Performance
Sharpe-Like Metric
-3.73
Status
Most Recent Signal
Buy on 2025-10-13
Analysis
Trade Position Count (Days)
| Position | Days |
|---|---|
| Flat | 1034 |
| Short | 648 |
| Long | 118 |
Indicator Analysis
DJIA & Advance-Decline Signals
Oscillator Data
Recent McClellan Oscillator Readings
| Date | Advance | Decline | Up Vol | Dn Vol | Djia | Nyse | Trend | Trend.1 | A-D | Summation | Osc Unch'D | Osc To 0 | Uv-Dv | Trend.2 | Trend.3 | Uv-Dv.1 | Summation.1 | Osc Unch'D.1 | Osc To 0.1 | 0.1 | 0.05 | Price | Unchanged | Close | 20D | 50D | 200D | Sell Sig | Sell Exit | Buy Sig | Buy Exit | Short | Long | Im Pos | Daily Rtrns | Sys Rtrns | Sys Cusum | Spy Cumsum |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-11-12 | 1382.00 | 1370.00 | 2945219.00 | 2229266.00 | 48254.82 | 12.00 | 113.31 | 70.90 | 42.41 | 1327.30 | 156.00 | -693.00 | 715953.00 | 385130.00 | 269097.00 | 116033.00 | 1646676.00 | 501163.00 | -1819493.00 | 47236.13 | 46774.85 | 461.28 | 47697.42 | 48254.82 | 47172.90 | 46540.19 | 43831.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.68 | 0.00 | -14.78 | 73.02 |
| 2025-11-13 | 614.00 | 2171.00 | 1113627.00 | 4307420.00 | 47457.22 | -1557.00 | -53.72 | -10.49 | -43.22 | 1284.07 | -96.94 | 767.55 | -3193793.00 | 27237.63 | 95952.63 | -68715.00 | 1577961.14 | -41477.36 | 1332822.55 | 47258.24 | 46808.97 | 449.27 | 47707.52 | 47457.22 | 47248.15 | 46576.90 | 43845.19 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | -1.65 | -0.00 | -14.78 | 71.37 |
| 2025-11-14 | 1198.00 | 1555.00 | 1791254.00 | 3119946.00 | 47147.48 | -357.00 | -84.05 | -27.82 | -56.23 | 1227.85 | -140.27 | 984.27 | -1328692.00 | -108355.33 | 24720.40 | -133075.73 | 1444885.41 | -241431.06 | 2420083.49 | 47247.16 | 46825.89 | 421.27 | 47668.44 | 47147.48 | 47295.99 | 46611.84 | 43856.52 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | -0.65 | -0.00 | -14.78 | 70.72 |
| 2025-11-17 | 490.00 | 2308.00 | 949942.00 | 4227713.00 | 46590.24 | -1818.00 | -257.44 | -117.33 | -140.11 | 1087.73 | -398.00 | 2405.00 | -3277771.00 | -425297.00 | -140404.00 | -284893.00 | 1159993.00 | -710190.00 | 4987665.00 | 47181.47 | 46814.11 | 367.36 | 47548.84 | 46590.24 | 47290.18 | 46633.34 | 43866.75 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | -1.18 | -0.00 | -14.78 | 69.53 |
| 2025-11-18 | 1464.00 | 1267.00 | 3115140.00 | 1955310.00 | 46091.74 | 197.00 | -212.00 | -101.61 | -110.39 | 977.35 | -322.00 | 1885.00 | 1159830.00 | -266784.00 | -75392.00 | -191392.00 | 968601.00 | -458176.00 | 3369659.00 | 47072.50 | 46777.99 | 294.51 | 47367.01 | 46091.74 | 47248.52 | 46640.95 | 43875.10 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | -1.07 | -0.00 | -14.78 | 68.46 |