SPY

All SPY backtests will use a starting balance of $1000.

Facts

Asset: SPY 4h
Performance Period: January 2005 (First Trade) - September 2024 (19 Years)
Trades: 458
Profit Percentage: 476.51%
Profit Factor: 1.401
Sharpe Ratio: 0.182
Buy-And-Hold Return: 353.60%

Summary

Over 19 years of SPY trading, Reversal IQ earned a 476.51% return over 458 trades. Reversal IQ scored a 1.401 profit factor and a 0.182 Sharpe Ratio over the period!

Facts

Asset: SPY 15m
Performance Period: December 2019 - September 2024 (5 Years)
Trades: 602
Profit Percentage: 41.97%
Profit Factor: 1.622
Sharpe Ratio: 0.254
Buy-And-Hold Return: 72.15%

Summary

Over 5 years of SPY trading, Reversal IQ earned a 41.97% return over 602 trades. Reversal IQ scored a 1.622 profit factor and a 0.254 Sharpe Ratio over the period!

Facts

Asset: SPY 1h
Performance Period: September 2018 - September 2024 (6 Years)
Trades: 255
Profit Percentage: 49.94%
Profit Factor: 1.262
Sharpe Ratio: 0.175
Buy-And-Hold Return: 49.94%

Summary

Over 6 years of SPY trading, Reversal IQ earned a 49.94% return over 255 trades. Reversal IQ scored a 1.262 profit factor and a 0.175 Sharpe Ratio over the period!