Performance
Sharpe-Like Metric
-3.87
Status
Most Recent Signal
Buy on 2025-08-04
Analysis
Trade Position Count (Days)
| Position | Days |
|---|---|
| Flat | 1001 |
| Short | 648 |
| Long | 117 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-09-25 | 744.00 | 2023.00 | 2028049.00 | 3807985.00 | 45947.32 | -1279.00 | -129.21 | 14.12 | -143.33 | 2431.15 | -273.00 | 2594.00 | -1779936.00 | 88960.00 | 229607.00 | -140647.00 | 3561891.00 | -51686.00 | 2761248.00 | 45837.27 | 45376.71 | 460.56 | 46297.84 | 45947.32 | 45814.53 | 45109.84 | 43238.37 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | -0.38 | -0.00 | -15.22 | 68.05 |
| 2025-09-26 | 1914.00 | 834.00 | 3407082.00 | 1558691.00 | 46247.29 | 1080.00 | -8.29 | 67.41 | -75.70 | 2355.45 | -84.00 | 1430.00 | 1848391.00 | 264903.00 | 310546.00 | -45643.00 | 3516249.00 | 219261.00 | 1132118.00 | 45878.28 | 45420.24 | 458.03 | 46336.31 | 46247.29 | 45845.05 | 45145.09 | 43246.39 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.65 | 0.00 | -15.22 | 68.70 |
| 2025-09-29 | 1351.00 | 1420.00 | 2855034.00 | 2450335.00 | 46316.07 | -69.00 | -14.36 | 60.59 | -74.95 | 2280.49 | -89.00 | 1410.00 | 404699.00 | 278883.00 | 315254.00 | -36371.00 | 3479878.00 | 242512.00 | 969931.00 | 45922.06 | 45465.03 | 457.02 | 46379.08 | 46316.07 | 45883.61 | 45184.57 | 43255.97 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.15 | 0.00 | -15.22 | 68.85 |
| 2025-09-30 | 1464.00 | 1306.00 | 2933618.00 | 3071085.00 | 46397.89 | 158.00 | 2.88 | 65.46 | -62.59 | 2217.91 | -60.00 | 1192.00 | -137467.00 | 237248.00 | 292618.00 | -55370.00 | 3424508.00 | 181878.00 | 1289276.00 | 45969.64 | 45511.68 | 457.96 | 46427.60 | 46397.89 | 45938.72 | 45226.07 | 43266.72 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.18 | 0.00 | -15.22 | 69.02 |
| 2025-10-01 | 1622.00 | 1149.00 | 3414049.00 | 2360815.00 | 46441.10 | 473.00 | 49.89 | 85.84 | -35.95 | 2181.96 | 14.00 | 733.00 | 1053234.00 | 319316.00 | 330973.00 | -11657.00 | 3414644.00 | 307659.00 | 540798.00 | 46016.78 | 45558.15 | 458.64 | 46475.42 | 46441.10 | 45997.21 | 45264.84 | 43278.18 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.09 | 0.00 | -15.22 | 69.12 |