Performance
Sharpe-Like Metric
-4.06
Status
Most Recent Signal
Sell on 2025-12-01
Analysis
Trade Position Count (Days)
| Position | Days |
|---|---|
| Flat | 1053 |
| Short | 692 |
| Long | 120 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01-05 | 1910.00 | 860.00 | 3862779.00 | 1885740.00 | 48977.18 | 1050.00 | 133.98 | 100.98 | 33.00 | 1712.72 | 166.99 | -493.11 | 1977039.00 | 352352.14 | 267342.66 | 85009.48 | 1908341.16 | 437361.62 | -1262827.98 | 48233.05 | 47824.91 | 408.14 | 48641.19 | 48977.18 | 48266.30 | 47818.20 | 45623.41 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | 1.23 | -1.23 | -17.50 | 74.70 |
| 2026-01-06 | 1787.00 | 971.00 | 3755650.00 | 1676569.00 | 49462.08 | 816.00 | 202.18 | 136.73 | 65.46 | 1778.18 | 267.64 | -1041.47 | 2079081.00 | 525025.03 | 357929.58 | 167095.45 | 2075436.61 | 692120.48 | -2649788.51 | 48355.95 | 47906.77 | 449.18 | 48805.14 | 49462.08 | 48341.65 | 47864.50 | 45664.14 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | 0.99 | -0.99 | -18.49 | 75.69 |
| 2026-01-07 | 997.00 | 1751.00 | 1505976.00 | 3564661.00 | 48996.08 | -754.00 | 106.56 | 92.19 | 14.37 | 1792.55 | 120.94 | -166.53 | -2058685.00 | 266654.02 | 237098.85 | 29555.18 | 2104991.79 | 296209.20 | -294894.31 | 48419.97 | 47961.24 | 458.73 | 48878.70 | 48996.08 | 48404.49 | 47912.61 | 45703.02 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | -0.94 | 0.94 | -17.55 | 74.75 |
| 2026-01-08 | 1890.00 | 848.00 | 3637830.00 | 1656823.00 | 49266.11 | 1042.00 | 200.11 | 139.68 | 60.43 | 1852.98 | 260.53 | -948.00 | 1981007.00 | 438089.32 | 324294.26 | 113795.07 | 2218786.85 | 551884.39 | -1724016.92 | 48504.58 | 48026.48 | 478.10 | 48982.68 | 49266.11 | 48489.78 | 47976.10 | 45745.21 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | 0.55 | -0.55 | -18.10 | 75.30 |
| 2026-01-09 | 1751.00 | 998.00 | 3091774.00 | 2002817.00 | 49504.07 | 753.00 | 255.40 | 170.35 | 85.05 | 1938.03 | 340.45 | -1360.55 | 1088957.00 | 503176.09 | 362527.39 | 140648.70 | 2359435.55 | 643824.79 | -2169149.14 | 48604.53 | 48100.36 | 504.17 | 49108.70 | 49504.07 | 48562.10 | 48043.41 | 45787.16 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | 0.48 | -0.48 | -18.59 | 75.78 |