Tag: Systematic Investing

  • SP500 Trading Strategy Update – December 02, 2025 – Market Direction: Upward – System is Currently Invested (16.1%)

    Today’s price:O: 57.99 H: 58.32 L: 57.57 C: 57.93

    Price is 0.3% up from previous close.

    The current uptrend has been active for 5 days, and the system remains invested while the momentum persists.

    The system entered a long position on Aug 01, 2025 at 49.90. As of today’s close, the price is 57.93 showing a gain of 16.1%.

    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 5,299 5,039
    OK n/a 100.0%
    DrDwn 18.9% 16.0%
    Cagr 2023.2 1934.2

    Closed Ops: 8 – Won: 8 Lost: 0
    Profit Ratio: 100%
    System Quality Number: 5.2

    Performance Summary: SPW Strategy vs. Buy & Hold

    SPW, our S&P500 Trading System continues to provide a high return rate of 1934.2%, with less drawdown than a Buy & Hold approach: 16.0 SPW vs. 18.9 Buy & Hold. It currently maintains a win rate of 100.0, with 8 wins and only 0 losses.

    Volatility Analysis

    Currently in Quadrant 2: Quadrant 2

    SPX Daily Cycle

    Volatility wave is currently in phase 2 — Stabilization Stage.

    As of December 02, 2025, SPX rose +0.25%. The market is on the upper side of the cycle, suggesting persistent optimism among investors, and price action is becoming more orderly.

    © SPW · spwoodpecker.com

  • SP500 Trading Strategy Update – November 21, 2025 – Bearish Trend Developing – Position Open – In the Market (-48.0%)

    Today’s price:O: 53.58 H: 55.16 L: 52.92 C: 54.26

    Price is 2.0% up from previous close.

    Despite a 5-day downtrend, the system is holding a position based on earlier signals.

    The system entered a long position on Aug 01, 2025 at 49.90. As of today’s close, the price is 54.26 showing a gain of 8.7%.

    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 4,791 4,141
    OK n/a 100.0%
    DrDwn 18.9% 16.0%
    Cagr 1875.5 1643.3

    Closed Ops: 8 – Won: 8 Lost: 0
    Profit Ratio: 100%
    System Quality Number: 5.2

    Performance Summary: SPW Strategy vs. Buy & Hold

    SPW, our S&P500 Trading System continues to provide a high return rate of 1643.3%, with less drawdown than a Buy & Hold approach: 16.0 SPW vs. 18.9 Buy & Hold. It currently maintains a win rate of 100.0, with 8 wins and only 0 losses.

    Volatility Analysis

    Currently in Quadrant 1: Quadrant 1

    SPX Daily Cycle

    Volatility wave is currently in phase 1 — Downthrust Phase.

    As of November 21, 2025, SPX rose +0.98%. The market is on the high phase of the cycle, where momentum remains positive, and market turbulence is picking up.

    © SPW · spwoodpecker.com

  • SP500 Trading Strategy Update – November 21, 2025 – Bearish Trend Developing – Position Open – In the Market (-48.0%)

    Today’s price:O: 53.58 H: 55.15 L: 52.93 C: 54.26

    Price is 2.0% up from previous close.

    Despite a 5-day downtrend, the system is holding a position based on earlier signals.

    The system entered a long position on Aug 26, 2025 at 104.44. As of today’s close, the price is 54.26 showing a loss of -48.0%.

    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 4,791 -2,496
    OK n/a 88.9%
    DrDwn 18.9% 52.7%
    Cagr 18.8 -11.8

    Closed Ops: 9 – Won: 8 Lost: 1
    Profit Ratio: 5856%
    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 -11.8%, with less drawdown than a Buy & Hold approach: 52.7 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 Daily Cycle

    Volatility wave is currently in phase 1 — Downthrust Phase.

    As of November 21, 2025, SPX rose +0.98%. The market is on the high phase of the cycle, where momentum remains positive, and short-term swings are intensifying.

    © SPW · spwoodpecker.com

  • SP500 Trading Strategy Update – October 28, 2025 – Upward Momentum Continues – System Holding a Position (13.5%)

    Today’s price:O: 118.59 H: 119.23 L: 117.83 C: 118.58

    Price is 0.5% up from previous close.

    The current uptrend has been active for 89 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 118.58 showing a gain of 13.5%.

    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 5,436 2,691
    OK n/a 88.9%
    DrDwn 18.9% 8.5%
    Cagr 21.7 11.4

    Closed Ops: 9 – Won: 8 Lost: 1
    Profit Ratio: 6036%
    System Quality Number: 2.9

    Performance Summary: SPW Strategy vs. Buy & Hold

    SPW, our S&P500 Trading System continues to provide a high return rate of 11.4%, with less drawdown than a Buy & Hold approach: 8.5 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 28, 2025, SPX rose +0.23%. 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 22, 2025 – Market Direction: Upward – Position Open – In the Market (7.4%)

    Today’s price:O: 113.59 H: 113.59 L: 110.67 C: 112.19

    Price is -1.0% down from previous close.

    The current uptrend has been active for 85 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 112.19 showing a gain of 7.4%.

    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 5,007 4,790
    OK n/a 88.9%
    DrDwn 18.9% 16.0%
    Cagr 20.3 19.5

    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 19.5%, 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 22, 2025, SPX fell -0.53%. Volatility decreases while remaining positive — this can signal the closing phase of a bearish leg initiated in quadrant 1. Even as volatility eases, prices remain under pressure — suggesting that sellers still dominate the short-term tone.

    © SPW · spwoodpecker.com

  • SP500 Trading Strategy Update – October 16, 2025 – Upward Momentum Continues – Active Trade in Progress (5.2%)

    Today’s price:O: 111.97 H: 112.59 L: 108.73 C: 109.91

    Price is -1.3% down from previous close.

    The current uptrend has been active for 81 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 109.91 showing a gain of 5.2%.

    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 4,850 4,502
    OK n/a 88.9%
    DrDwn 18.9% 16.0%
    Cagr 19.9 18.6

    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 18.6%, 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 16, 2025, SPX fell -0.63%. 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

  • SP500 Trading Strategy Update – October 14, 2025 – SP500 Trend is Positive – System is Currently Invested (5.8%)

    Today’s price:O: 108.78 H: 111.65 L: 107.46 C: 110.47

    Price is -0.3% down from previous close.

    The current uptrend has been active for 79 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 110.47 showing a gain of 5.8%.

    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 4,884 4,573
    OK n/a 88.9%
    DrDwn 18.9% 16.0%
    Cagr 20.1 18.9

    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 18.9%, 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 14, 2025, SPX fell -0.16%. 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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