Below is the statistical summary on the SPY signals generated by our trading system. The numbers reflect our trades over the past six and twelve months..
| System's Parameter | Past 3 Months | Past 6 Months | Past 12 Months |
Accuracy of the system |
100 % | 100 % | 100% |
Summary Returns |
+1.91 % | +1.91 % | +1.91 % |
Average return per month |
+0.64 % | +0.32 % | +0.16 % |
Average return per trade |
+1.91 % | +1.91 % | +1.91 % |
Total number of trades |
1 trades | 1 trades | 1 trades |
Total number of winning trades |
1 trades | 1 trades | 1 trades |
Total number of lost trades |
0 trades | 0 trades | 0 trades |
Average number of trades per month |
0.3 trades | 0.2 trades | 0.1 trades |
Average number of days a position is opened |
8 days | 8 days | 8 days |
Number of days in cash |
83 days | 175 days | 357 days |