Performance
Sharpe-Like Metric
-3.92
Status
Most Recent Signal
Sell on 2025-12-01
Analysis
Trade Position Count (Days)
| Position | Days |
|---|---|
| Flat | 1040 |
| Short | 651 |
| Long | 119 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-11-26 | 1971.00 | 790.00 | 3110827.00 | 1308436.00 | 47427.12 | 1181.00 | 245.68 | 106.02 | 139.66 | 803.17 | 385.35 | -2407.95 | 1802391.00 | 335463.19 | 178218.28 | 157244.91 | 366978.47 | 492708.11 | -2652190.16 | 46858.94 | 46722.12 | 136.82 | 46995.77 | 47427.12 | 47033.98 | 46721.58 | 43933.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.67 | 0.00 | -14.34 | 71.34 |
| 2025-11-28 | 1812.00 | 946.00 | 1981089.00 | 534530.00 | 47716.42 | 866.00 | 307.71 | 144.01 | 163.70 | 966.87 | 471.41 | -2802.54 | 1446559.00 | 446572.77 | 241635.32 | 204937.46 | 571915.93 | 651510.23 | -3447238.93 | 46944.69 | 46771.84 | 172.85 | 47117.55 | 47716.42 | 47043.70 | 46753.06 | 43949.74 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.61 | 0.00 | -14.34 | 71.95 |
| 2025-12-01 | 985.00 | 1800.00 | 1659976.00 | 2835742.00 | 47289.33 | -815.00 | 195.44 | 96.06 | 99.38 | 1066.25 | 294.82 | -1692.72 | -1175766.00 | 284338.90 | 170765.25 | 113573.65 | 685489.57 | 397912.54 | -1873560.38 | 46979.15 | 46797.71 | 181.44 | 47160.60 | 47289.33 | 47030.02 | 46772.54 | 43962.63 | 1.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | -0.90 | -0.00 | -14.34 | 71.06 |
| 2025-12-02 | 1257.00 | 1517.00 | 1902590.00 | 2652080.00 | 47474.46 | -260.00 | 149.90 | 78.26 | 71.64 | 1137.88 | 221.53 | -1211.19 | -749490.00 | 180956.01 | 124752.49 | 56203.52 | 741693.09 | 237159.53 | -886910.86 | 47028.69 | 46831.55 | 197.14 | 47225.82 | 47474.46 | 47036.91 | 46794.40 | 43977.27 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | 0.39 | -0.39 | -14.74 | 71.45 |
| 2025-12-03 | 1980.00 | 787.00 | 3299408.00 | 1416986.00 | 47882.90 | 1193.00 | 254.21 | 134.00 | 120.21 | 1258.09 | 374.42 | -2029.77 | 1882422.00 | 351102.61 | 212635.96 | 138466.64 | 880159.73 | 489569.25 | -2279763.61 | 47114.11 | 46884.12 | 229.99 | 47344.10 | 47882.90 | 47076.79 | 46826.20 | 43993.90 | 0.00 | 0.00 | 0.00 | 0.00 | -1.00 | 0.00 | -1.00 | 0.86 | -0.86 | -15.60 | 72.31 |