BACKTEST · MEAN REVERSION
Buy-the-dip below the 50-day MA
SPY buy a close below the 50 day average, exit back above.
From 2015-01-02 to 2024-12-31, this rule made 87 trades and returned +85.1%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 28.8%.
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SCORE
Portfolio equity vs benchmark
The rule
SPY buy a close below the 50 day average, exit back above. Orders fill at the next close.
ENTER WHEN
Close below the 50 day average
EXIT WHEN
Close back above the 50 day average
FIRST TRADE, FROM THE REPORT
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Did it beat SPY?
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How it did over time
Strategy in orange-red. SPY buy and hold in light.
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The same result in an AI chat
This is how the result looks when an AI agent such as Claude or ChatGPT runs it. It uses the same engine report.
Strategy equity in orange-red, SPY in light. Historical test only.
Every trade
87 trades and 173 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 0 bps fees and 0 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2015-03-25 | 2015-03-26 | SPY | Buy | $205.27 | entry |
| 2015-03-30 | 2015-03-31 | SPY | Sell | $206.43 | exit |
| 2015-03-31 | 2015-04-01 | SPY | Buy | $205.70 | entry |
| 2015-04-06 | 2015-04-07 | SPY | Sell | $207.28 | exit |
| 2015-04-07 | 2015-04-08 | SPY | Buy | $207.98 | entry |
| 2015-04-08 | 2015-04-09 | SPY | Sell | $208.90 | exit |
| 2015-04-17 | 2015-04-20 | SPY | Buy | $209.85 | entry |
| 2015-04-20 | 2015-04-21 | SPY | Sell | $209.60 | exit |
| 2015-04-30 | 2015-05-01 | SPY | Buy | $210.72 | entry |
| 2015-05-01 | 2015-05-04 | SPY | Sell | $211.32 | exit |
| 2015-05-05 | 2015-05-06 | SPY | Buy | $208.04 | entry |
| 2015-05-08 | 2015-05-11 | SPY | Sell | $210.61 | exit |
| 2015-06-05 | 2015-06-08 | SPY | Buy | $208.42 | entry |
| 2015-06-10 | 2015-06-11 | SPY | Sell | $211.65 | exit |
| 2015-06-12 | 2015-06-15 | SPY | Buy | $209.10 | entry |
| 2015-06-18 | 2015-06-19 | SPY | Sell | $210.81 | exit |
| 2015-06-24 | 2015-06-25 | SPY | Buy | $209.83 | entry |
| 2015-07-14 | 2015-07-15 | SPY | Sell | $210.63 | exit |
| 2015-07-23 | 2015-07-24 | SPY | Buy | $207.94 | entry |
| 2015-07-29 | 2015-07-30 | SPY | Sell | $210.82 | exit |
| 2015-08-03 | 2015-08-04 | SPY | Buy | $209.32 | entry |
| 2015-08-05 | 2015-08-06 | SPY | Sell | $208.35 | exit |
| 2015-08-06 | 2015-08-07 | SPY | Buy | $207.92 | entry |
| 2015-08-10 | 2015-08-11 | SPY | Sell | $208.66 | exit |
| 2015-08-11 | 2015-08-12 | SPY | Buy | $208.92 | entry |
| 2015-08-17 | 2015-08-18 | SPY | Sell | $209.93 | exit |
| 2015-08-19 | 2015-08-20 | SPY | Buy | $204.01 | entry |
| 2015-10-08 | 2015-10-09 | SPY | Sell | $201.33 | exit |
| 2015-12-11 | 2015-12-14 | SPY | Buy | $202.90 | entry |
| 2015-12-16 | 2015-12-17 | SPY | Sell | $204.86 | exit |
| 2015-12-17 | 2015-12-18 | SPY | Buy | $200.02 | entry |
| 2015-12-29 | 2015-12-30 | SPY | Sell | $205.93 | exit |
| 2015-12-30 | 2015-12-31 | SPY | Buy | $203.87 | entry |
| 2016-02-25 | 2016-02-26 | SPY | Sell | $195.09 | exit |
| 2016-02-29 | 2016-03-01 | SPY | Buy | $198.11 | entry |
| 2016-03-01 | 2016-03-02 | SPY | Sell | $199.00 | exit |
| 2016-05-13 | 2016-05-16 | SPY | Buy | $206.78 | entry |
| 2016-05-16 | 2016-05-17 | SPY | Sell | $204.85 | exit |
| 2016-05-17 | 2016-05-18 | SPY | Buy | $204.91 | entry |
| 2016-05-24 | 2016-05-25 | SPY | Sell | $209.28 | exit |
Show all 173 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2016-06-15 | 2016-06-16 | SPY | Buy | $208.37 | entry |
| 2016-06-16 | 2016-06-17 | SPY | Sell | $206.52 | exit |
| 2016-06-17 | 2016-06-20 | SPY | Buy | $207.85 | entry |
| 2016-06-21 | 2016-06-22 | SPY | Sell | $208.10 | exit |
| 2016-06-24 | 2016-06-27 | SPY | Buy | $199.60 | entry |
| 2016-06-30 | 2016-07-01 | SPY | Sell | $209.92 | exit |
| 2016-09-09 | 2016-09-12 | SPY | Buy | $216.34 | entry |
| 2016-09-22 | 2016-09-23 | SPY | Sell | $215.99 | exit |
| 2016-09-23 | 2016-09-26 | SPY | Buy | $214.24 | entry |
| 2016-11-09 | 2016-11-10 | SPY | Sell | $216.92 | exit |
| 2017-04-12 | 2017-04-13 | SPY | Buy | $232.51 | entry |
| 2017-04-24 | 2017-04-25 | SPY | Sell | $238.55 | exit |
| 2017-05-17 | 2017-05-18 | SPY | Buy | $236.77 | entry |
| 2017-05-18 | 2017-05-19 | SPY | Sell | $238.31 | exit |
| 2017-07-06 | 2017-07-07 | SPY | Buy | $242.11 | entry |
| 2017-07-07 | 2017-07-10 | SPY | Sell | $242.37 | exit |
| 2017-08-10 | 2017-08-11 | SPY | Buy | $244.12 | entry |
| 2017-08-14 | 2017-08-15 | SPY | Sell | $246.51 | exit |
| 2017-08-17 | 2017-08-18 | SPY | Buy | $242.71 | entry |
| 2017-08-22 | 2017-08-23 | SPY | Sell | $244.56 | exit |
| 2017-08-23 | 2017-08-24 | SPY | Buy | $243.99 | entry |
| 2017-08-29 | 2017-08-30 | SPY | Sell | $246.01 | exit |
| 2018-02-05 | 2018-02-06 | SPY | Buy | $269.13 | entry |
| 2018-02-15 | 2018-02-16 | SPY | Sell | $273.11 | exit |
| 2018-02-20 | 2018-02-21 | SPY | Buy | $270.05 | entry |
| 2018-02-23 | 2018-02-26 | SPY | Sell | $277.90 | exit |
| 2018-02-28 | 2018-03-01 | SPY | Buy | $267.70 | entry |
| 2018-03-08 | 2018-03-09 | SPY | Sell | $278.87 | exit |
| 2018-03-16 | 2018-03-19 | SPY | Buy | $270.49 | entry |
| 2018-04-17 | 2018-04-18 | SPY | Sell | $270.39 | exit |
| 2018-04-20 | 2018-04-23 | SPY | Buy | $266.57 | entry |
| 2018-05-09 | 2018-05-10 | SPY | Sell | $272.02 | exit |
| 2018-06-25 | 2018-06-26 | SPY | Buy | $271.60 | entry |
| 2018-06-26 | 2018-06-27 | SPY | Sell | $269.35 | exit |
| 2018-06-27 | 2018-06-28 | SPY | Buy | $270.89 | entry |
| 2018-07-02 | 2018-07-03 | SPY | Sell | $270.90 | exit |
| 2018-07-03 | 2018-07-05 | SPY | Buy | $273.11 | entry |
| 2018-07-05 | 2018-07-06 | SPY | Sell | $275.42 | exit |
| 2018-10-09 | 2018-10-10 | SPY | Buy | $278.30 | entry |
| 2018-12-03 | 2018-12-04 | SPY | Sell | $270.25 | exit |
| 2018-12-04 | 2018-12-06 | SPY | Buy | $269.84 | entry |
| 2019-01-17 | 2019-01-18 | SPY | Sell | $266.46 | exit |
| 2019-05-13 | 2019-05-14 | SPY | Buy | $283.40 | entry |
| 2019-05-16 | 2019-05-17 | SPY | Sell | $285.84 | exit |
| 2019-05-17 | 2019-05-20 | SPY | Buy | $283.95 | entry |
| 2019-06-07 | 2019-06-10 | SPY | Sell | $288.97 | exit |
| 2019-08-05 | 2019-08-06 | SPY | Buy | $287.80 | entry |
| 2019-08-08 | 2019-08-09 | SPY | Sell | $291.62 | exit |
| 2019-08-09 | 2019-08-12 | SPY | Buy | $288.07 | entry |
| 2019-09-04 | 2019-09-05 | SPY | Sell | $297.82 | exit |
| 2019-10-01 | 2019-10-02 | SPY | Buy | $288.06 | entry |
| 2019-10-04 | 2019-10-07 | SPY | Sell | $293.08 | exit |
| 2019-10-07 | 2019-10-08 | SPY | Buy | $288.53 | entry |
| 2019-10-11 | 2019-10-14 | SPY | Sell | $295.95 | exit |
| 2020-02-24 | 2020-02-25 | SPY | Buy | $312.65 | entry |
| 2020-04-17 | 2020-04-20 | SPY | Sell | $281.59 | exit |
| 2020-04-20 | 2020-04-21 | SPY | Buy | $273.04 | entry |
| 2020-04-24 | 2020-04-27 | SPY | Sell | $287.05 | exit |
| 2020-09-18 | 2020-09-21 | SPY | Buy | $326.97 | entry |
| 2020-10-01 | 2020-10-02 | SPY | Sell | $333.84 | exit |
| 2020-10-02 | 2020-10-05 | SPY | Buy | $339.76 | entry |
| 2020-10-05 | 2020-10-06 | SPY | Sell | $334.93 | exit |
| 2020-10-06 | 2020-10-07 | SPY | Buy | $340.76 | entry |
| 2020-10-07 | 2020-10-08 | SPY | Sell | $343.78 | exit |
| 2020-10-26 | 2020-10-27 | SPY | Buy | $338.22 | entry |
| 2020-11-04 | 2020-11-05 | SPY | Sell | $350.24 | exit |
| 2021-01-29 | 2021-02-01 | SPY | Buy | $376.23 | entry |
| 2021-02-01 | 2021-02-02 | SPY | Sell | $381.55 | exit |
| 2021-03-04 | 2021-03-05 | SPY | Buy | $383.63 | entry |
| 2021-03-05 | 2021-03-08 | SPY | Sell | $381.72 | exit |
| 2021-06-18 | 2021-06-21 | SPY | Buy | $420.86 | entry |
| 2021-06-21 | 2021-06-22 | SPY | Sell | $423.11 | exit |
| 2021-09-17 | 2021-09-20 | SPY | Buy | $434.04 | entry |
| 2021-09-23 | 2021-09-24 | SPY | Sell | $443.91 | exit |
| 2021-09-27 | 2021-09-28 | SPY | Buy | $433.72 | entry |
| 2021-10-15 | 2021-10-18 | SPY | Sell | $447.19 | exit |
| 2021-12-01 | 2021-12-02 | SPY | Buy | $457.40 | entry |
| 2021-12-02 | 2021-12-03 | SPY | Sell | $453.42 | exit |
| 2021-12-20 | 2021-12-21 | SPY | Buy | $463.06 | entry |
| 2021-12-21 | 2021-12-22 | SPY | Sell | $467.69 | exit |
| 2022-01-07 | 2022-01-10 | SPY | Buy | $465.51 | entry |
| 2022-01-11 | 2022-01-12 | SPY | Sell | $471.02 | exit |
| 2022-01-13 | 2022-01-14 | SPY | Buy | $464.72 | entry |
| 2022-03-18 | 2022-03-21 | SPY | Sell | $444.39 | exit |
| 2022-04-11 | 2022-04-12 | SPY | Buy | $438.29 | entry |
| 2022-04-13 | 2022-04-14 | SPY | Sell | $437.79 | exit |
| 2022-04-14 | 2022-04-18 | SPY | Buy | $437.97 | entry |
| 2022-04-19 | 2022-04-20 | SPY | Sell | $444.71 | exit |
| 2022-04-21 | 2022-04-22 | SPY | Buy | $426.04 | entry |
| 2022-07-19 | 2022-07-20 | SPY | Sell | $394.77 | exit |
| 2022-07-26 | 2022-07-27 | SPY | Buy | $401.04 | entry |
| 2022-07-27 | 2022-07-28 | SPY | Sell | $406.07 | exit |
| 2022-08-30 | 2022-08-31 | SPY | Buy | $395.18 | entry |
| 2022-09-09 | 2022-09-12 | SPY | Sell | $410.97 | exit |
| 2022-09-13 | 2022-09-14 | SPY | Buy | $394.60 | entry |
| 2022-10-28 | 2022-10-31 | SPY | Sell | $386.21 | exit |
| 2022-11-02 | 2022-11-03 | SPY | Buy | $371.01 | entry |
| 2022-11-07 | 2022-11-08 | SPY | Sell | $382.00 | exit |
| 2022-11-09 | 2022-11-10 | SPY | Buy | $394.69 | entry |
| 2022-11-10 | 2022-11-11 | SPY | Sell | $398.51 | exit |
| 2022-12-16 | 2022-12-19 | SPY | Buy | $380.02 | entry |
| 2023-01-10 | 2023-01-11 | SPY | Sell | $395.52 | exit |
| 2023-01-19 | 2023-01-20 | SPY | Buy | $395.88 | entry |
| 2023-01-20 | 2023-01-23 | SPY | Sell | $400.63 | exit |
| 2023-02-24 | 2023-02-27 | SPY | Buy | $397.73 | entry |
| 2023-02-27 | 2023-02-28 | SPY | Sell | $396.26 | exit |
| 2023-02-28 | 2023-03-01 | SPY | Buy | $394.74 | entry |
| 2023-03-02 | 2023-03-03 | SPY | Sell | $404.19 | exit |
| 2023-03-07 | 2023-03-08 | SPY | Buy | $398.92 | entry |
| 2023-03-08 | 2023-03-09 | SPY | Sell | $391.56 | exit |
| 2023-03-09 | 2023-03-10 | SPY | Buy | $385.91 | entry |
| 2023-03-29 | 2023-03-30 | SPY | Sell | $403.70 | exit |
| 2023-08-15 | 2023-08-16 | SPY | Buy | $439.64 | entry |
| 2023-08-29 | 2023-08-30 | SPY | Sell | $451.01 | exit |
| 2023-09-06 | 2023-09-07 | SPY | Buy | $444.85 | entry |
| 2023-09-11 | 2023-09-12 | SPY | Sell | $445.99 | exit |
| 2023-09-12 | 2023-09-13 | SPY | Buy | $446.51 | entry |
| 2023-09-14 | 2023-09-15 | SPY | Sell | $443.37 | exit |
| 2023-09-15 | 2023-09-18 | SPY | Buy | $443.63 | entry |
| 2023-11-03 | 2023-11-06 | SPY | Sell | $435.69 | exit |
| 2024-04-15 | 2024-04-16 | SPY | Buy | $503.53 | entry |
| 2024-05-06 | 2024-05-07 | SPY | Sell | $517.14 | exit |
| 2024-07-24 | 2024-07-25 | SPY | Buy | $538.41 | entry |
| 2024-07-26 | 2024-07-29 | SPY | Sell | $544.76 | exit |
| 2024-07-30 | 2024-07-31 | SPY | Buy | $550.81 | entry |
| 2024-07-31 | 2024-08-01 | SPY | Sell | $543.01 | exit |
| 2024-08-01 | 2024-08-02 | SPY | Buy | $532.90 | entry |
| 2024-08-15 | 2024-08-16 | SPY | Sell | $554.31 | exit |
| 2024-09-06 | 2024-09-09 | SPY | Buy | $546.41 | entry |
| 2024-09-11 | 2024-09-12 | SPY | Sell | $559.09 | exit |
| 2024-12-18 | 2024-12-19 | SPY | Buy | $586.10 | entry |
| 2024-12-23 | 2024-12-24 | SPY | Sell | $601.30 | exit |
| 2024-12-30 | 2024-12-31 | SPY | Buy | $586.08 | entry |
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Risk warning
Past results do not predict future returns. Not investment advice.