,1.5,1.61,-1.64,0.98,-10.26,4.34,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+20,623,380,61,0.6,1,1.46,3.41,-3.8,0.9,-19.89,3.27,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+10,493,300,61,0.27,0.47,1.17,1.6,-1.79,0.89,-10.77,2.75,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,489,296,61,0.44,0.56,1.44,2.15,-2.18,0.99,-13.91,3.39,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+3,462,280,61,0.29,0.4,1.41,1.67,-1.84,0.91,-11.63,2.68,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+20,461,281,61,0.39,0.68,1.21,2.37,-2.7,0.88,-14.86,2.64,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+20,294,178,61,0.61,1.08,1.35,3.13,-3.26,0.96,-17.2,2.61,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"Over Night Gap",270,164,61,0.09,0.11,1.39,0.48,-0.52,0.94,-5.23,2.05,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+20,259,157,61,0.72,1.1,1.41,3.23,-3.13,1.03,-24.9,2.71,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,203,124,61,0.22,0.32,1.52,0.95,-0.93,1.02,-4.69,2.46,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+10,198,121,61,0.5,0.48,1.74,1.81,-1.54,1.17,-5.16,3.33,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,159,97,61,0.33,0.43,1.61,1.32,-1.21,1.09,-5.19,2.58,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,158,96,61,0.05,0.23,1.08,0.79,-1.09,0.72,-4.69,0.56,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,146,89,61,0.55,0.61,1.79,2,-1.71,1.17,-6.98,2.91,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,134,82,61,0.37,0.49,1.43,1.89,-2.02,0.94,-9.18,1.71,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+3,83,51,61,0.08,0.21,1.2,0.64,-0.81,0.79,-1.77,0.84,http://paststat.com/backtest-report/trading-strategy/SPY/May&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+3,69,42,61,0.41,0.45,1.93,1.38,-1.09,1.26,-2.16,2.32,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,T+5,59,36,61,0.24,0.39,1.53,0.98,-0.92,1.06,-2.39,1.67,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",49,30,61,0.08,0.07,1.2,0.52,-0.62,0.83,-2.27,0.73,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",49,30,61,0.11,0.21,1.33,0.53,-0.55,0.95,-2.69,1.09,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+10,6111,3680,60,0.4,0.61,1.36,2.24,-2.38,0.94,-26.77,9.93,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+10,2440,1455,60,0.28,0.44,1.22,1.61,-1.69,0.95,-16.12,6.4,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+10,2419,1448,60,0.28,0.45,1.23,1.61,-1.71,0.94,-16.12,6.32,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"Over Night Gap",1768,1063,60,0.08,0.13,1.36,0.52,-0.57,0.9,-8.32,4.12,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+3,1767,1057,60,0.3,0.42,1.38,1.77,-1.89,0.94,-13.39,5.06,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+4,1767,1056,60,0.39,0.57,1.47,2.05,-2.08,0.99,-17.8,5.87,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+5,1767,1064,60,0.46,0.62,1.52,2.26,-2.27,0.99,-19.79,6.23,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+10,1666,997,60,0.3,0.56,1.28,2,-2.25,0.89,-24.91,4.23,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+3,1282,772,60,0.3,0.38,1.52,1.41,-1.39,1.02,-11.83,5.96,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+4,1282,774,60,0.39,0.55,1.62,1.66,-1.55,1.07,-10.1,6.96,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+10,1222,736,60,0.38,0.58,1.32,2.24,-2.44,0.92,-26.77,4.12,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+20,1028,612,60,0.59,0.78,1.4,2.84,-2.72,1.04,-11.24,5.44,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+10,985,592,60,0.36,0.55,1.31,2.21,-2.41,0.91,-15.52,3.65,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,917,554,60,0.39,0.55,1.4,1.91,-1.93,0.99,-11.42,4.8,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,820,493,60,0.32,0.55,1.32,1.86,-1.99,0.93,-11.42,3.71,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,750,448,60,0.31,0.55,1.3,1.93,-2.09,0.92,-11.42,3.26,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+3,652,391,60,0.22,0.34,1.3,1.27,-1.35,0.94,-6.32,3.46,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"Over Night Gap",626,373,60,0.08,0.12,1.45,0.42,-0.42,1,-2.42,3.48,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,551,330,60,0.41,0.55,1.39,2.11,-2.13,0.99,-13.91,3.43,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",447,270,60,0.1,0.15,1.33,0.59,-0.65,0.9,-8.32,1.96,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Long,T+20,376,225,60,0.71,1.02,1.31,2.97,-2.66,1.12,-10.65,4.08,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,351,211,60,0.68,0.93,1.36,3.29,-3.25,1.01,-21.45,2.95,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+2,343,207,60,0.27,0.3,1.59,1.14,-1.06,1.08,-7.09,3.39,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+3,249,149,60,0.08,0.19,1.16,0.78,-0.96,0.81,-4.08,1.1,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+3,248,148,60,0.06,0.19,1.12,0.75,-0.96,0.78,-4.08,0.86,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+10,242,145,60,0.51,0.61,2.06,1.61,-1.14,1.42,-4.19,4.55,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+10,241,144,60,0.48,0.6,2,1.57,-1.14,1.38,-4.19,4.42,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,202,121,60,0.3,0.34,1.62,1.25,-1.11,1.12,-5.19,2.82,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,183,109,60,0.16,0.25,1.38,0.87,-0.88,0.98,-4.69,1.88,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+1,182,109,60,0.12,0.26,1.29,0.69,-0.74,0.93,-2.9,1.75,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+2,181,108,60,0.13,0.26,1.14,0.94,-1.05,0.89,-3.57,1.49,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+3,181,109,60,0.16,0.33,1.16,1.08,-1.24,0.87,-3.8,1.54,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,180,108,60,0.21,0.28,1.5,0.94,-0.89,1.06,-4.69,2.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+10,176,106,60,0.35,0.41,1.5,1.58,-1.51,1.05,-5.16,2.36,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,158,95,60,0.01,0.15,0.96,0.64,-0.93,0.68,-5.32,0.13,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,144,87,60,0.31,0.38,1.58,1.29,-1.19,1.08,-5.19,2.29,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,141,85,60,0.03,0.18,0.99,0.72,-1.01,0.71,-5.32,0.34,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,140,84,60,0.25,0.41,1.44,1.24,-1.23,1.01,-5.19,1.94,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"Over Night Gap",96,58,60,0.15,0.18,2.2,0.43,-0.29,1.5,-1.04,3.14,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Long,T+3,91,55,60,0.04,0.21,1.03,0.69,-0.96,0.72,-3.61,0.34,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+5,81,49,60,0.26,0.36,1.74,0.97,-0.83,1.17,-2.39,2.18,http://paststat.com/backtest-report/trading-strategy/SPY/May&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,67,40,60,0.15,-0.11,1.4,0.68,-0.64,1.07,-2.47,-1.3,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",65,39,60,0.14,0.18,1.46,0.59,-0.53,1.12,-2.69,1.5,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Over Night Gap",57,34,60,0.09,-0.09,1.18,0.42,-0.4,1.05,-1.46,-0.96,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",45,27,60,0.04,0.07,1.06,0.5,-0.65,0.77,-2.27,0.36,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,45,27,60,0.53,0.52,1.77,1.82,-1.42,1.29,-5.19,1.72,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",45,27,60,0.08,0.18,1.23,0.5,-0.54,0.92,-2.69,0.8,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Long,T+20,42,25,60,0.57,0.42,1.86,1.88,-1.37,1.37,-4.57,1.8,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+5,3446,2023,59,0.24,0.33,1.32,1.41,-1.43,0.99,-12.83,7.59,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,"Over Night Gap",2265,1338,59,0.07,0.12,1.29,0.51,-0.57,0.91,-8.32,4.17,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+3,2263,1324,59,0.24,0.35,1.3,1.72,-1.86,0.93,-13.39,4.63,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+5,2263,1324,59,0.35,0.5,1.38,2.2,-2.25,0.98,-19.79,5.56,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+10,2263,1344,59,0.5,0.77,1.4,2.89,-3,0.96,-26.77,5.97,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,1243,731,59,0.31,0.5,1.26,2.17,-2.35,0.92,-24.91,3.54,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+10,1153,678,59,0.43,0.56,1.46,2.03,-1.84,1.1,-8.75,5.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,1097,643,59,0.28,0.45,1.24,2.12,-2.33,0.91,-24.91,3.03,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+3,1005,596,59,0.14,0.22,1.29,0.95,-1.04,0.91,-9.03,3.25,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+5,1003,596,59,0.23,0.34,1.42,1.26,-1.27,0.99,-10.82,4.4,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,918,543,59,0.24,0.35,1.34,1.41,-1.45,0.97,-12.13,3.88,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+3,898,533,59,0.11,0.2,1.24,0.84,-0.96,0.87,-9.03,2.68,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+5,896,526,59,0.17,0.3,1.32,1.13,-1.19,0.95,-10.82,3.36,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,843,496,59,0.22,0.44,1.17,1.75,-1.96,0.89,-10.01,2.78,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,821,483,59,0.05,0.21,1.05,0.91,-1.19,0.77,-6.32,0.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,751,446,59,0.05,0.24,1.08,0.96,-1.27,0.75,-6.32,0.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+3,684,402,59,0.07,0.19,1.14,0.82,-1,0.82,-9.03,1.53,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+5,683,401,59,0.17,0.28,1.31,1.11,-1.18,0.95,-10.01,2.87,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+5,652,386,59,0.28,0.47,1.37,1.64,-1.69,0.97,-8.82,3.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+10,565,332,59,0.16,0.33,1.23,1.35,-1.55,0.87,-10.01,1.99,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,T+20,557,326,59,0.44,0.88,1.11,2.95,-3.1,0.95,-12.72,2.81,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,489,287,59,0.18,0.35,1.24,1.56,-1.79,0.87,-17.24,1.63,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+1,462,274,59,0.13,0.21,1.2,1.07,-1.24,0.86,-7.84,1.59,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+4,462,271,59,0.31,0.44,1.41,1.96,-2.02,0.97,-17.8,2.43,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,447,263,59,0.28,0.41,1.34,1.76,-1.84,0.96,-13.39,2.35,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,447,264,59,0.37,0.64,1.39,2.28,-2.39,0.95,-17.24,2.43,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,447,262,59,0.41,0.69,1.33,2.87,-3.07,0.93,-24.91,2.16,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,427,251,59,0.19,0.46,1.05,2.09,-2.52,0.83,-17.17,1.24,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+3,353,208,59,0.08,0.23,0.98,1.04,-1.29,0.81,-6.16,1.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+3,297,174,59,0.21,0.24,1.32,1.21,-1.2,1.01,-4.62,2.35,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+2,270,158,59,0.24,0.28,1.49,1.19,-1.09,1.09,-7.09,2.65,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+2,261,153,59,0.12,0.18,1.05,1.04,-1.18,0.88,-5.4,1.35,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,242,143,59,0.28,0.4,1.41,1.47,-1.45,1.02,-7.71,2.14,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,203,120,59,0.23,0.25,1.49,1.08,-1.01,1.08,-4.55,2.41,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,199,118,59,0.22,0.55,1.06,2.15,-2.59,0.83,-14.7,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,183,108,59,0.18,0.25,1.4,0.98,-0.97,1.01,-4.55,1.94,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,182,108,59,0.24,0.33,1.5,1.15,-1.08,1.06,-5.19,2.32,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+4,181,106,59,0.18,0.48,1.18,1.31,-1.42,0.92,-5.23,1.45,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,180,106,59,0.24,0.5,1.03,2.22,-2.59,0.86,-14.7,0.95,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,179,106,59,0.3,0.3,1.67,1.2,-1.01,1.19,-5.19,2.8,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,177,104,59,0.04,0.14,1.05,0.72,-0.93,0.78,-5.32,0.52,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,160,94,59,0.07,0.18,1.07,0.81,-0.99,0.82,-5.32,0.7,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,148,88,59,0.13,0.38,1.18,1.29,-1.57,0.82,-10.01,0.83,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,145,85,59,0.05,0.18,1.05,0.8,-1.01,0.8,-5.32,0.53,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+1,69,41,59,0.1,0.2,1.22,0.79,-0.91,0.86,-4.21,0.73,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+10,46,27,59,0.6,0.7,2.16,1.7,-0.96,1.77,-2.97,2.37,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Long,"Next Open 2 Close",44,26,59,0.09,0.11,1.51,0.4,-0.36,1.13,-1.2,1.31,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,34,20,59,0.43,0.41,1.48,1.7,-1.39,1.22,-3.69,1.3,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+5,6116,3517,58,0.2,0.33,1.23,1.66,-1.77,0.94,-19.79,6.69,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+3,4445,2577,58,0.13,0.23,1.21,1.07,-1.17,0.92,-11.83,5.87,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+4,4444,2565,58,0.18,0.3,1.26,1.27,-1.32,0.97,-12.33,7.02,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+5,4443,2596,58,0.22,0.34,1.3,1.42,-1.46,0.97,-12.83,7.93,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+3,3562,2049,58,0.08,0.2,1.09,0.95,-1.1,0.86,-9.97,3.54,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+3,3447,2002,58,0.13,0.22,1.19,1.06,-1.16,0.91,-9.03,5.14,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+4,3447,1987,58,0.18,0.29,1.25,1.27,-1.3,0.98,-10.56,6.34,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+5,3205,1847,58,0.14,0.28,1.15,1.28,-1.41,0.9,-10.01,4.38,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+4,2263,1308,58,0.3,0.48,1.35,2.01,-2.03,0.99,-17.8,5.25,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+10,1539,888,58,0.41,0.52,1.38,2.16,-1.98,1.09,-9.21,5.93,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+2,1283,741,58,0.2,0.24,1.41,1.18,-1.16,1.02,-8.16,4.63,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,1244,721,58,0.19,0.33,1.23,1.63,-1.79,0.91,-17.24,2.83,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+10,1184,682,58,0.4,0.5,1.39,2.15,-1.99,1.08,-9.21,5.09,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,1098,633,58,0.18,0.31,1.23,1.6,-1.75,0.92,-17.24,2.59,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,1046,605,58,0.25,0.47,1.23,2.09,-2.27,0.92,-17.17,2.74,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+4,1004,579,58,0.19,0.23,1.35,1.15,-1.13,1.02,-10.1,3.83,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,963,556,58,0.03,0.22,1.03,1.13,-1.48,0.76,-7.48,0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,962,562,58,0.31,0.51,1.28,2.18,-2.32,0.94,-17.17,3.09,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+2,899,518,58,0.07,0.12,1.2,0.68,-0.75,0.91,-5.32,2.29,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,874,507,58,0.27,0.47,1.26,2.14,-2.31,0.93,-17.17,2.62,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,844,486,58,0.11,0.27,1.12,1.25,-1.44,0.86,-8.82,1.77,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,782,452,58,0.16,0.42,1.12,1.74,-2,0.87,-14.18,1.9,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,751,432,58,0.06,0.15,1.05,0.81,-0.96,0.84,-5.32,1.37,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+10,737,429,58,0.15,0.32,1.24,1.34,-1.51,0.89,-10.01,2.2,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+4,652,381,58,0.27,0.37,1.37,1.5,-1.45,1.03,-5.81,3.82,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+5,624,359,58,0.33,0.38,1.43,1.83,-1.69,1.08,-7.28,3.78,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Long,T+20,591,345,58,0.49,0.79,1.25,2.64,-2.53,1.04,-11.24,3.69,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+20,571,331,58,0.32,0.45,1.43,1.83,-1.76,1.04,-7.74,3.42,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,551,318,58,0.15,0.3,1.18,1.56,-1.78,0.87,-17.24,1.44,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,526,305,58,0.2,0.39,1.16,1.61,-1.74,0.92,-10.58,2.11,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,523,302,58,0.17,0.35,1.06,1.59,-1.76,0.9,-10.01,1.91,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+20,506,292,58,0.36,0.8,1.04,2.86,-3.05,0.94,-10.65,2.27,http://paststat.com/backtest-report/trading-strategy/SPY/May&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,490,282,58,0.1,0.22,1.12,1.25,-1.46,0.86,-7.36,1.16,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,490,285,58,0.17,0.3,1.21,1.46,-1.61,0.91,-10.61,1.78,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+2,462,267,58,0.27,0.28,1.39,1.51,-1.43,1.05,-9.34,2.84,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+10,462,268,58,0.43,0.56,1.34,2.88,-2.94,0.98,-26.77,2.33,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,447,261,58,0.32,0.57,1.33,2.04,-2.1,0.97,-15.49,2.41,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+20,439,255,58,0.32,0.45,1.42,1.79,-1.72,1.04,-7.74,3.1,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,398,232,58,0.16,0.41,1.02,2.11,-2.57,0.82,-17.17,0.95,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+10,353,203,58,0.27,0.36,1.09,2.21,-2.37,0.93,-13.91,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+2,353,203,58,0.06,0.17,0.97,0.87,-1.04,0.83,-4.29,0.84,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,"Over Night Gap",344,201,58,0.07,0.1,1.3,0.47,-0.49,0.96,-5.23,1.87,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+5,302,174,58,0.18,0.23,1.32,1.17,-1.16,1.01,-10.01,2,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+1,278,160,58,0.17,0.17,1.62,0.76,-0.63,1.2,-2.48,3.17,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"Over Night Gap",278,162,58,0.09,0.08,1.58,0.39,-0.34,1.16,-1.24,3.07,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,270,157,58,0.4,0.66,1.33,2.83,-2.97,0.95,-17.17,1.65,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+10,260,150,58,0.3,0.43,1.08,2.18,-2.28,0.96,-14.7,1.55,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+2,250,144,58,0.05,0.11,1.11,0.66,-0.78,0.85,-5.32,0.81,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,242,141,58,0.19,0.32,1.22,1.23,-1.26,0.97,-8.57,1.65,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+20,193,111,58,0.28,0.95,1.04,3.03,-3.43,0.88,-9.43,1.04,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,180,105,58,0.13,0.26,1.02,1.19,-1.35,0.88,-7.24,0.97,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,180,104,58,0.25,0.29,1.26,1.43,-1.37,1.04,-6.48,1.66,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,180,104,58,0.16,0.39,1.17,1.48,-1.66,0.89,-7.51,1.03,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,180,105,58,0.22,0.21,1.48,1.07,-0.95,1.12,-4.55,2.27,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,176,102,58,0.21,0.23,1.36,1.22,-1.19,1.03,-5.19,1.77,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+4,165,96,58,0.27,0.2,1.54,1.18,-1,1.18,-2.71,2.5,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+5,165,96,58,0.3,0.39,1.52,1.33,-1.14,1.17,-5.53,2.38,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,149,87,58,0.16,0.27,1.33,0.99,-1.02,0.97,-3.69,1.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,141,82,58,0.21,0.26,1.4,1.09,-1.02,1.07,-4.55,1.85,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+20,118,69,58,0.31,0.59,1.33,1.87,-1.89,0.99,-6.09,1.46,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,113,65,58,0.09,0.26,1.12,1.03,-1.17,0.87,-4.14,0.69,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+20,107,62,58,0.32,0.38,1.4,1.87,-1.81,1.03,-7.27,1.42,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",96,56,58,0.09,0.07,1.51,0.47,-0.43,1.09,-1.52,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Long,T+5,89,52,58,0.23,0.31,1.65,1.01,-0.86,1.18,-2.93,1.93,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,80,46,58,0.32,0.29,1.6,1.34,-1.06,1.27,-5.19,1.79,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,59,34,58,0.15,-0.11,1.37,0.74,-0.65,1.14,-2.47,-1.17,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+1,53,31,58,0.09,0.09,1.29,0.59,-0.6,0.98,-2.13,0.86,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+3,6118,3483,57,0.12,0.22,1.17,1.3,-1.43,0.91,-13.39,5.06,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+4,6117,3473,57,0.16,0.28,1.2,1.51,-1.6,0.94,-17.8,5.92,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+2,4446,2516,57,0.09,0.15,1.17,0.88,-0.94,0.93,-8.16,4.8,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+3,4088,2321,57,0.07,0.19,1.09,1,-1.15,0.87,-9.97,3.23,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+5,4086,2342,57,0.12,0.28,1.13,1.3,-1.45,0.89,-10.82,4.43,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+4,3561,2023,57,0.12,0.25,1.12,1.14,-1.23,0.93,-10.56,4.47,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+5,3560,2046,57,0.15,0.28,1.15,1.27,-1.37,0.93,-10.82,5.1,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+3,3206,1822,57,0.07,0.19,1.08,0.98,-1.13,0.87,-6.32,2.85,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+3,2426,1371,57,0.03,0.16,1.01,0.86,-1.04,0.83,-9.97,1.34,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+3,1925,1089,57,0.02,0.16,0.99,0.84,-1.04,0.8,-6.16,0.77,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+5,1924,1093,57,0.08,0.24,1.03,1.12,-1.29,0.86,-10.01,2.15,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+2,1768,1001,57,0.22,0.27,1.32,1.55,-1.52,1.02,-13.36,4.32,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,T+1,1284,729,57,0.11,0.17,1.31,0.83,-0.85,0.98,-7.25,3.41,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,1245,705,57,0.1,0.23,1.14,1.29,-1.45,0.89,-13.39,1.9,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+4,1223,694,57,0.18,0.27,1.22,1.5,-1.56,0.96,-17.8,2.92,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+3,1160,659,57,0.08,0.19,1.07,1.11,-1.27,0.88,-9.58,1.83,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+10,1037,587,57,0.32,0.38,1.26,1.89,-1.73,1.09,-8.75,4.4,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+2,1006,577,57,0.09,0.13,1.23,0.78,-0.83,0.94,-7.09,2.63,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+3,985,559,57,0.16,0.21,1.21,1.28,-1.31,0.98,-11.63,2.76,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+4,985,565,57,0.2,0.27,1.27,1.49,-1.52,0.98,-17.8,2.99,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,919,526,57,0.1,0.2,1.16,1.08,-1.21,0.89,-6.32,2.01,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,919,528,57,0.18,0.29,1.26,1.28,-1.31,0.98,-7.55,3.21,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+4,897,513,57,0.14,0.2,1.28,1.03,-1.04,0.98,-10.1,2.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+3,882,501,57,0.16,0.19,1.25,1.06,-1.04,1.02,-4.68,3.38,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+4,882,499,57,0.17,0.23,1.22,1.28,-1.28,1,-7.01,3,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,874,494,57,0.04,0.24,1.05,1.47,-1.82,0.81,-17.24,0.47,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,821,466,57,0.05,0.13,1.04,0.78,-0.9,0.86,-5.32,1.32,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,821,464,57,0.12,0.25,1.15,1.17,-1.26,0.93,-10.56,2.09,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,751,428,57,0.11,0.26,1.15,1.21,-1.35,0.89,-10.56,1.71,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+10,714,406,57,0.06,0.26,1.09,1.25,-1.51,0.83,-10.01,0.94,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,674,386,57,0.14,0.41,1.08,1.79,-2.08,0.86,-14.18,1.45,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+3,624,354,57,0.21,0.28,1.33,1.44,-1.4,1.03,-5.63,2.95,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+4,624,358,57,0.28,0.41,1.39,1.66,-1.58,1.05,-5.58,3.47,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+10,624,357,57,0.45,0.6,1.45,2.46,-2.24,1.1,-9.21,3.78,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+20,584,334,57,0.29,0.43,1.38,1.83,-1.76,1.04,-7.74,3.16,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+10,463,263,57,0.16,0.31,1.12,1.64,-1.78,0.92,-10.58,1.59,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,T+3,390,221,57,0.04,0.23,0.95,1.12,-1.37,0.82,-6.16,0.51,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,T+20,383,220,57,0.2,0.77,0.94,2.69,-3.15,0.85,-10.65,1.13,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+4,352,201,57,0.12,0.32,1.04,1.21,-1.33,0.91,-7.55,1.39,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,T+1,344,197,57,0.14,0.16,1.41,0.83,-0.78,1.07,-4.21,2.56,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+2,303,174,57,0.05,0.12,1.11,0.68,-0.79,0.86,-5.32,0.91,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,"Over Night Gap",297,169,57,0.06,0.09,1.27,0.39,-0.37,1.04,-1.77,1.85,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,270,153,57,0.04,0.3,1.02,1.66,-2.08,0.8,-7.48,0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+1,270,153,57,0.14,0.16,1.36,0.86,-0.81,1.06,-4.21,2.08,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+2,249,143,57,0.04,0.11,1.07,0.64,-0.78,0.82,-5.32,0.6,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,242,138,57,0.16,0.05,1.21,0.84,-0.75,1.13,-6.51,1.63,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",242,138,57,0.11,0.07,1.4,0.47,-0.37,1.28,-3.67,2.21,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+4,199,113,57,0.24,0.19,1.47,1.2,-1.03,1.17,-2.71,2.42,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+5,199,113,57,0.26,0.38,1.46,1.31,-1.12,1.17,-5.53,2.33,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,199,113,57,0.03,0.19,0.92,1.1,-1.37,0.8,-7.24,0.24,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+5,191,109,57,0.18,0.28,1.37,1.09,-1.02,1.07,-3.98,1.91,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",177,101,57,0.01,0.06,1.02,0.35,-0.43,0.8,-2.27,0.3,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,160,91,57,0.24,0.23,1.46,1.2,-1.02,1.17,-4.55,2.18,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,157,89,57,0.12,0.22,1.2,1.14,-1.2,0.95,-5.19,1.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,150,86,57,0.08,0.2,1.16,0.75,-0.83,0.9,-3.61,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+10,146,83,57,0.15,0.31,1.18,1.39,-1.48,0.94,-5.16,1.01,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",145,83,57,0.01,0.05,0.97,0.37,-0.47,0.78,-2.27,0.19,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,94,54,57,0.08,0.23,1.1,0.98,-1.12,0.87,-4.69,0.58,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+2,84,48,57,0.05,0.06,1.1,0.56,-0.63,0.89,-1.86,0.61,http://paststat.com/backtest-report/trading-strategy/SPY/May&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Long,T+10,84,48,57,0.53,0.48,2.25,1.65,-0.97,1.7,-3.53,2.95,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,81,46,57,0.2,0.15,1.32,1.18,-1.09,1.08,-4.55,1.24,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Long,T+5,74,42,57,0.12,0.27,1.29,0.85,-0.83,1.02,-2.39,1.06,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+4,67,38,57,0.16,-0.33,1.21,1.14,-1.13,1.01,-3.52,-0.91,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,T+20,53,30,57,0.55,0.63,1.61,2.42,-1.88,1.29,-4.57,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,49,28,57,0.18,0.13,1.35,0.92,-0.8,1.15,-2.15,1.18,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+1,47,27,57,0.04,0.1,1.04,0.51,-0.58,0.87,-2.1,0.42,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,"Over Night Gap",47,27,57,0.1,0.07,1.58,0.39,-0.29,1.35,-1.04,1.53,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Short,T+4,44,25,57,0.08,-0.2,1.06,0.86,-0.95,0.9,-2.32,-0.47,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,37,21,57,0.1,0.05,1.41,0.44,-0.34,1.29,-1.33,1.13,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,"Over Night Gap",4447,2481,56,0.05,0.06,1.28,0.33,-0.31,1.07,-3.41,7.09,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+4,4087,2308,56,0.1,0.24,1.11,1.18,-1.3,0.91,-10.56,3.91,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+2,3562,1997,56,0.05,0.13,1.07,0.78,-0.88,0.89,-8.16,2.94,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+2,3448,1931,56,0.09,0.13,1.16,0.88,-0.91,0.97,-8.16,4.52,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+4,3206,1802,56,0.1,0.22,1.12,1.17,-1.27,0.93,-10.56,3.69,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+2,2447,1366,56,0.03,0.11,1.01,0.7,-0.83,0.85,-5.32,1.3,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+3,2447,1382,56,0.03,0.16,1.01,0.86,-1.04,0.83,-9.97,1.36,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+5,2445,1371,56,0.07,0.24,1.02,1.15,-1.31,0.88,-10.82,2.14,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+2,2426,1355,56,0.03,0.11,1.01,0.7,-0.82,0.85,-5.32,1.33,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+5,2424,1360,56,0.07,0.24,1.02,1.15,-1.31,0.88,-10.82,2.1,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+1,2265,1265,56,0.09,0.16,1.17,1.03,-1.11,0.93,-9.84,2.65,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,T+2,2264,1261,56,0.16,0.23,1.24,1.5,-1.51,0.99,-13.36,3.77,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,T+1,1768,995,56,0.12,0.18,1.24,1.04,-1.07,0.97,-7.42,3.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+3,1667,939,56,0.03,0.17,1.04,1.09,-1.33,0.82,-7.48,0.81,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+4,1667,929,56,0.08,0.23,1.09,1.31,-1.48,0.89,-11.91,1.6,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+5,1666,937,56,0.08,0.23,1.07,1.43,-1.65,0.87,-17.24,1.57,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+3,1546,861,56,0.11,0.18,1.12,1.23,-1.29,0.95,-9.58,2.72,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,1245,702,56,0.16,0.28,1.19,1.5,-1.58,0.95,-15.49,2.61,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+3,1223,689,56,0.15,0.21,1.2,1.29,-1.32,0.97,-11.63,2.87,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+5,1223,679,56,0.2,0.29,1.22,1.71,-1.68,1.02,-19.79,2.99,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,"Over Night Gap",1223,679,56,0.05,0.07,1.22,0.43,-0.41,1.04,-5.23,2.81,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+3,1187,668,56,0.12,0.19,1.13,1.22,-1.3,0.94,-6.16,2.45,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+5,1158,647,56,0.16,0.25,1.16,1.48,-1.51,0.98,-10.19,2.87,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,1099,620,56,0.09,0.21,1.12,1.27,-1.45,0.88,-13.39,1.51,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,1099,620,56,0.15,0.27,1.19,1.49,-1.58,0.94,-15.49,2.32,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+5,985,550,56,0.21,0.29,1.27,1.68,-1.64,1.02,-19.79,2.88,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,963,540,56,0.06,0.25,1.07,1.39,-1.63,0.85,-11.91,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,962,542,56,0.06,0.24,1.07,1.5,-1.81,0.83,-17.24,0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+5,882,497,56,0.2,0.27,1.24,1.46,-1.42,1.03,-10.19,3.18,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"Over Night Gap",882,494,56,0.07,0.07,1.37,0.36,-0.3,1.17,-2.45,4.11,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,875,492,56,0.06,0.25,1.06,1.36,-1.62,0.84,-11.91,0.81,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,845,476,56,0.01,0.18,0.99,0.98,-1.24,0.79,-6.32,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,845,471,56,0.09,0.21,1.1,1.19,-1.3,0.92,-7.55,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,820,458,56,0.1,0.2,1.12,1.32,-1.43,0.92,-8.82,1.66,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+4,810,454,56,0.09,0.2,1.06,1.15,-1.26,0.91,-6.21,1.67,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+5,810,450,56,0.12,0.23,1.1,1.34,-1.39,0.96,-10.19,2,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,750,421,56,0.1,0.24,1.12,1.35,-1.5,0.9,-8.82,1.47,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+2,744,413,56,0,0.08,0.98,0.59,-0.74,0.8,-5.32,0.04,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+3,744,419,56,0.01,0.14,1.01,0.73,-0.92,0.8,-5.79,0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+5,742,416,56,0.05,0.21,1.08,0.98,-1.14,0.86,-10.82,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+4,684,386,56,0.12,0.18,1.23,1,-1.03,0.98,-10.1,2.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,675,375,56,0.02,0.2,0.99,1.1,-1.34,0.82,-10.56,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+1,653,363,56,0.08,0.14,1.22,0.78,-0.79,0.98,-5.72,2.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+2,652,367,56,0.14,0.22,1.21,1.1,-1.11,1,-8.16,2.48,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+10,652,368,56,0.34,0.4,1.29,2.19,-2.07,1.06,-9.84,3.18,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Long,T+10,600,333,56,0.23,0.28,1.11,1.68,-1.58,1.06,-8.66,2.63,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+10,580,322,56,0.03,0.21,1.05,1.19,-1.41,0.84,-10.01,0.47,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+5,567,317,56,0.04,0.19,1.07,0.97,-1.13,0.86,-10.01,0.72,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,T+10,563,316,56,0.26,0.35,1.09,2.06,-2.04,1.01,-8.75,2.35,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,552,308,56,0.06,0.15,1.04,1.22,-1.41,0.86,-7.36,0.71,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,552,309,56,0.14,0.27,1.14,1.47,-1.55,0.95,-10.61,1.57,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+3,518,288,56,0.06,0.2,0.99,1.18,-1.33,0.88,-6.16,0.86,http://paststat.com/backtest-report/trading-strategy/SPY/May&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+10,511,284,56,0.24,0.34,1.06,2.05,-2.01,1.02,-8.75,2.14,http://paststat.com/backtest-report/trading-strategy/SPY/May&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,447,250,56,0.15,0.22,1.2,1.53,-1.61,0.95,-13.36,1.44,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+10,446,248,56,0.03,0.2,1.02,1.19,-1.42,0.84,-10.01,0.37,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+5,351,198,56,0.17,0.31,1.08,1.37,-1.38,0.99,-5.92,1.77,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",344,192,56,0.07,0.07,1.27,0.59,-0.58,1.02,-4.18,1.73,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+4,303,171,56,0.18,0.17,1.4,1.05,-0.94,1.12,-6.06,2.44,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+4,297,165,56,0.21,0.28,1.2,1.48,-1.38,1.07,-5.58,1.95,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,270,150,56,0,0.43,0.98,1.96,-2.44,0.8,-11.91,0.02,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,"Next Open 2 Close",261,145,56,0.1,0.09,1.26,0.67,-0.61,1.1,-3.48,1.76,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+3,261,147,56,0.14,0.24,1.02,1.28,-1.34,0.96,-7.24,1.25,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+5,247,139,56,0.17,0.27,1.36,1.08,-1,1.08,-3.98,2.06,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+5,246,138,56,0.15,0.27,1.33,1.06,-1,1.06,-3.98,1.89,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,"Over Night Gap",199,111,56,0.04,0.03,1.17,0.35,-0.35,0.99,-5.23,0.96,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+2,194,108,56,0.07,0.13,1.03,1.17,-1.32,0.89,-4.76,0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+4,193,109,56,0.21,0.25,1.11,1.68,-1.69,0.99,-5.58,1.37,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+5,181,102,56,0.12,0.44,1.09,1.46,-1.61,0.91,-8.82,0.84,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+3,177,99,56,0.14,0.17,1.34,0.85,-0.77,1.11,-2.36,1.76,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+5,177,99,56,0.18,0.26,1.29,1.18,-1.09,1.08,-5.53,1.59,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"Over Night Gap",177,99,56,0.05,0.03,1.36,0.31,-0.27,1.14,-1.04,1.86,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",160,90,56,0.01,0.05,0.99,0.37,-0.45,0.83,-2.27,0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",158,89,56,0,0.05,0.96,0.31,-0.39,0.79,-2.1,0.09,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,150,84,56,0.11,0.15,1.25,0.89,-0.87,1.02,-3.35,1.22,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"Over Night Gap",117,65,56,0.03,0.05,1.1,0.31,-0.33,0.95,-1.22,0.67,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+5,116,65,56,0.17,0.37,1.31,1.23,-1.17,1.05,-5.53,1.21,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",110,62,56,0,0.04,0.93,0.26,-0.33,0.79,-2.1,0.07,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",89,50,56,0,0.04,0.89,0.27,-0.33,0.8,-2.1,0.09,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,T+5,63,35,56,0.1,0.26,1.21,0.85,-0.84,1.01,-2.39,0.77,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,"Over Night Gap",61,34,56,0.02,0.06,1.07,0.23,-0.23,0.97,-1.07,0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+4,59,33,56,0.11,-0.33,1.1,1.15,-1.21,0.95,-3.52,-0.59,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Over Night Gap",59,33,56,0.08,-0.02,1.2,0.45,-0.38,1.19,-1.46,-0.92,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,57,32,56,0.02,0.32,0.94,1.06,-1.31,0.81,-4.55,0.11,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,T+10,57,32,56,0.44,0.41,1.93,1.59,-1.02,1.56,-3.53,2.11,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+2,52,29,56,0.02,0.16,0.97,0.78,-0.94,0.83,-2.61,0.12,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",34,19,56,0.04,0.03,1.08,0.3,-0.29,1.06,-1.2,0.6,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",27,15,56,0.06,0.03,1.12,0.34,-0.3,1.15,-1.2,0.65,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,"Over Night Gap",6120,3355,55,0.04,0.05,1.17,0.4,-0.41,1,-8.32,4.75,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+2,6119,3382,55,0.08,0.14,1.13,1.09,-1.16,0.94,-13.36,4.05,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+2,4088,2264,55,0.05,0.12,1.06,0.83,-0.92,0.9,-8.16,2.62,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,"Over Night Gap",3563,1945,55,0.03,0.04,1.16,0.3,-0.29,1.04,-3.41,4.71,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,"Over Night Gap",3448,1900,55,0.05,0.05,1.29,0.33,-0.29,1.13,-3.41,6.58,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+2,3206,1763,55,0.05,0.11,1.06,0.82,-0.89,0.92,-8.16,2.52,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+4,2446,1347,55,0.05,0.19,1,1.05,-1.18,0.89,-10.56,1.58,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+4,2425,1337,55,0.05,0.19,1.01,1.04,-1.18,0.89,-10.56,1.57,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+2,1925,1067,55,0.01,0.1,0.96,0.68,-0.82,0.83,-5.32,0.47,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,T+4,1925,1057,55,0.04,0.17,1,1.02,-1.16,0.88,-10.56,1.15,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+2,1667,915,55,0.01,0.1,0.98,0.88,-1.05,0.84,-11.18,0.35,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,"Over Night Gap",1548,854,55,0.04,0.05,1.19,0.37,-0.36,1.03,-3.41,3.21,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+4,1545,853,55,0.15,0.23,1.15,1.44,-1.44,1,-9.84,3.17,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+5,1544,853,55,0.19,0.24,1.19,1.61,-1.55,1.04,-10.19,3.71,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,1245,679,55,0.07,0.13,1.08,1.1,-1.16,0.94,-13.36,1.5,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+2,1223,675,55,0.12,0.14,1.16,1.1,-1.09,1.01,-9.34,2.68,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,"Over Night Gap",1188,648,55,0.04,0.04,1.18,0.36,-0.34,1.05,-3.41,2.7,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+4,1187,653,55,0.15,0.2,1.17,1.43,-1.41,1.02,-9.84,2.88,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+5,1186,652,55,0.21,0.23,1.24,1.62,-1.51,1.07,-7.28,3.59,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,"Over Night Gap",1162,641,55,0.04,0.05,1.18,0.34,-0.33,1.03,-3.41,2.78,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+2,1161,641,55,0.05,0.12,1.04,0.93,-1.03,0.9,-7.03,1.34,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+4,1159,643,55,0.12,0.25,1.11,1.32,-1.38,0.96,-9.84,2.32,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,1099,602,55,0.07,0.13,1.07,1.09,-1.17,0.93,-13.36,1.36,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",1099,599,55,0.06,0.05,1.21,0.43,-0.39,1.09,-8.32,2.47,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,1047,579,55,0.06,0.22,1.05,1.36,-1.56,0.88,-11.91,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,1046,578,55,0.03,0.2,1.04,1.48,-1.75,0.85,-17.24,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+3,1044,575,55,0.02,0.14,0.91,1.04,-1.24,0.84,-9.58,0.35,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+2,985,537,55,0.13,0.12,1.15,1.11,-1.06,1.05,-9.34,2.53,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,"Over Night Gap",985,543,55,0.06,0.06,1.21,0.42,-0.39,1.08,-5.23,2.69,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,963,533,55,0.01,0.13,0.97,0.96,-1.15,0.83,-11.18,0.27,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,919,508,55,0.09,0.13,1.14,0.92,-0.94,0.98,-5.32,2.13,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+2,882,488,55,0.1,0.12,1.15,0.87,-0.87,1.01,-5.13,2.44,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+3,810,443,55,0.04,0.14,1,0.96,-1.06,0.91,-5.3,0.97,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,783,429,55,0.03,0.2,1,1.11,-1.28,0.87,-10.56,0.51,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+5,719,395,55,0,0.15,0.99,0.94,-1.15,0.82,-10.82,0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+2,685,377,55,0.03,0.08,1.06,0.68,-0.76,0.89,-5.32,0.82,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+1,626,345,55,0.09,0.14,1.26,0.87,-0.87,1,-5.72,1.92,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,T+3,570,311,55,0.02,0.17,0.92,1.17,-1.35,0.87,-6.16,0.36,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,525,288,55,0,0.12,0.95,0.87,-1.05,0.83,-6.16,0.06,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,524,289,55,0.04,0.2,0.97,1.13,-1.3,0.87,-8.82,0.61,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+2,519,284,55,0.04,0.12,0.98,0.99,-1.11,0.89,-4.76,0.63,http://paststat.com/backtest-report/trading-strategy/SPY/May&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+4,517,285,55,0.1,0.25,1.03,1.36,-1.44,0.94,-7.55,1.28,http://paststat.com/backtest-report/trading-strategy/SPY/May&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+4,494,271,55,0.05,0.19,0.94,1.06,-1.17,0.91,-6.21,0.84,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,T+5,462,253,55,0.29,0.37,1.34,2.27,-2.1,1.08,-19.79,2.1,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,447,248,55,0.08,0.19,1.1,1.13,-1.23,0.92,-6.51,0.98,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,T+4,390,215,55,0.1,0.23,1.02,1.35,-1.44,0.94,-7.55,1.08,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,T+5,389,213,55,0.18,0.26,1.08,1.6,-1.55,1.04,-7.28,1.72,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Long,T+10,381,209,55,0.19,0.28,1.04,1.95,-1.95,1,-8.75,1.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,354,194,55,0.12,0.23,1.08,1.67,-1.77,0.94,-13.76,0.9,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,"Over Night Gap",354,193,55,0.02,0.05,1.05,0.31,-0.33,0.94,-2.03,0.81,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+10,346,191,55,0.26,0.28,1.06,1.88,-1.74,1.08,-8.75,1.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+2,297,162,55,0.15,0.11,1.22,1.06,-0.94,1.12,-4.03,1.89,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+10,296,163,55,0.34,0.34,1.27,2.22,-1.96,1.13,-8.66,2.15,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",278,154,55,0.08,0.07,1.35,0.55,-0.5,1.1,-2.14,1.99,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",270,148,55,0.05,0.07,1.14,0.59,-0.61,0.96,-4.18,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+10,262,145,55,0.23,0.33,1.16,2.86,-3.02,0.95,-17.17,0.93,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+1,251,139,55,0.03,0.08,1.09,0.5,-0.56,0.9,-3.59,0.64,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+1,250,138,55,0.02,0.08,1.06,0.49,-0.56,0.88,-3.59,0.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,T+4,248,136,55,0.12,0.15,1.25,0.99,-0.93,1.06,-4.74,1.55,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+4,247,135,55,0.1,0.14,1.21,0.96,-0.93,1.03,-4.74,1.33,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,242,134,55,0.22,0.13,1.27,1.08,-0.85,1.27,-4.36,2.18,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,"Over Night Gap",215,119,55,0.02,0.05,1,0.26,-0.29,0.91,-2.03,0.6,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,203,111,55,0.08,0.11,1.14,0.84,-0.83,1,-5.32,1,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+3,199,109,55,0.17,0.17,1.4,0.98,-0.81,1.2,-2.36,2.05,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,199,110,55,0.17,0.25,1.14,1.44,-1.39,1.03,-6.48,1.2,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,"Over Night Gap",195,107,55,0.05,0.09,1.11,0.45,-0.45,1.01,-2.41,1,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+2,193,106,55,0,0.08,0.94,0.66,-0.8,0.83,-5.32,0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+4,192,105,55,0.12,0.13,1.23,0.99,-0.93,1.06,-4.74,1.34,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,183,101,55,0.07,0.11,1.11,0.75,-0.77,0.97,-5.32,0.87,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"Next Open 2 Close",182,101,55,0.04,0.07,1.07,0.51,-0.55,0.94,-2.58,0.78,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+4,177,98,55,0.15,0.16,1.27,1.09,-1.01,1.08,-2.6,1.57,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+3,165,91,55,0.16,0.17,1.34,0.98,-0.85,1.15,-2.36,1.72,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,"Over Night Gap",165,91,55,0.03,0.03,1.06,0.34,-0.36,0.95,-5.23,0.58,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Over Night Gap",150,82,55,0.02,-0.02,0.97,0.26,-0.27,0.95,-1.46,-0.48,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,145,80,55,0.2,0.16,1.36,1.19,-1.02,1.16,-4.55,1.68,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",141,78,55,0,0.04,0.93,0.33,-0.4,0.82,-2.1,0.07,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,136,75,55,0.04,0.13,1.04,1,-1.14,0.88,-3.97,0.36,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Over Night Gap",127,70,55,0.06,-0.02,1.38,0.27,-0.2,1.38,-1.08,-1.62,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",117,64,55,0.07,0.02,1.3,0.51,-0.46,1.1,-1.52,1.17,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Over Night Gap",110,60,55,0.06,-0.01,1.31,0.28,-0.19,1.41,-0.6,-1.5,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,93,51,55,0.2,0.1,1.33,1.25,-1.07,1.16,-5.19,1.25,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,89,49,55,0.04,0.1,1.01,0.76,-0.84,0.9,-2.44,0.38,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+5,88,48,55,0.06,0.09,1.06,0.88,-0.92,0.96,-3.69,0.51,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+1,85,47,55,0.03,0.04,1.06,0.44,-0.48,0.91,-1.77,0.42,http://paststat.com/backtest-report/trading-strategy/SPY/May&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+4,82,45,55,0.17,0.21,1.49,0.87,-0.68,1.27,-2.75,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/May&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,T+10,76,42,55,0.51,0.48,2.23,1.65,-0.9,1.83,-3.53,2.88,http://paststat.com/backtest-report/trading-strategy/SPY/May&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Over Night Gap",67,37,55,0.07,-0.01,1.15,0.42,-0.37,1.16,-1.46,-0.85,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+5,66,36,55,0.13,-0.18,1.1,1.32,-1.3,1.02,-3.53,-0.63,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,T+4,60,33,55,0.18,0.16,1.49,0.86,-0.65,1.32,-1.49,1.53,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"Next Open 2 Close",53,29,55,0.03,0.02,1.02,0.38,-0.39,0.96,-1.49,0.39,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,49,27,55,0.28,0.15,1.47,1.32,-1,1.32,-3.1,1.34,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+2,47,26,55,0.13,0.06,1.38,0.65,-0.52,1.26,-1.89,1.16,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Long,"Over Night Gap",44,24,55,0.05,0.02,1.11,0.33,-0.29,1.14,-0.86,0.81,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,T+1,4447,2390,54,0.04,0.06,1.12,0.63,-0.64,0.98,-7.25,3.21,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,"Over Night Gap",4089,2201,54,0.03,0.04,1.13,0.32,-0.31,1.02,-3.41,3.92,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",2448,1316,54,0.02,0.03,1.12,0.27,-0.26,1.02,-3.41,3,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",2427,1303,54,0.02,0.03,1.11,0.27,-0.26,1.02,-3.41,2.98,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+2,1547,840,54,0.08,0.11,1.1,1.04,-1.06,0.98,-7.03,2.25,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,1245,669,54,0.04,0.07,1.04,0.8,-0.84,0.95,-6.51,1.14,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",1245,675,54,0.05,0.05,1.18,0.43,-0.4,1.07,-8.32,2.41,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,T+1,1223,661,54,0.05,0.06,1.08,0.8,-0.83,0.97,-8.86,1.47,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+2,1188,638,54,0.09,0.1,1.11,1.05,-1.02,1.03,-7.03,2.26,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,"Over Night Gap",1045,562,54,0.02,0.03,1,0.32,-0.33,0.95,-3.41,1.07,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+2,1044,561,54,0.01,0.09,0.91,0.87,-0.99,0.88,-7.03,0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+5,1042,559,54,0.06,0.16,0.96,1.37,-1.46,0.94,-10.19,1.01,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,"Next Open 2 Close",1007,541,54,0.03,0.05,1.11,0.43,-0.45,0.97,-4.18,1.33,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",919,494,54,0.04,0.04,1.15,0.33,-0.29,1.13,-3.41,2.82,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+1,882,479,54,0.09,0.05,1.24,0.65,-0.58,1.13,-7.25,3.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,845,460,54,0.03,0.11,1.01,0.83,-0.92,0.9,-5.32,0.83,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+2,810,437,54,0.03,0.1,0.99,0.79,-0.86,0.92,-5.13,0.81,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,"Over Night Gap",810,435,54,0.03,0.03,1.12,0.33,-0.31,1.06,-2.22,2.08,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+4,743,403,54,0.02,0.12,1.04,0.89,-1.01,0.89,-9.75,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",653,350,54,0,0.06,1.04,0.6,-0.69,0.87,-4.64,0.07,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,T+2,625,339,54,0.14,0.14,1.26,1.25,-1.19,1.06,-7.03,2.17,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+10,593,322,54,0.02,0.16,1.02,1.19,-1.37,0.86,-10.01,0.24,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,T+2,571,308,54,0.01,0.1,0.9,0.97,-1.12,0.87,-5.32,0.12,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,T+4,569,307,54,0.07,0.2,0.99,1.35,-1.43,0.94,-7.55,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,527,287,54,0.01,0.17,0.97,1.03,-1.21,0.85,-10.56,0.17,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,"Over Night Gap",520,280,54,0.02,0.05,1.03,0.36,-0.37,0.97,-2.41,0.96,http://paststat.com/backtest-report/trading-strategy/SPY/May&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+5,516,281,54,0.16,0.26,1.08,1.57,-1.53,1.02,-7.28,1.77,http://paststat.com/backtest-report/trading-strategy/SPY/May&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+2,494,268,54,0.03,0.1,0.94,0.68,-0.74,0.92,-4.85,0.73,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+3,494,267,54,0.08,0.1,1.05,0.88,-0.87,1.01,-4.68,1.49,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+5,494,269,54,0.06,0.16,0.97,1.17,-1.26,0.93,-6.35,0.87,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,"Over Night Gap",494,268,54,0.05,0.03,1.23,0.29,-0.24,1.19,-1.3,2.78,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,490,265,54,0.04,0.11,0.98,1.06,-1.16,0.92,-6.25,0.6,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",428,230,54,0.09,-0.02,1.43,0.62,-0.52,1.19,-3.33,-2.27,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,428,232,54,0.08,-0.06,1.31,0.74,-0.7,1.06,-4.67,-1.59,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",399,214,54,0.09,-0.02,1.4,0.63,-0.54,1.18,-3.33,-2.13,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,399,215,54,0.08,-0.05,1.3,0.75,-0.7,1.07,-4.67,-1.53,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,"Over Night Gap",391,210,54,0.01,0.04,0.98,0.34,-0.36,0.94,-2.41,0.54,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Long,"Over Night Gap",390,210,54,0.01,0.04,0.97,0.32,-0.35,0.92,-2.13,0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,T+10,387,210,54,0.17,0.25,0.98,2.03,-2.03,1,-8.75,1.3,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",355,193,54,0.08,-0.03,1.25,0.67,-0.62,1.08,-3.33,-1.76,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+1,355,192,54,0.09,-0.07,1.23,0.86,-0.8,1.06,-4.67,-1.52,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+20,341,185,54,0.31,0.47,0.96,2.87,-2.73,1.05,-10.65,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+1,297,161,54,0.06,0.08,1.05,0.77,-0.78,0.99,-4.19,0.98,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+1,261,141,54,0.12,0.07,1.22,0.84,-0.73,1.15,-4.28,1.63,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+4,261,142,54,0.26,0.28,1.19,1.6,-1.34,1.2,-6.48,2.12,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+1,199,107,54,0.04,0.05,1.12,0.55,-0.55,0.99,-4.21,0.71,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+10,198,107,54,0.09,0.23,1.17,1.16,-1.16,1,-4.19,0.93,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+3,193,105,54,0.13,0.26,1.06,1.47,-1.48,0.99,-5.63,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+5,193,105,54,0.24,0.31,1.11,2,-1.86,1.07,-7.28,1.37,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Next Open 2 Close",183,99,54,0,0.04,1,0.37,-0.42,0.87,-2.1,0.13,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,180,97,54,0.06,0.09,1.08,0.82,-0.84,0.98,-5.32,0.68,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,177,95,54,0.14,0.15,1.25,1.13,-1,1.12,-4.55,1.38,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+1,165,89,54,0.03,0.05,1.07,0.56,-0.59,0.96,-4.21,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+5,162,87,54,0.13,-0.05,1.32,0.94,-0.8,1.18,-2.04,-1.56,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,158,86,54,0.1,0.16,1.17,1.01,-0.99,1.02,-4.55,0.96,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Over Night Gap",137,74,54,0.03,-0.02,1.01,0.26,-0.25,1.04,-1.46,-0.68,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+1,127,69,54,0.12,-0.07,1.57,0.51,-0.34,1.48,-1.16,-2.15,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+20,123,67,54,0.23,0.32,1.25,1.9,-1.76,1.07,-6.98,1.11,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/twenty-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+10,119,64,54,0.01,0.22,0.96,1.19,-1.36,0.88,-5.16,0.09,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+2,116,63,54,0.03,0.11,1.03,0.84,-0.94,0.9,-2.61,0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,114,62,54,0.07,0.11,1.09,0.92,-0.93,0.98,-2.91,0.66,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Over Night Gap",114,61,54,0.04,-0.01,1.07,0.28,-0.25,1.14,-1.46,-0.83,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Over Night Gap",89,48,54,0.08,-0.01,1.39,0.3,-0.19,1.58,-0.6,-1.53,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",67,36,54,0.08,-0.03,1.3,0.48,-0.38,1.26,-1.14,-1.13,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+1,57,31,54,0.14,-0.11,1.2,0.81,-0.66,1.23,-2.47,-1.04,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,56,30,54,0.05,0.16,0.99,1.22,-1.3,0.93,-5.19,0.22,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Next Open 2 Close",37,20,54,0.02,0.04,1.05,0.21,-0.22,0.98,-1.08,0.3,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+3,37,20,54,0.2,0.18,1.36,0.98,-0.72,1.37,-2.04,1.1,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+5,37,20,54,0.33,0.3,1.55,1.22,-0.71,1.72,-3.69,1.52,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,T+1,6120,3268,53,0.04,0.07,1.09,0.78,-0.8,0.97,-9.84,2.8,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,T+1,4089,2149,53,0.02,0.04,1.04,0.6,-0.62,0.97,-5.72,1.66,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,T+1,3563,1880,53,0.03,0.04,1.04,0.57,-0.58,0.98,-5.72,1.91,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+1,3448,1827,53,0.04,0.05,1.1,0.62,-0.61,1.03,-7.25,3.05,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,"Over Night Gap",3206,1693,53,0.03,0.03,1.11,0.31,-0.29,1.06,-3.41,3.33,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,T+1,2448,1303,53,0.01,0.04,1,0.51,-0.55,0.92,-3.91,0.82,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,T+1,2427,1290,53,0.01,0.04,0.99,0.5,-0.55,0.92,-3.91,0.74,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",1768,932,53,0.03,0.06,1.06,0.87,-0.9,0.97,-9,1.14,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,T+1,1548,818,53,0.04,0.06,1.08,0.74,-0.73,1.01,-5.72,1.72,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,T+1,1162,618,53,0.02,0.08,1.03,0.66,-0.7,0.94,-5.72,0.86,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,1099,580,53,0.03,0.06,1,0.79,-0.82,0.97,-6.51,0.88,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+4,1043,554,53,0.03,0.12,0.92,1.24,-1.34,0.92,-9.84,0.53,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,T+1,1007,536,53,0.05,0.05,1.15,0.58,-0.56,1.03,-4.21,1.86,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,"Over Night Gap",1007,538,53,0.02,0.03,1.1,0.33,-0.33,0.99,-5.23,1.3,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Long,T+1,985,524,53,0.05,0.04,1.05,0.78,-0.78,1,-8.86,1.23,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,919,488,53,0.04,0.06,1.06,0.65,-0.65,1,-3.59,1.34,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,"Next Open 2 Close",900,477,53,0.02,0.04,1.08,0.4,-0.41,0.97,-2.14,0.96,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,T+1,900,475,53,0.04,0.04,1.16,0.52,-0.5,1.05,-3.59,1.8,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,"Over Night Gap",900,478,53,0.02,0.03,1.16,0.28,-0.27,1.05,-3.41,1.83,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,845,448,53,0.01,0.05,0.95,0.59,-0.64,0.92,-3.59,0.38,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,"Next Open 2 Close",810,426,53,0.02,0.03,1.01,0.5,-0.51,0.97,-3.65,0.69,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+1,810,432,53,0.05,0.03,1.09,0.61,-0.59,1.04,-4.19,1.7,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,"Over Night Gap",685,363,53,0.02,0.02,1.13,0.28,-0.27,1.04,-3.41,1.46,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,"Over Night Gap",572,301,53,0.01,0.03,0.95,0.35,-0.37,0.95,-3.41,0.39,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,T+5,568,301,53,0.13,0.16,1.05,1.59,-1.52,1.05,-7.28,1.54,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+4,568,303,53,0.01,0.1,1.01,0.87,-0.96,0.9,-6.06,0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,552,291,53,0.02,0.1,0.94,1.02,-1.11,0.92,-6.25,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Next Open 2 Close",525,276,53,0,0.04,0.9,0.44,-0.48,0.91,-2.58,0.07,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,525,279,53,0.03,0.13,0.96,1.07,-1.15,0.93,-7.55,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"Next Open 2 Close",462,247,53,0.02,0.09,1.02,0.85,-0.94,0.91,-7.47,0.28,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Long,T+5,386,206,53,0.04,0.16,0.95,1.41,-1.53,0.92,-7.28,0.44,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+4,355,187,53,0,0.09,0.95,1.47,-1.63,0.9,-9.72,0.02,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,T+1,354,187,53,0.04,0.06,1,0.67,-0.67,1,-2.59,0.79,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",270,142,53,0.04,0.06,1.08,0.59,-0.56,1.05,-8.22,0.74,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",251,133,53,0.01,0.02,1.04,0.37,-0.4,0.93,-2.1,0.29,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",250,132,53,0.01,0.02,1.02,0.37,-0.4,0.92,-2.1,0.18,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,T+5,212,113,53,0.04,0.15,0.97,1.12,-1.2,0.93,-4.4,0.35,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,T+2,199,105,53,0.05,0.04,1.11,0.75,-0.73,1.04,-5.34,0.73,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+5,199,106,53,0.05,0.2,1.04,1.54,-1.63,0.94,-7.51,0.37,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+1,193,102,53,0.01,0.07,1,0.52,-0.55,0.94,-3.59,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+1,177,93,53,0.04,0.05,1.14,0.5,-0.46,1.07,-2.25,0.85,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,T+2,177,94,53,0.07,0.04,1.18,0.66,-0.6,1.1,-2.73,1.08,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"Over Night Gap",165,87,53,0.04,0,1.22,0.26,-0.21,1.28,-1.05,-1.38,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,"Next Open 2 Close",165,88,53,0.01,0.03,0.99,0.39,-0.43,0.9,-2.14,0.14,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+4,163,86,53,0.15,-0.06,1.38,0.93,-0.71,1.3,-2.12,-1.81,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,160,84,53,0.03,0.03,1,0.59,-0.59,0.99,-3.59,0.42,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",160,84,53,0.01,0.02,1,0.34,-0.34,0.98,-3.41,0.34,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+1,150,79,53,0.04,-0.06,1.08,0.49,-0.45,1.07,-2.47,-0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,137,72,53,0.03,0.06,1.03,0.9,-0.93,0.97,-2.89,0.35,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,T+2,120,63,53,0.02,-0.04,1.03,0.5,-0.51,0.99,-1.49,-0.37,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+1,117,62,53,0.1,0.06,1.31,0.72,-0.6,1.19,-2.48,1.22,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Long,T+4,90,48,53,0.14,0.12,1.37,0.88,-0.71,1.24,-2.75,1.32,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,"Next Open 2 Close",85,45,53,0.02,0.04,1.06,0.36,-0.36,1,-1.16,0.43,http://paststat.com/backtest-report/trading-strategy/SPY/May&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,May,238.31,0.65,Long,"Over Night Gap",85,45,53,0.01,0.02,0.96,0.24,-0.25,0.93,-1.07,0.17,http://paststat.com/backtest-report/trading-strategy/SPY/May&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Long,"Over Night Gap",77,41,53,0,0.03,0.93,0.24,-0.26,0.9,-1.07,0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,T+4,64,34,53,0.06,0.12,1.11,0.75,-0.72,1.04,-2.75,0.55,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+4,49,26,53,0.42,0.17,1.58,1.87,-1.22,1.54,-4.55,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",47,25,53,0.06,-0.01,1.22,0.39,-0.32,1.22,-0.89,-0.87,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,45,24,53,0.12,0.07,1.19,0.89,-0.76,1.18,-2.15,0.76,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,45,24,53,0.22,0.12,1.32,1.33,-1.05,1.27,-3.1,0.99,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Short,T+10,43,23,53,0.15,-0.11,1.08,1.48,-1.37,1.08,-3.08,-0.53,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+3,34,18,53,0.09,0.06,1.02,1.12,-1.07,1.04,-2.21,0.38,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,"Next Open 2 Close",6120,3166,52,0,0.04,1,0.65,-0.69,0.94,-9,0.28,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,T+1,3206,1664,52,0.02,0.03,1.03,0.59,-0.58,1.01,-5.72,1.69,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,"Next Open 2 Close",2265,1186,52,0.01,0.06,1.03,0.86,-0.92,0.94,-9,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",1925,1006,52,0.01,0.02,1.03,0.26,-0.25,1.02,-3.41,1.6,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,T+1,1188,615,52,0.04,0.04,1.07,0.73,-0.69,1.05,-5.72,1.52,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Long,T+1,1045,539,52,0.01,0.03,0.94,0.64,-0.66,0.97,-5.72,0.38,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",845,441,52,0.02,0.03,1.06,0.31,-0.29,1.08,-3.41,1.63,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Over Night Gap",783,410,52,0,0,1.03,0.25,-0.27,0.92,-2.49,-0.13,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,"Next Open 2 Close",745,390,52,0,0.03,0.99,0.36,-0.39,0.91,-2.1,0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",601,314,52,0,0.02,1.01,0.23,-0.24,0.95,-3.41,0.29,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,"Over Night Gap",588,305,52,0,0.02,0.99,0.22,-0.24,0.95,-3.41,0.17,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",527,275,52,0,0.03,0.97,0.38,-0.41,0.93,-2.58,0.11,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Over Night Gap",527,272,52,0,0,1.07,0.22,-0.23,0.94,-1.2,-0.02,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+1,494,256,52,0.04,0.02,1.03,0.52,-0.48,1.09,-2.88,1.29,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,490,253,52,0.01,0.05,0.92,0.77,-0.8,0.97,-5.22,0.27,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Over Night Gap",464,239,52,0,0,1.11,0.23,-0.23,0.98,-1.18,-0.27,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,T+2,391,204,52,0.02,0.04,0.91,0.99,-1.04,0.96,-4.32,0.32,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,"Next Open 2 Close",354,185,52,0.02,0.06,0.95,0.56,-0.57,0.98,-2.34,0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,"Next Open 2 Close",303,159,52,0,0.03,0.97,0.35,-0.38,0.92,-2.27,0.11,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,"Over Night Gap",303,157,52,0.03,0.01,1.16,0.27,-0.24,1.14,-3.41,1.16,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+5,297,154,52,0.13,0.15,1.07,1.68,-1.54,1.09,-10.19,1.05,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",262,137,52,0.11,-0.04,1.28,0.88,-0.73,1.21,-3.79,-1.67,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",262,135,52,0.04,0.02,1.08,0.58,-0.53,1.08,-8.22,0.66,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,"Over Night Gap",261,137,52,0.02,0.02,0.97,0.39,-0.39,1,-2.45,0.49,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,"Over Night Gap",206,107,52,0.02,0,1.05,0.27,-0.24,1.09,-1.05,-0.76,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,T+4,204,107,52,0.13,-0.06,1.31,0.95,-0.76,1.24,-2.47,-1.74,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,"Next Open 2 Close",199,103,52,0,0.01,0.97,0.38,-0.4,0.94,-2.14,0.04,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+1,195,102,52,0.01,0.04,0.98,0.87,-0.92,0.94,-3.78,0.17,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Over Night Gap",183,95,52,0,0,0.9,0.29,-0.3,0.94,-1.46,-0.08,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,180,93,52,0.07,0.04,0.89,1.11,-1.04,1.07,-4.49,0.61,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Long,T+10,157,82,52,0.03,0.16,1,1.07,-1.1,0.97,-3.54,0.33,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+3,147,76,52,0.02,0.06,0.99,0.74,-0.76,0.97,-2.36,0.19,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+4,147,76,52,0,0.07,0.96,0.93,-0.99,0.94,-2.6,0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+5,147,77,52,0.05,0.13,1.04,1.07,-1.06,1,-5.53,0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,"Over Night Gap",147,77,52,0.01,0.02,1.02,0.26,-0.26,1.01,-0.88,0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,145,75,52,0.01,0.02,0.95,0.58,-0.6,0.97,-3.59,0.18,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,141,73,52,0.01,0.03,0.92,0.53,-0.55,0.96,-3.59,0.14,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",141,74,52,0.01,0.02,0.93,0.29,-0.31,0.94,-3.41,0.15,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,137,71,52,0.04,-0.01,1.07,0.44,-0.4,1.1,-2.47,-0.65,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+2,127,66,52,0.13,-0.01,1.37,0.75,-0.53,1.41,-1.63,-1.64,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,T+4,120,62,52,0.11,-0.09,1.24,0.96,-0.8,1.19,-2.49,-1.06,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+10,116,60,52,0.18,0.16,1.25,1.63,-1.36,1.19,-5.13,1.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,114,59,52,0.07,-0.03,1.24,0.5,-0.4,1.25,-2.47,-1.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Long,T+4,75,39,52,0.06,0.09,1.13,0.76,-0.69,1.1,-2.75,0.63,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,"Next Open 2 Close",66,34,52,0.01,-0.01,0.98,0.34,-0.33,1.02,-0.79,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,65,34,52,0.13,0.07,1.25,0.9,-0.72,1.25,-2.15,1.02,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,T+1,61,32,52,0.01,0.03,0.94,0.41,-0.43,0.95,-1.15,0.14,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+5,58,30,52,0.07,-0.02,0.98,1.4,-1.35,1.03,-3.53,-0.3,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,T+10,58,30,52,0.21,0.11,1.33,1.38,-1.04,1.33,-3.53,1.1,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Long,T+1,44,23,52,0.14,0.06,1.68,0.53,-0.29,1.82,-1.51,1.64,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Short,T+2,44,23,52,0.07,-0.03,1.15,0.68,-0.59,1.15,-1.62,-0.59,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Long,T+5,44,23,52,0.03,0.09,0.92,1.02,-1.05,0.97,-3.69,0.15,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+3,27,14,52,0.05,0.06,0.89,1.25,-1.25,1,-2.21,0.17,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,T+1,1667,849,51,0.01,0.02,0.99,0.63,-0.63,0.99,-4.99,0.39,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",1548,791,51,0,0.03,0.98,0.61,-0.64,0.96,-4.64,0.04,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",1188,600,51,0,0.01,0.97,0.61,-0.62,0.99,-4.64,0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,1047,531,51,0,0.02,0.95,0.64,-0.66,0.98,-5.22,0.08,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,963,494,51,0.01,0.03,0.98,0.68,-0.68,0.99,-5.22,0.44,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"Next Open 2 Close",882,454,51,0.02,0.02,1.03,0.52,-0.5,1.04,-6.27,0.97,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,875,443,51,0,0.02,0.95,0.67,-0.68,0.98,-5.22,0.09,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",821,417,51,0,0.02,0.95,0.45,-0.46,0.98,-2.58,0.11,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,821,416,51,0.03,0.02,0.99,0.57,-0.53,1.07,-3.59,0.98,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",751,380,51,0,0.02,0.95,0.47,-0.48,0.98,-2.58,0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,751,383,51,0.03,0.02,1,0.59,-0.55,1.07,-3.59,1,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",751,382,51,0.03,0.01,1.08,0.31,-0.26,1.18,-3.41,1.88,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Long,T+1,745,380,51,0,0.02,0.98,0.45,-0.47,0.96,-3.59,0.01,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,T+1,685,347,51,0.02,0.01,1.06,0.53,-0.5,1.06,-3.59,0.78,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",626,320,51,0.01,0.05,1.05,0.71,-0.73,0.98,-4.64,0.2,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,T+1,568,290,51,0.02,-0.01,1.07,0.47,-0.45,1.04,-2.47,-0.72,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",552,279,51,0.01,0,1.08,0.59,-0.58,1.02,-3.79,-0.32,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,527,268,51,0,0.02,0.89,0.45,-0.46,0.97,-3.59,0.07,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",525,270,51,0,0.02,0.85,0.25,-0.25,0.97,-3.41,0.19,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,T+1,520,267,51,0.01,0.03,0.96,0.73,-0.75,0.98,-3.78,0.32,http://paststat.com/backtest-report/trading-strategy/SPY/May&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,T+1,449,231,51,0.04,-0.01,1.16,0.44,-0.39,1.12,-1.4,-1.32,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Short,"Next Open 2 Close",391,201,51,0.04,-0.02,1.18,0.63,-0.59,1.07,-3.33,-0.89,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Short,T+1,391,201,51,0.02,-0.02,1.11,0.71,-0.7,1.01,-4.4,-0.47,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,"Next Open 2 Close",297,150,51,0,0.01,0.88,0.65,-0.66,0.99,-2.54,0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,270,139,51,0.01,0.03,0.96,1.02,-1.07,0.96,-5.22,0.08,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,T+5,261,132,51,0.22,0.07,1.17,1.84,-1.43,1.28,-7.51,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"2nd Quarter",238.31,0.65,Long,"Over Night Gap",251,127,51,0.02,0.01,1.09,0.31,-0.28,1.12,-3.41,0.72,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,T+5,203,104,51,0.09,-0.03,1.14,0.99,-0.86,1.15,-2.56,-1.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,T+20,202,103,51,0.17,0.1,0.87,2.69,-2.44,1.1,-10.65,0.76,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/twenty-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",199,102,51,0.07,0.01,1.31,0.36,-0.25,1.47,-1.84,1.94,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,"Over Night Gap",193,98,51,0.02,0.01,1.08,0.3,-0.27,1.12,-3.41,0.66,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,T+10,193,98,51,0.2,0.08,0.99,2.64,-2.31,1.14,-8.75,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+10,181,93,51,0.19,0.08,1.04,1.89,-1.61,1.17,-5.23,1.17,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/ten-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",180,91,51,0.06,0.01,1,0.57,-0.47,1.21,-2.53,0.97,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,180,91,51,0.12,0.01,1.11,0.77,-0.53,1.44,-3.32,1.61,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",180,92,51,0.07,0.01,1.22,0.38,-0.26,1.46,-1.84,1.82,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+1,180,91,51,0.03,-0.03,1.02,0.6,-0.56,1.07,-2.47,-0.44,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",180,92,51,0.02,0.02,0.99,0.36,-0.34,1.06,-3.41,0.41,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,177,90,51,0.02,0.02,1,0.55,-0.53,1.04,-3.59,0.32,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,T+2,165,84,51,0.05,0.01,1.06,0.78,-0.71,1.09,-5.34,0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+1,147,75,51,0.01,0.02,0.99,0.39,-0.39,1.01,-1.81,0.23,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",145,74,51,0,0.01,0.95,0.34,-0.35,0.98,-3.41,0.08,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,"Next Open 2 Close",120,61,51,0.04,0,1.21,0.3,-0.23,1.26,-1.02,-1.07,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Long,T+3,120,61,51,0.02,0.04,0.96,0.67,-0.66,1.01,-2.33,0.2,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,T+5,120,61,51,0.06,0,1.09,0.98,-0.89,1.1,-3.11,-0.54,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,94,48,51,0.07,-0.06,1.14,0.67,-0.55,1.21,-2.47,-0.8,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,94,48,51,0.09,0.03,1.09,1.17,-1.04,1.12,-4.55,0.61,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Over Night Gap",94,48,51,0.05,-0.01,1.05,0.43,-0.35,1.23,-1.46,-0.73,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,81,41,51,0.09,-0.07,1.18,0.76,-0.6,1.27,-2.47,-0.85,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Short,"Next Open 2 Close",77,39,51,0.02,0,1.02,0.37,-0.34,1.07,-0.83,-0.31,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"Next Open 2 Close",69,35,51,0.02,0.01,1.02,0.58,-0.55,1.06,-2.14,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Long,T+10,69,35,51,0.28,0.04,1.56,1.42,-0.9,1.57,-3.53,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,67,34,51,0.16,0,1.23,1.12,-0.83,1.35,-3.09,-0.98,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Short,"Next Open 2 Close",61,31,51,0.01,0,0.99,0.33,-0.31,1.05,-0.89,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",59,30,51,0.07,0,1.2,0.51,-0.39,1.32,-1.14,-0.85,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,59,30,51,0.16,-0.17,1.19,1.2,-0.91,1.31,-3.09,-0.89,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,2nd Quarter",238.31,0.65,Long,T+4,47,24,51,0.21,0.02,1.34,1.21,-0.83,1.45,-2.32,1.19,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",1099,548,50,0.02,0.01,1.09,0.67,-0.63,1.08,-7.97,-0.78,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",919,455,50,0,0.01,0.99,0.55,-0.53,1.03,-3.33,-0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",875,434,50,0.01,0.01,1.03,0.57,-0.55,1.04,-3.79,-0.23,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",821,408,50,0.02,0,1.06,0.3,-0.25,1.21,-3.41,1.74,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,783,391,50,0.01,0.01,1.07,0.52,-0.5,1.03,-2.56,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",675,338,50,0.02,0,1.13,0.47,-0.43,1.11,-2.1,-0.97,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,675,337,50,0.01,0.01,1.11,0.54,-0.51,1.06,-2.56,-0.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+5,605,301,50,0.02,0.03,1.17,1.3,-1.24,1.05,-5.02,-0.37,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Next Open 2 Close",490,245,50,0,0,0.93,0.62,-0.61,1.01,-3.14,0.09,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",490,245,50,0.01,0,0.9,0.41,-0.39,1.05,-8.22,0.31,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Over Night Gap",355,179,50,0.01,0,1.04,0.43,-0.41,1.04,-6.13,-0.32,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,T+1,303,152,50,0.03,0.01,1.07,0.5,-0.44,1.13,-3.59,0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/one-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,262,132,50,0.07,0,1.11,1.1,-0.97,1.13,-6.93,-0.83,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,262,132,50,0.14,-0.05,1.12,1.71,-1.45,1.18,-7.72,-1.07,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,"Over Night Gap",250,126,50,0.02,0.01,1.06,0.3,-0.28,1.1,-3.41,0.59,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",203,101,50,0.02,0,1.02,0.37,-0.32,1.14,-3.41,0.52,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Next Open 2 Close",199,99,50,0.02,0,0.89,0.5,-0.44,1.12,-2.53,0.49,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,199,100,50,0.09,0.02,1.06,0.68,-0.5,1.35,-3.32,1.37,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,199,100,50,0,0.03,0.8,0.98,-0.99,0.99,-4.49,0.02,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Short,"Next Open 2 Close",195,97,50,0.03,0.01,1.04,0.78,-0.71,1.1,-3.33,-0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+1,183,92,50,0,0.02,0.95,0.54,-0.54,1,-3.59,0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",177,89,50,0.01,0.01,0.98,0.32,-0.31,1.03,-3.41,0.17,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Short,"Next Open 2 Close",177,88,50,0.01,0.01,0.98,0.37,-0.34,1.09,-2.2,-0.33,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,158,79,50,0,0.01,0.92,0.48,-0.48,1.01,-3.59,0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",127,63,50,0.06,0.01,1.3,0.4,-0.28,1.43,-1.19,-1.36,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,T+1,120,60,50,0.02,0,1.01,0.4,-0.36,1.1,-0.97,-0.4,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,T+4,116,58,50,0.08,0,1.12,1.21,-1.06,1.14,-4.24,0.56,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,110,55,50,0.06,0.01,1.16,0.45,-0.34,1.35,-0.87,-1.04,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Friday",238.31,0.65,Short,T+3,44,22,50,0.14,0.02,1.27,0.99,-0.71,1.39,-2.25,-0.88,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+1,34,17,50,0.1,0.01,1.31,0.53,-0.32,1.63,-1.51,0.96,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",34,17,50,0.06,0,1.23,0.37,-0.25,1.48,-0.87,0.84,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Short,"Next Open 2 Close",1667,812,49,0.01,0.03,1.03,0.56,-0.52,1.08,-5.83,-0.37,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,"Over Night Gap",1667,815,49,0.02,0,1.06,0.35,-0.3,1.15,-3.41,1.32,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",1245,613,49,0.01,0.02,1.03,0.68,-0.64,1.06,-7.97,-0.37,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",1047,515,49,0,0.03,1.03,0.55,-0.52,1.05,-3.79,-0.19,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",1045,507,49,0.01,0.03,1.05,0.59,-0.54,1.08,-3.33,-0.21,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Friday",238.31,0.65,Short,"Next Open 2 Close",985,478,49,0.01,0.03,1.02,0.68,-0.62,1.09,-7.97,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",963,472,49,0,0.03,1.02,0.57,-0.55,1.04,-3.79,-0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",963,475,49,0.02,0,1.01,0.38,-0.34,1.12,-8.22,0.77,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",845,417,49,0.01,0.02,1.07,0.53,-0.49,1.08,-2.91,-0.56,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",783,384,49,0,0.02,1.04,0.45,-0.42,1.06,-2.1,-0.21,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50",238.31,0.65,Short,"Over Night Gap",745,363,49,0,0.02,0.98,0.26,-0.25,1.06,-1.46,-0.03,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,T+1,722,357,49,0.01,0.01,1.01,0.47,-0.44,1.05,-2.47,-0.27,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,"Over Night Gap",722,352,49,0,0.02,0.99,0.26,-0.24,1.06,-1.46,-0.11,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",675,329,49,0.01,0,0.93,0.28,-0.25,1.13,-3.41,0.58,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+4,606,298,49,0.05,0.02,1.21,1.25,-1.1,1.13,-4.59,-0.86,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",572,282,49,0.01,0.04,1.06,0.65,-0.61,1.06,-3.33,-0.26,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Short,T+1,572,280,49,0,0.03,1.04,0.76,-0.73,1.04,-4.4,-0.02,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,"Over Night Gap",568,279,49,0,0.01,0.98,0.25,-0.24,1.05,-1.46,-0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+1,552,271,49,0,0.02,1.06,0.76,-0.72,1.05,-6.93,-0.07,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",552,271,49,0.01,0,0.92,0.4,-0.37,1.08,-8.22,0.27,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Short,"Next Open 2 Close",520,256,49,0.01,0.05,1.05,0.65,-0.61,1.06,-3.33,-0.21,http://paststat.com/backtest-report/trading-strategy/SPY/May&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Friday",238.31,0.65,Short,"Next Open 2 Close",494,244,49,0.01,0.01,1.08,0.43,-0.41,1.05,-2.13,-0.19,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,"Next Open 2 Close",449,219,49,0.03,0.01,1.17,0.37,-0.3,1.25,-1.39,-1.37,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,"Over Night Gap",449,220,49,0.01,0.01,0.99,0.24,-0.22,1.09,-1.2,-0.36,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",447,219,49,0.02,0.04,1.01,0.96,-0.89,1.08,-7.97,-0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",428,210,49,0.01,0,0.91,0.39,-0.36,1.1,-3.41,0.36,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",399,196,49,0.01,0,0.89,0.39,-0.36,1.09,-3.41,0.29,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Short,T+1,390,190,49,0.02,0.03,1.09,0.73,-0.65,1.13,-4.4,-0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+2,355,175,49,0.07,0.03,1.13,1.23,-1.05,1.17,-5.36,-0.89,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",270,132,49,0.04,0.04,1.09,0.85,-0.74,1.15,-3.79,-0.56,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,"Next Open 2 Close",215,106,49,0.02,0.04,1.07,0.52,-0.47,1.1,-2.34,-0.39,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+10,207,101,49,0.07,0.07,1.15,1.76,-1.54,1.14,-5.47,-0.45,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/ten-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",206,100,49,0.02,0.01,1.07,0.4,-0.34,1.2,-1.58,-0.67,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+1,203,100,49,0,0.02,0.95,0.59,-0.57,1.05,-2.47,-0.08,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",165,81,49,0.04,0.01,1.16,0.38,-0.29,1.29,-0.79,-1.01,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+2,164,81,49,0.15,0.01,1.47,0.79,-0.48,1.64,-1.15,-2.06,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+3,164,80,49,0.14,0.05,1.4,0.89,-0.58,1.53,-1.49,-1.83,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Long,T+2,147,72,49,0.01,-0.02,0.99,0.6,-0.56,1.07,-2.73,0.12,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+3,127,62,49,0.05,0.05,1.05,0.8,-0.66,1.2,-2.2,-0.57,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+4,127,62,49,0.07,0.06,1.12,0.9,-0.73,1.24,-2.52,-0.73,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+4,110,54,49,0.04,0.04,1.05,0.89,-0.77,1.15,-2.49,-0.45,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Over Night Gap",81,40,49,0.06,0.02,1.1,0.49,-0.36,1.38,-1.46,-0.83,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Short,T+2,61,30,49,0.04,0.01,1.02,0.64,-0.53,1.2,-1.33,-0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",57,28,49,0.05,0.01,1.01,0.53,-0.41,1.29,-1.16,-0.59,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+2,57,28,49,0.13,0.04,1.1,1.13,-0.84,1.35,-3.09,-0.73,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+4,45,22,49,0.27,0,1.31,1.83,-1.22,1.51,-4.55,1.01,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,T+2,37,18,49,0.09,-0.1,0.98,0.79,-0.57,1.38,-2.02,0.58,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Over Night Gap",37,18,49,0.08,0,1.48,0.4,-0.21,1.88,-0.87,1.24,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Short,"Next Open 2 Close",4447,2142,48,0.01,0.03,1.02,0.57,-0.52,1.1,-9.3,-0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Short,"Next Open 2 Close",4089,1975,48,0.01,0.03,1.03,0.55,-0.5,1.09,-3.33,-0.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,"Next Open 2 Close",3563,1714,48,0.01,0.03,1.04,0.52,-0.47,1.11,-2.91,-0.7,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Short,"Next Open 2 Close",3448,1663,48,0.01,0.03,1.03,0.55,-0.5,1.1,-9.3,-0.45,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,"Next Open 2 Close",3206,1543,48,0,0.03,1.02,0.53,-0.49,1.08,-3.33,-0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Short,"Next Open 2 Close",2448,1168,48,0.01,0.03,1.07,0.49,-0.43,1.15,-2.52,-0.84,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,"Next Open 2 Close",2427,1159,48,0.01,0.03,1.07,0.49,-0.43,1.15,-2.52,-0.93,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,"Next Open 2 Close",1925,917,48,0.01,0.03,1.09,0.48,-0.41,1.17,-2.34,-1.01,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,T+1,1925,923,48,0,0.03,1.05,0.53,-0.49,1.09,-2.54,-0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Short,"Next Open 2 Close",1284,611,48,0,0.05,0.96,0.73,-0.66,1.11,-9.3,-0.12,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Short,"Next Open 2 Close",1223,590,48,0,0.03,1,0.69,-0.65,1.07,-7.97,-0.01,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",1162,563,48,0.02,0.03,1.06,0.61,-0.55,1.13,-2.91,-0.71,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",1047,504,48,0.01,0,0.97,0.36,-0.32,1.12,-8.22,0.4,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"Over Night Gap",875,422,48,0.01,0,0.97,0.38,-0.33,1.13,-8.22,0.44,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,"Next Open 2 Close",722,346,48,0,0.02,1.01,0.39,-0.35,1.12,-1.95,-0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Short,"Next Open 2 Close",685,328,48,0,0.03,0.99,0.42,-0.39,1.09,-2.2,-0.04,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",608,291,48,0.02,0.03,1.11,0.52,-0.44,1.16,-2.34,-0.59,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+1,608,293,48,0.02,0.03,1.14,0.6,-0.52,1.15,-2.54,-0.59,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/one-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"Over Night Gap",608,291,48,0,0.02,1.06,0.29,-0.26,1.11,-1.24,-0.16,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/Over-Night-Gap/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,"Next Open 2 Close",601,290,48,0.02,0.02,1.09,0.36,-0.31,1.18,-1.55,-0.85,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,T+1,601,291,48,0.01,0.02,1.04,0.44,-0.39,1.13,-1.71,-0.51,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,"Next Open 2 Close",588,283,48,0.01,0.02,1.07,0.36,-0.31,1.17,-1.55,-0.7,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,T+1,588,285,48,0.01,0.02,1.03,0.43,-0.39,1.12,-1.71,-0.46,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,"Next Open 2 Close",568,274,48,0.02,0.02,1.08,0.4,-0.34,1.18,-1.95,-0.8,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+5,526,250,48,0.02,0.11,1.02,1.3,-1.15,1.13,-4.58,-0.22,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",464,224,48,0.01,0.03,1.03,0.44,-0.39,1.13,-2.1,-0.4,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,464,225,48,0.02,0.02,1.11,0.51,-0.45,1.13,-2.38,-0.5,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,T+2,449,214,48,0.05,0.03,1.14,0.67,-0.52,1.29,-2.07,-1.24,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+5,427,204,48,0,0.14,1.03,1.77,-1.62,1.1,-8.33,-0.02,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Short,"Next Open 2 Close",390,189,48,0.03,0.05,1.14,0.63,-0.53,1.2,-2.34,-0.89,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+3,355,169,48,0.07,0.1,1.08,1.53,-1.26,1.21,-7.06,-0.67,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,270,129,48,0.01,0.13,0.98,1.69,-1.53,1.1,-7.72,-0.06,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"Next Open 2 Close",242,116,48,0.05,0,1.01,0.7,-0.56,1.26,-4.62,0.67,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+1,215,103,48,0,0.03,1,0.61,-0.56,1.09,-2.38,-0.03,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/one-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,T+1,206,99,48,0.04,0.03,1.12,0.54,-0.42,1.3,-1.52,-0.96,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",193,93,48,0.01,0.01,0.97,0.39,-0.35,1.12,-1.58,-0.22,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+1,165,79,48,0.08,0.03,1.31,0.53,-0.34,1.57,-1.04,-1.6,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+5,126,61,48,0.05,0.04,1.05,0.98,-0.83,1.18,-2.51,-0.44,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+5,109,52,48,0.02,0.05,0.97,1.03,-0.89,1.15,-2.4,-0.2,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,67,32,48,0.18,0.18,1.27,1.41,-0.93,1.5,-3.38,-1.03,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+2,65,31,48,0.05,0.04,1.08,0.65,-0.49,1.31,-1.15,-0.57,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+4,52,25,48,0.06,-0.01,1,1.18,-0.97,1.21,-4.24,0.31,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,T+5,52,25,48,0.02,-0.07,0.89,1.2,-1.07,1.12,-2.57,0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+1,27,13,48,0.11,0,1.2,0.6,-0.35,1.72,-1.51,0.82,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"Over Night Gap",27,13,48,0.05,0,1.03,0.43,-0.3,1.41,-0.87,0.55,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,T+4,720,335,47,0.01,0.09,1,1.01,-0.86,1.18,-3.52,-0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/four-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+2,607,284,47,0.05,0.07,1.23,0.92,-0.72,1.28,-4.22,-1.09,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,T+4,599,284,47,0.04,0.07,1.06,0.94,-0.78,1.21,-2.77,-0.78,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,T+5,598,282,47,0.05,0.07,1.09,1.09,-0.87,1.25,-3.36,-0.94,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,T+4,586,275,47,0.03,0.08,1.04,0.95,-0.78,1.21,-2.77,-0.61,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,T+5,585,273,47,0.04,0.09,1.06,1.09,-0.88,1.24,-3.36,-0.73,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/five-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,T+2,568,266,47,0.03,0.04,1.09,0.74,-0.59,1.26,-2.91,-0.88,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+5,463,218,47,0.04,0.12,1.05,1.37,-1.14,1.2,-4.58,-0.52,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,T+4,449,213,47,0.03,0.07,1.05,0.89,-0.75,1.19,-2.77,-0.58,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/four-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,T+5,448,209,47,0.04,0.07,1.04,1.06,-0.86,1.24,-3.36,-0.6,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/five-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,428,202,47,0.1,0.07,1.21,1.25,-0.93,1.34,-5.36,-1.31,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,428,199,47,0.17,0.11,1.29,1.63,-1.1,1.49,-5.96,-1.94,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+4,428,202,47,0.05,0.11,1.1,1.68,-1.41,1.19,-7.34,-0.48,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,399,187,47,0.11,0.08,1.23,1.3,-0.93,1.39,-5.36,-1.44,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+3,399,186,47,0.19,0.14,1.32,1.69,-1.12,1.51,-5.96,-2.04,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+4,399,188,47,0.05,0.12,1.1,1.73,-1.44,1.2,-7.34,-0.49,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+5,398,187,47,0,0.18,1.02,1.83,-1.61,1.13,-8.33,-0.04,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,262,122,47,0.09,0.15,1.04,2.03,-1.61,1.26,-11.88,-0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+4,262,122,47,0.05,0.18,1,2.41,-1.99,1.21,-13.29,-0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+5,262,122,47,0.12,0.25,1,2.69,-2.12,1.27,-9.48,-0.58,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,T+2,205,97,47,0.1,0.05,1.26,0.79,-0.53,1.5,-2.19,-1.5,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,2nd Quarter",238.31,0.65,Short,T+3,205,97,47,0.12,0.07,1.28,0.96,-0.64,1.5,-2.19,-1.6,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&2nd-Quarter&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",180,84,47,0.04,0.03,1.1,0.5,-0.36,1.4,-1.19,-0.91,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",150,71,47,0.02,0.01,1.06,0.4,-0.32,1.28,-1.19,-0.61,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+2,150,71,47,0,0.05,0.92,0.74,-0.65,1.13,-2.91,-0.06,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Friday",238.31,0.65,Short,"Next Open 2 Close",147,69,47,0,0.03,0.95,0.33,-0.29,1.16,-1.63,-0.11,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Friday&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Short,"Next Open 2 Close",93,44,47,0,0.04,0.86,0.4,-0.36,1.11,-0.89,0,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Short,"Over Night Gap",93,44,47,0.02,0.02,0.86,0.32,-0.25,1.27,-1.05,-0.36,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+1,89,42,47,0.07,0.03,1.22,0.53,-0.34,1.57,-0.87,-1.04,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Short,T+1,77,36,47,0.01,0.03,0.93,0.49,-0.41,1.2,-1.32,-0.18,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+1,66,31,47,0.03,0.03,0.96,0.48,-0.38,1.28,-1.04,-0.38,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,"Over Night Gap",66,31,47,0.01,0.02,0.97,0.26,-0.21,1.26,-1.05,-0.33,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/Over-Night-Gap/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+10,58,27,47,0.03,0.26,0.83,1.93,-1.62,1.19,-5.77,-0.1,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+5,782,361,46,0.02,0.15,1.03,1.45,-1.2,1.2,-5.44,-0.3,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,T+3,607,280,46,0.05,0.11,1.22,1.14,-0.88,1.3,-4.25,-1,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,T+2,600,274,46,0.02,0.06,1.05,0.67,-0.52,1.28,-2.07,-0.64,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Short,T+4,387,178,46,0.01,0.25,1.06,1.45,-1.22,1.19,-4.25,-0.08,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",203,93,46,0.02,0.04,1.01,0.5,-0.38,1.33,-1.2,-0.55,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+10,125,57,46,0.14,0.17,1.09,1.61,-1.09,1.47,-3.61,-0.83,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Short,T+3,116,53,46,0.04,0.11,0.96,1.22,-0.95,1.28,-3.38,-0.32,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",114,52,46,0.03,0.03,1.16,0.38,-0.26,1.44,-1.08,-0.68,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,110,51,46,0.1,0.08,1.18,0.93,-0.62,1.49,-1.88,-1.04,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Short,T+1,93,43,46,0.02,0.03,0.9,0.58,-0.46,1.25,-1.7,-0.24,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/one-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"Next Open 2 Close",81,37,46,0.03,0.03,1.04,0.51,-0.38,1.35,-1.08,-0.39,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Short,T+2,76,35,46,0.03,0.05,1.01,0.64,-0.49,1.3,-1.33,-0.35,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+3,59,27,46,0.18,0.23,1.24,1.54,-0.96,1.6,-3.38,-0.92,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Short,T+3,52,24,46,0.03,0.06,0.97,1.08,-0.86,1.25,-2.18,-0.2,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,1047,476,45,0.01,0.1,1.04,1.11,-0.9,1.23,-7.72,-0.32,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,875,393,45,0.01,0.12,1.04,1.17,-0.93,1.26,-7.72,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,783,353,45,0,0.09,1.02,0.86,-0.7,1.22,-4.48,-0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,T+2,721,324,45,0.02,0.07,1.03,0.74,-0.57,1.29,-2.91,-0.49,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+5,674,304,45,0.02,0.16,1.03,1.49,-1.19,1.25,-4.58,-0.28,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,T+3,600,271,45,0.02,0.09,1.03,0.82,-0.65,1.27,-2.76,-0.41,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,T+2,587,266,45,0.01,0.07,1.02,0.66,-0.52,1.26,-2.07,-0.36,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,T+3,587,262,45,0.01,0.1,1.01,0.82,-0.65,1.27,-2.76,-0.21,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+4,464,210,45,0.04,0.12,1.04,1.31,-1.02,1.29,-4.59,-0.49,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,T+3,449,201,45,0.03,0.1,1.06,0.83,-0.62,1.33,-2.76,-0.62,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Short,T+2,389,175,45,0.02,0.11,1.09,1.12,-0.88,1.27,-4.22,-0.3,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+5,270,121,45,0.06,0.46,0.96,2.72,-2.11,1.29,-9.48,-0.29,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/five-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+2,214,96,45,0.01,0.08,1.06,0.92,-0.73,1.25,-4.22,-0.1,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+4,213,96,45,0.01,0.29,0.98,1.22,-0.99,1.23,-2.73,-0.05,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/four-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",94,42,45,0.02,0.04,1.02,0.49,-0.35,1.39,-1.08,-0.39,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,94,42,45,0.05,0.13,0.98,1.09,-0.8,1.36,-3.35,-0.34,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,2nd Quarter",238.31,0.65,Short,T+2,92,41,45,0.02,0.05,0.88,0.81,-0.6,1.34,-3.09,-0.23,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+10,66,30,45,0.09,0.26,0.92,2,-1.5,1.34,-5.77,-0.32,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+10,55,25,45,0.01,0.25,0.78,1.85,-1.52,1.22,-5.77,-0.04,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/ten-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Short,T+3,721,319,44,0.02,0.11,1.03,0.93,-0.7,1.32,-3.38,-0.46,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,675,300,44,0,0.1,1.03,0.9,-0.71,1.26,-3.04,-0.1,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 50",238.31,0.65,Short,T+3,568,249,44,0.02,0.13,1.03,0.95,-0.71,1.35,-3.38,-0.46,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,527,233,44,0,0.09,1.03,0.81,-0.64,1.26,-3.04,-0.01,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,464,205,44,0.02,0.08,1.09,0.86,-0.64,1.34,-3.04,-0.47,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/two-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,May",238.31,0.65,Short,T+3,388,172,44,0.03,0.18,1.11,1.37,-1.03,1.32,-5.56,-0.38,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&May&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"Next Open 2 Close",137,60,44,0.01,0.05,1,0.36,-0.26,1.37,-1.08,-0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,T+2,34,15,44,0.05,-0.14,0.89,1.08,-0.76,1.41,-2.02,0.24,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,1047,455,43,0,0.17,1,1.41,-1.08,1.31,-11.88,-0.09,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,875,374,43,0.01,0.19,0.99,1.48,-1.09,1.36,-11.88,-0.15,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,783,338,43,0.03,0.17,1.06,1.18,-0.85,1.39,-4.36,-0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+3,527,226,43,0.01,0.14,1.03,1.07,-0.79,1.36,-3.6,-0.19,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+3,214,91,43,0.02,0.2,1.06,1.18,-0.83,1.42,-4.14,-0.27,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"Next Open 2 Close",65,28,43,0.01,0.05,0.84,0.67,-0.48,1.39,-1.2,-0.14,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/Next-Open-2-Close/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,May",238.31,0.65,Short,T+3,65,28,43,0.03,0.19,1.01,0.8,-0.56,1.44,-1.49,-0.28,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+3,675,284,42,0.03,0.2,1.06,1.24,-0.84,1.47,-3.54,-0.63,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+3,464,197,42,0.06,0.16,1.09,1.18,-0.77,1.53,-3.54,-0.96,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/three-day/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,89,37,42,0.09,0.09,1.13,0.96,-0.53,1.81,-1.63,-0.83,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+3,89,37,42,0.05,0.14,1.04,1,-0.63,1.6,-1.88,-0.48,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,May",238.31,0.65,Short,T+3,76,32,42,0.01,0.2,0.94,0.81,-0.58,1.41,-1.7,-0.09,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,T+3,57,24,42,0.02,0.33,0.89,1.36,-0.95,1.43,-3.38,-0.11,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/three-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,May",238.31,0.65,Long,"1st -'ve Cls in 5 Days",24,10,42,0.29,-0.21,1.59,1.44,-0.54,2.68,-1.33,1.29,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,137,56,41,0.01,0.12,0.93,0.86,-0.57,1.5,-2.91,-0.14,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+2,114,47,41,0.03,0.14,0.99,0.96,-0.62,1.54,-2.91,-0.31,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,T+2,110,45,41,0.07,0.09,1.09,0.87,-0.48,1.81,-1.63,-0.81,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,T+2,27,11,41,0.07,-0.17,0.89,1.33,-0.79,1.69,-2.02,0.3,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/two-day/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",49,19,39,0.42,-0.12,1.59,2.41,-0.83,2.89,-2.22,1.65,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,T+3,114,43,38,0.01,0.26,0.94,1.18,-0.71,1.67,-3.38,-0.05,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/three-day/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,10% Top Range from Year High",238.31,0.65,Long,"1st -'ve Cls in 5 Days",181,66,36,0.14,-0.19,1.14,1.65,-0.73,2.25,-2.9,1.35,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",341,118,35,0.23,-0.19,1.4,2.08,-0.75,2.75,-4.21,2.55,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",93,33,35,0.16,-0.2,1.29,1.7,-0.68,2.48,-2.48,1.14,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",66,23,35,0.18,0.19,1.31,1.55,-0.56,2.79,-2.47,-1.12,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",65,23,35,0.28,-0.16,1.47,2.05,-0.68,3,-2.15,1.48,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",275,94,34,0.21,-0.18,1.42,1.84,-0.64,2.87,-2.48,2.43,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",140,47,34,0.16,-0.12,1.31,1.51,-0.53,2.87,-3.59,1.58,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"1st -'ve Cls in 5 Days",68,23,34,0.18,-0.22,1.21,2.23,-0.87,2.56,-4.21,0.84,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",58,20,34,0.15,0.19,1.21,1.55,-0.58,2.65,-2.47,-0.86,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1281,429,33,0.21,-0.26,1.34,2.24,-0.82,2.74,-7.25,4.2,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Below-SMA-20&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",652,214,33,0.12,-0.27,1.11,1.96,-0.78,2.5,-5.72,1.9,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Below-SMA-20&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",269,88,33,0.18,-0.25,1.3,2.2,-0.79,2.77,-4.21,1.79,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",159,53,33,0.17,-0.15,1.31,1.67,-0.58,2.9,-3.59,1.64,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",45,15,33,0.26,-0.3,1.28,2.38,-0.8,2.97,-2.22,0.99,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",27,9,33,0.62,-0.13,2.65,2.68,-0.41,6.58,-1.51,2.01,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",2262,716,32,0.11,-0.34,1.14,2.65,-1.06,2.49,-9.84,2.36,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Below SMA 20",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1767,566,32,0.16,-0.34,1.2,2.73,-1.05,2.6,-7.79,2.96,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Below-SMA-20&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(50) up move,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",144,46,32,0.14,-0.14,1.23,1.67,-0.58,2.87,-3.59,1.26,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"May,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st +'ve Cls in 5 Days",56,18,32,0.12,0.17,1.05,1.53,-0.55,2.76,-2.47,-0.69,http://paststat.com/backtest-report/trading-strategy/SPY/May&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Friday",238.31,0.65,Long,"1st -'ve Cls in 5 Days",461,141,31,0.06,-0.39,1.09,2.69,-1.1,2.44,-7.84,0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,May",238.31,0.65,Long,"1st -'ve Cls in 5 Days",353,110,31,0.09,-0.21,1.03,1.72,-0.65,2.65,-2.59,1.23,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&May&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Any Random Day",238.31,0.65,Long,"1st -'ve Cls in 5 Days",6110,1812,30,0.06,-0.25,1.07,2.04,-0.78,2.61,-9.84,2.53,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200",238.31,0.65,Long,"1st -'ve Cls in 5 Days",4437,1351,30,0.1,-0.21,1.16,1.76,-0.63,2.78,-7.25,4.63,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Above SMA 50",238.31,0.65,Long,"1st -'ve Cls in 5 Days",3556,1050,30,0.05,-0.2,1.05,1.58,-0.59,2.69,-5.72,2.56,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Above-SMA-50&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,"1st -'ve Cls in 5 Days",3441,1029,30,0.1,-0.21,1.15,1.77,-0.61,2.91,-7.25,4.4,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Any Random Day",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1002,301,30,0.09,-0.18,1.21,1.57,-0.54,2.89,-4.21,2.38,http://paststat.com/backtest-report/trading-strategy/SPY/Any-Random-Day&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200",238.31,0.65,Long,"1st -'ve Cls in 5 Days",895,264,30,0.07,-0.17,1.17,1.41,-0.49,2.88,-3.59,1.98,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",623,186,30,0.1,-0.34,1.12,2.28,-0.83,2.74,-5.72,1.39,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",176,52,30,0.1,-0.16,1.17,1.61,-0.54,3.02,-3.59,1.07,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,May",238.31,0.65,Long,"1st -'ve Cls in 5 Days",60,18,30,0.01,-0.2,0.9,1.13,-0.47,2.41,-1.33,0.09,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50",238.31,0.65,Long,"1st -'ve Cls in 5 Days",4082,1193,29,0.03,-0.21,1.01,1.6,-0.62,2.58,-5.72,1.44,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,Above SMA 50",238.31,0.65,Long,"1st -'ve Cls in 5 Days",3200,921,29,0.03,-0.21,1,1.59,-0.6,2.67,-5.72,1.55,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-50&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High",238.31,0.65,Long,"1st -'ve Cls in 5 Days",2442,712,29,0.03,-0.19,1,1.44,-0.55,2.61,-3.91,1.28,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Long,"1st -'ve Cls in 5 Days",2421,705,29,0.03,-0.19,1,1.43,-0.55,2.6,-3.91,1.2,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1920,552,29,0.02,-0.19,0.96,1.4,-0.54,2.6,-3.91,0.75,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1245,359,29,0,-0.24,0.95,1.97,-0.8,2.48,-7.79,0.06,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",919,269,29,0.09,-0.2,1.11,1.79,-0.62,2.89,-3.59,1.9,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",845,241,29,0.01,-0.2,0.91,1.55,-0.61,2.55,-3.59,0.16,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",820,234,29,0.07,-0.19,1.1,1.6,-0.54,2.98,-3.59,1.69,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",750,218,29,0.08,-0.2,1.12,1.63,-0.56,2.91,-3.59,1.66,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,May,238.31,0.65,Long,"1st -'ve Cls in 5 Days",517,149,29,0.06,-0.26,0.99,1.94,-0.7,2.77,-3.78,0.92,http://paststat.com/backtest-report/trading-strategy/SPY/May&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,May",238.31,0.65,Long,"1st -'ve Cls in 5 Days",214,63,29,0,-0.2,0.95,1.45,-0.6,2.42,-2.59,0.06,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&May&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",203,58,29,0.03,-0.19,1.01,1.48,-0.55,2.7,-3.59,0.38,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",157,46,29,0.08,-0.13,1.13,1.45,-0.49,2.96,-3.59,0.9,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",34,10,29,0.43,-0.18,1.87,2.56,-0.46,5.6,-2.33,1.62,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1541,429,28,0.04,-0.29,1,2.03,-0.72,2.81,-5.72,1.12,http://paststat.com/backtest-report/trading-strategy/SPY/2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,Friday,238.31,0.65,Long,"1st -'ve Cls in 5 Days",1222,338,28,0,-0.27,0.97,2.1,-0.8,2.62,-8.86,0.04,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1184,326,28,0.06,-0.29,1.02,2.05,-0.7,2.95,-5.72,1.36,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1155,321,28,0.02,-0.28,0.95,1.88,-0.69,2.71,-5.72,0.54,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",962,269,28,0.01,-0.23,0.98,1.82,-0.69,2.62,-5.22,0.18,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"1st -'ve Cls in 5 Days",881,249,28,0.07,-0.23,1.08,1.82,-0.62,2.92,-7.25,1.45,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Above SMA 200",238.31,0.65,Long,"1st -'ve Cls in 5 Days",682,190,28,0.03,-0.18,1.04,1.38,-0.49,2.8,-3.59,0.71,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Above-SMA-200&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",463,129,28,0.02,-0.2,0.93,1.39,-0.51,2.71,-3.59,0.34,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1",238.31,0.65,Long,"1st -'ve Cls in 5 Days",302,85,28,0.09,-0.13,1.19,1.45,-0.44,3.26,-3.59,1.42,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Friday",238.31,0.65,Long,"1st -'ve Cls in 5 Days",261,72,28,0.06,-0.25,0.97,2.15,-0.74,2.91,-4.28,0.58,http://paststat.com/backtest-report/trading-strategy/SPY/May&Friday&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",183,52,28,0.05,-0.16,1.06,1.39,-0.49,2.85,-3.59,0.57,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Fast S(14) %K Crossed Above %D,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",81,23,28,0.04,-0.19,0.95,1.75,-0.64,2.72,-3.59,0.23,http://paststat.com/backtest-report/trading-strategy/SPY/Fast-S(14)-percentageK-Crossed-Above-percentageD&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1664,451,27,0.01,-0.22,0.96,1.76,-0.64,2.74,-7.79,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",1046,287,27,0.01,-0.22,0.98,1.81,-0.67,2.71,-5.22,0.26,http://paststat.com/backtest-report/trading-strategy/SPY/Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"May,2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",568,156,27,0.02,-0.29,0.91,2,-0.72,2.77,-3.78,0.39,http://paststat.com/backtest-report/trading-strategy/SPY/May&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",526,141,27,0.02,-0.19,0.94,1.4,-0.48,2.92,-3.59,0.52,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Close above R1,May",238.31,0.65,Long,"1st -'ve Cls in 5 Days",390,107,27,0.05,-0.26,0.95,1.97,-0.67,2.93,-3.78,0.71,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&May&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,Friday,238.31,0.65,Long,"1st -'ve Cls in 5 Days",198,53,27,0.04,-0.24,1.02,1.69,-0.56,2.99,-4.21,0.43,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,May",238.31,0.65,Long,"1st -'ve Cls in 5 Days",193,52,27,0.05,-0.38,0.89,2.46,-0.84,2.94,-3.78,0.41,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&May&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(50) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",180,48,27,0.07,-0.2,1.08,1.94,-0.6,3.2,-4.45,0.7,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(50)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,Friday",238.31,0.65,Long,"1st -'ve Cls in 5 Days",165,45,27,0.04,-0.24,1.02,1.72,-0.59,2.93,-4.21,0.42,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,2nd Quarter",238.31,0.65,Long,"1st -'ve Cls in 5 Days",296,76,26,0.02,-0.32,0.85,2.2,-0.73,3.02,-4.19,0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&2nd-Quarter&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 200,Friday",238.31,0.65,Long,"1st -'ve Cls in 5 Days",176,46,26,0.02,-0.22,0.96,1.48,-0.5,2.97,-2.33,0.24,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-200&Friday&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Fast S(14) %K Crossed Above %D",238.31,0.65,Short,"1st +'ve Cls in 5 Days",126,32,25,0.06,0.2,1.12,1.27,-0.35,3.64,-1.43,-0.83,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",427,102,24,0.04,0.32,1.12,2.3,-0.66,3.47,-4.67,-0.56,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Friday,Gainers with 1Xstd(20) up move",238.31,0.65,Long,"1st -'ve Cls in 5 Days",199,48,24,0.06,-0.2,1.01,2.09,-0.58,3.58,-4.45,0.59,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Gainers-with-1Xstd(20)-up-move&/first-negative-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",109,26,24,0.09,0.2,1.22,1.42,-0.33,4.36,-1.38,-1.08,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",88,21,24,0.06,0.18,1.09,1.28,-0.32,3.97,-0.87,-0.68,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Friday,Fast S(14) %K Crossed Above %D",238.31,0.65,Long,"1st -'ve Cls in 5 Days",37,9,24,0.11,-0.19,0.89,1.74,-0.42,4.17,-2.33,0.56,http://paststat.com/backtest-report/trading-strategy/SPY/Friday&Fast-S(14)-percentageK-Crossed-Above-percentageD&/first-negative-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Close above R1,10% Top Range from Year High",238.31,0.65,Short,"1st +'ve Cls in 5 Days",448,104,23,0.04,0.2,1.07,1.4,-0.37,3.78,-1.43,-0.85,http://paststat.com/backtest-report/trading-strategy/SPY/Close-above-R1&10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"May,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",398,92,23,0.04,0.32,1.1,2.4,-0.67,3.59,-4.67,-0.48,http://paststat.com/backtest-report/trading-strategy/SPY/May&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",113,26,23,0.02,0.24,0.98,1.45,-0.4,3.6,-2.47,-0.25,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Below SMA 20,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",262,58,22,0.02,0.48,0.87,3.35,-0.92,3.64,-6.93,-0.16,http://paststat.com/backtest-report/trading-strategy/SPY/Below-SMA-20&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High,2nd Quarter",238.31,0.65,Short,"1st +'ve Cls in 5 Days",163,36,22,0,0.19,0.92,1.17,-0.33,3.56,-1.14,-0.03,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&2nd-Quarter&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",136,30,22,0,0.25,0.93,1.45,-0.4,3.58,-2.47,-0.06,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"10% Top Range from Year High",238.31,0.65,Short,"1st +'ve Cls in 5 Days",599,126,21,0.03,0.21,1.05,1.52,-0.37,4.16,-1.71,-0.73,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"4 years",SPY,"Above SMA 50,10% Top Range from Year High",238.31,0.65,Short,"1st +'ve Cls in 5 Days",586,122,21,0.03,0.21,1.05,1.53,-0.36,4.22,-1.71,-0.72,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&10percentage-Top-Range-from-Year-High&/first-positive-close-5-days/2013-05-19/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",781,155,20,0,0.27,1,1.98,-0.49,4.04,-2.56,0,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"Above SMA 50,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",673,132,20,0,0.28,1.01,2.05,-0.5,4.12,-2.56,-0.04,http://paststat.com/backtest-report/trading-strategy/SPY/Above-SMA-50&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(20) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",526,105,20,0.01,0.26,1.02,1.78,-0.44,4.07,-2.38,-0.11,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(20)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19
2017-05-19,"since 1990",SPY,"10% Top Range from Year High,Gainers with 1Xstd(50) up move",238.31,0.65,Short,"1st +'ve Cls in 5 Days",463,94,20,0.03,0.25,1.09,1.85,-0.43,4.31,-2.38,-0.64,http://paststat.com/backtest-report/trading-strategy/SPY/10percentage-Top-Range-from-Year-High&Gainers-with-1Xstd(50)-up-move&/first-positive-close-5-days/1990-01-01/2017-05-19