Performance
Sharpe-Like Metric
-3.55
Status
Most Recent Signal
Buy on 2026-03-23
Analysis
Trade Position Count (Days)
| Position | Days |
|---|---|
| Flat | 1064 |
| Short | 736 |
| Long | 122 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-03-27 | 613.00 | 2157.00 | 1585130.00 | 3676278.00 | 45166.64 | -1544.00 | -339.27 | -201.84 | -137.42 | 218.38 | -477.00 | 2272.00 | -2091148.00 | -509205.00 | -316625.00 | -192580.00 | -1433033.00 | -701785.00 | 3149813.00 | 46800.21 | 47575.97 | -775.77 | 46024.44 | 45166.64 | 46967.76 | 48406.57 | 47203.43 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | -1.73 | -0.00 | -15.36 | 66.82 |
| 2026-03-30 | 1366.00 | 1391.00 | 2516899.00 | 2620228.00 | 45216.14 | -25.00 | -307.84 | -193.00 | -114.84 | 103.54 | -423.00 | 1874.00 | -103329.00 | -468618.00 | -305960.00 | -162657.00 | -1595690.00 | -631275.00 | 2621867.00 | 46641.80 | 47457.98 | -816.18 | 45825.62 | 45216.14 | 46783.32 | 48322.04 | 47205.00 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.11 | 0.00 | -15.36 | 66.93 |
| 2026-03-31 | 2148.00 | 625.00 | 4950236.00 | 1339077.00 | 46341.51 | 1523.00 | -124.76 | -107.20 | -17.56 | 85.99 | -142.00 | 209.00 | 3611159.00 | -60640.00 | -110104.00 | 49465.00 | -1546226.00 | -11175.00 | -1000467.00 | 46611.77 | 47402.16 | -790.39 | 45821.38 | 46341.51 | 46675.34 | 48261.68 | 47212.52 | 0.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 | 0.00 | 2.49 | 0.00 | -15.36 | 69.42 |
| 2026-04-01 | 1810.00 | 956.00 | 2977264.00 | 2615522.00 | 46565.74 | 854.00 | -26.88 | -59.14 | 32.26 | 118.25 | 5.00 | -640.00 | 361742.00 | -18402.00 | -86512.00 | 68110.00 | -1478115.00 | 49709.00 | -1312500.00 | 46607.17 | 47360.34 | -753.17 | 45854.00 | 46565.74 | 46566.65 | 48223.23 | 47222.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.48 | 0.00 | -15.36 | 69.91 |
| 2026-04-02 | 1611.00 | 1147.00 | 2740895.00 | 1959770.00 | 46504.67 | 464.00 | 22.21 | -32.98 | 55.19 | 173.44 | 77.00 | -1026.00 | 781125.00 | 61551.00 | -43130.00 | 104681.00 | -1373434.00 | 166232.00 | -1927393.00 | 46596.92 | 47317.55 | -720.63 | 45876.28 | 46504.67 | 46494.15 | 48171.78 | 47232.41 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -0.13 | -0.00 | -15.36 | 69.78 |