SP500 Trading Strategy update for September 02 25
Buy & Hold | SPW | |
---|---|---|
PNL | 1,414 | 1,325 |
OK | n/a | 100.0% |
DrDwn | 18.9% | 8.7% |
Cagr | 13.7 | 12.8 |
Closed Ops: 4 – Won: 4 Lost: 0
Profit Ratio: 100%
System Quality Number: 4.3
The SPW system continues to provide a high return rate of 12.8%, with less drawdown than a Buy & Hold approach: 8.7 SPW vs. 18.9 Buy & Hold. It currently maintains a win rate of 100.0, with 4 wins and only 0 losses.
SP500 Trading Strategy update for September 02 25
Buy & Hold | SPW | |
---|---|---|
PNL | 33,599 | 224,910 |
OK | n/a | 79.6% |
DrDwn | 56.8% | 21.9% |
Cagr | 8.5 | 19.2 |
Closed Ops: 54 – Won: 43 Lost: 11
Profit Ratio: 1258%
System Quality Number: 4.8
The SPW system continues to provide a high return rate of 19.2%, with less drawdown than a Buy & Hold approach: 21.9 SPW vs. 56.8 Buy & Hold. It currently maintains a win rate of 79.6, with 43 wins and only 11 losses.