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- $SPY Calm Breakout Strategy
$SPY Calm Breakout Strategy
Systematic strategy on an S&P 500 ETF with an 85% win rate
Over a ~21 year period (from Jan 2004 to Jan 2025), this SPY ( ▼ 2.66% ) strategy returned a 6.7% Annual Rate of Return, with a Max Drawdown of -17.1%. This strategy has a high Win Rate of 85% with an Expectancy (average return per trade) of 1.43%.
DISCLAIMER: This is not financial advice. Results are hypothetical, do not indicate future results, and do not represent returns any investor actually attained. All materials and all associated media are provided for the general public for educational, informational, and entertainment purposes only. We are not securities brokers/dealers, financial/investment advisers, analysts, planners, lawyers, tax advisers or accountants. The information contained herein and all associated media is not and should not be regarded as “marketing material” of any kind or an offer or a recommendation to buy or sell securities. We do not solicit any action. We do not consider the particular investment objectives, financial/legal/tax situations, or needs of individuals, and therefore none of the information we provide should be relied on as tailored or personal advice or recommendation.
Backtest Statistics
Note: These returns are hypothetical backtested returns and do not represent the returns that any investor received.
Yearly and Monthly Returns
This strategy delivers positive backtested returns in 13 out of 21 years from 2004 to 2024.
Drawdowns
The maximum drawdown of 17.1% occured in 2023.
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