Tag: Quantitative System for Retail Investors

  • SP500 Trading Strategy Update – October 21, 2025 – Market Direction: Upward – Position Open – In the Market (8.5%)

    Today’s price:O: 113.43 H: 113.93 L: 112.97 C: 113.34

    Price is -0.0% down from previous close.

    The current uptrend has been active for 84 days, and the system remains invested while the momentum persists.

    The system entered a long position on Aug 26, 2025 at 104.44. As of today’s close, the price is 113.34 showing a gain of 8.5%.

    SPW S&P500 Trading Strategy comparison vs. Buy and Hold

    Below, we compare the performance of SPW versus a Buy & Hold approach. Our SP500 Trading Strategy will trade SSO, while the Buy and Hold would trade any S&P500-based ETF such as SPY. The comparison starts on 11, Aug 2023

    Buy & Hold SPW
    PNL 5,088 4,934
    OK n/a 88.9%
    DrDwn 18.9% 16.0%
    Cagr 20.6 20.1

    Closed Ops: 9 – Won: 8 Lost: 1
    Profit Ratio: 5848%
    System Quality Number: 3.0

    Performance Summary: SPW Strategy vs. Buy & Hold

    SPW, our S&P500 Trading System continues to provide a high return rate of 20.1%, with less drawdown than a Buy & Hold approach: 16.0 SPW vs. 18.9 Buy & Hold. It currently maintains a win rate of 88.9, with 8 wins and only 1 losses.

    Volatility Analysis

    Currently in Quadrant 2: Quadrant 2

    SPX 30-day cycle chart

    Volatility wave is currently in phase 2 — Stabilization Stage.

    As of October 21, 2025, SPX rose +0.00%. Volatility decreases while remaining positive — this may mark the start of a bullish leg. Price and volatility behave in line with normal expectations for this stage of the cycle.

    © SPW · spwoodpecker.com

  • SP500 Trading Strategy Update – October 10, 2025 – Market Direction: Upward – Position Open – In the Market (2.9%)

    Today’s price:O: 113.96 H: 114.53 L: 107.40 C: 107.49

    Price is -5.4% down from previous close.

    The current uptrend has been active for 77 days, and the system remains invested while the momentum persists.

    The system entered a long position on Aug 26, 2025 at 104.44. As of today’s close, the price is 107.49 showing a gain of 2.9%.

    SPW S&P500 Trading Strategy comparison vs. Buy and Hold

    Below, we compare the performance of SPW versus a Buy & Hold approach. Our SP500 Trading Strategy will trade SSO, while the Buy and Hold would trade any S&P500-based ETF such as SPY. The comparison starts on 11, Aug 2023

    Buy & Hold SPW
    PNL 4,678 4,197
    OK n/a 88.9%
    DrDwn 18.9% 16.0%
    Cagr 19.4 17.6

    Closed Ops: 9 – Won: 8 Lost: 1
    Profit Ratio: 5848%
    System Quality Number: 3.0

    Performance Summary: SPW Strategy vs. Buy & Hold

    SPW, our S&P500 Trading System continues to provide a high return rate of 17.6%, with less drawdown than a Buy & Hold approach: 16.0 SPW vs. 18.9 Buy & Hold. It currently maintains a win rate of 88.9, with 8 wins and only 1 losses.

    Volatility Analysis

    Currently in Quadrant 1: Quadrant 1

    SPX 30-day cycle chart

    Volatility wave is currently in phase 1 — Downthrust Phase.

    As of October 10, 2025, SPX fell -2.71%. Volatility increases on the upper side of the cycle — this can signal the beginning of a bearish leg. Price and volatility behave in line with normal expectations for this stage of the cycle.

    © SPW · spwoodpecker.com

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