BACKTEST · TREND
Moving-average ribbon
SPY ribbon 10/20/30/40/50, all stacked and price above the fastest.
From 2015-01-02 to 2024-12-31, this rule made 112 trades and returned +7.7%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 17.7%.
Loading trades...
SCORE
Portfolio equity vs benchmark
The rule
SPY ribbon 10/20/30/40/50, all stacked and price above the fastest. Orders fill at the next close.
ENTER WHEN
10 to 50 day averages are stacked and price is above the fastest
EXIT WHEN
The stack breaks
FIRST TRADE, FROM THE REPORT
Loading the first trade...
Did it beat SPY?
Loading statistics...
How it did over time
Strategy in orange-red. SPY buy and hold in light.
Loading equity...
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
112 trades and 224 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 |
|---|---|---|---|---|---|
| 2015-05-08 | 2015-05-11 | SPY | Buy | $210.61 | entry |
| 2015-05-11 | 2015-05-12 | SPY | Sell | $209.98 | exit |
| 2015-05-14 | 2015-05-15 | SPY | Buy | $212.44 | entry |
| 2015-05-15 | 2015-05-18 | SPY | Sell | $213.10 | exit |
| 2015-05-19 | 2015-05-20 | SPY | Buy | $212.88 | entry |
| 2015-05-26 | 2015-05-27 | SPY | Sell | $212.70 | exit |
| 2015-05-27 | 2015-05-28 | SPY | Buy | $212.46 | entry |
| 2015-05-28 | 2015-05-29 | SPY | Sell | $211.14 | exit |
| 2015-10-28 | 2015-10-29 | SPY | Buy | $208.89 | entry |
| 2015-11-09 | 2015-11-10 | SPY | Sell | $208.56 | exit |
| 2015-12-01 | 2015-12-02 | SPY | Buy | $208.53 | entry |
| 2015-12-02 | 2015-12-03 | SPY | Sell | $205.61 | exit |
| 2016-03-16 | 2016-03-17 | SPY | Buy | $204.63 | entry |
| 2016-03-24 | 2016-03-28 | SPY | Sell | $203.24 | exit |
| 2016-03-29 | 2016-03-30 | SPY | Buy | $206.02 | entry |
| 2016-04-05 | 2016-04-06 | SPY | Sell | $206.42 | exit |
| 2016-04-06 | 2016-04-07 | SPY | Buy | $203.95 | entry |
| 2016-04-07 | 2016-04-08 | SPY | Sell | $204.50 | exit |
| 2016-04-12 | 2016-04-13 | SPY | Buy | $208.00 | entry |
| 2016-04-28 | 2016-04-29 | SPY | Sell | $206.33 | exit |
| 2016-07-18 | 2016-07-19 | SPY | Buy | $216.19 | entry |
| 2016-07-21 | 2016-07-22 | SPY | Sell | $217.24 | exit |
| 2016-07-26 | 2016-07-27 | SPY | Buy | $216.52 | entry |
| 2016-08-02 | 2016-08-03 | SPY | Sell | $216.18 | exit |
| 2016-08-05 | 2016-08-08 | SPY | Buy | $218.05 | entry |
| 2016-08-24 | 2016-08-25 | SPY | Sell | $217.70 | exit |
| 2016-08-29 | 2016-08-30 | SPY | Buy | $218.00 | entry |
| 2016-08-30 | 2016-08-31 | SPY | Sell | $217.38 | exit |
| 2016-12-05 | 2016-12-06 | SPY | Buy | $221.70 | entry |
| 2016-12-16 | 2016-12-19 | SPY | Sell | $225.53 | exit |
| 2016-12-19 | 2016-12-20 | SPY | Buy | $226.40 | entry |
| 2016-12-21 | 2016-12-22 | SPY | Sell | $225.38 | exit |
| 2016-12-27 | 2016-12-28 | SPY | Buy | $224.40 | entry |
| 2016-12-28 | 2016-12-29 | SPY | Sell | $224.35 | exit |
| 2017-01-12 | 2017-01-13 | SPY | Buy | $227.05 | entry |
| 2017-01-17 | 2017-01-18 | SPY | Sell | $226.75 | exit |
| 2017-01-18 | 2017-01-19 | SPY | Buy | $225.91 | entry |
| 2017-01-19 | 2017-01-20 | SPY | Sell | $226.74 | exit |
| 2017-01-20 | 2017-01-23 | SPY | Buy | $226.15 | entry |
| 2017-01-23 | 2017-01-24 | SPY | Sell | $227.60 | exit |
Show all 224 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2017-01-24 | 2017-01-25 | SPY | Buy | $229.57 | entry |
| 2017-01-31 | 2017-02-01 | SPY | Sell | $227.62 | exit |
| 2017-02-03 | 2017-02-06 | SPY | Buy | $228.93 | entry |
| 2017-03-07 | 2017-03-08 | SPY | Sell | $236.56 | exit |
| 2017-03-10 | 2017-03-13 | SPY | Buy | $237.81 | entry |
| 2017-03-14 | 2017-03-15 | SPY | Sell | $238.95 | exit |
| 2017-03-15 | 2017-03-16 | SPY | Buy | $238.48 | entry |
| 2017-03-17 | 2017-03-20 | SPY | Sell | $236.77 | exit |
| 2017-05-22 | 2017-05-23 | SPY | Buy | $240.05 | entry |
| 2017-05-24 | 2017-05-25 | SPY | Sell | $241.76 | exit |
| 2017-05-25 | 2017-05-26 | SPY | Buy | $241.71 | entry |
| 2017-06-15 | 2017-06-16 | SPY | Sell | $242.64 | exit |
| 2017-06-19 | 2017-06-20 | SPY | Buy | $243.01 | entry |
| 2017-06-20 | 2017-06-21 | SPY | Sell | $242.95 | exit |
| 2017-07-21 | 2017-07-24 | SPY | Buy | $246.82 | entry |
| 2017-07-31 | 2017-08-01 | SPY | Sell | $247.32 | exit |
| 2017-08-01 | 2017-08-02 | SPY | Buy | $247.44 | entry |
| 2017-08-03 | 2017-08-04 | SPY | Sell | $247.41 | exit |
| 2017-08-04 | 2017-08-07 | SPY | Buy | $247.87 | entry |
| 2017-08-10 | 2017-08-11 | SPY | Sell | $244.12 | exit |
| 2017-09-29 | 2017-10-02 | SPY | Buy | $252.32 | entry |
| 2017-10-25 | 2017-10-26 | SPY | Sell | $255.62 | exit |
| 2017-10-27 | 2017-10-30 | SPY | Buy | $256.75 | entry |
| 2017-11-14 | 2017-11-15 | SPY | Sell | $256.44 | exit |
| 2017-11-16 | 2017-11-17 | SPY | Buy | $257.86 | entry |
| 2017-11-17 | 2017-11-20 | SPY | Sell | $258.30 | exit |
| 2017-11-20 | 2017-11-21 | SPY | Buy | $259.99 | entry |
| 2017-12-29 | 2018-01-02 | SPY | Sell | $268.77 | exit |
| 2018-01-02 | 2018-01-03 | SPY | Buy | $270.47 | entry |
| 2018-01-30 | 2018-01-31 | SPY | Sell | $281.90 | exit |
| 2018-05-24 | 2018-05-25 | SPY | Buy | $272.15 | entry |
| 2018-05-25 | 2018-05-29 | SPY | Sell | $269.02 | exit |
| 2018-05-30 | 2018-05-31 | SPY | Buy | $270.94 | entry |
| 2018-05-31 | 2018-06-01 | SPY | Sell | $273.60 | exit |
| 2018-06-01 | 2018-06-04 | SPY | Buy | $274.90 | entry |
| 2018-06-15 | 2018-06-18 | SPY | Sell | $276.56 | exit |
| 2018-07-24 | 2018-07-25 | SPY | Buy | $284.01 | entry |
| 2018-07-27 | 2018-07-30 | SPY | Sell | $279.95 | exit |
| 2018-08-03 | 2018-08-06 | SPY | Buy | $284.64 | entry |
| 2018-08-10 | 2018-08-13 | SPY | Sell | $282.10 | exit |
| 2018-08-14 | 2018-08-15 | SPY | Buy | $281.78 | entry |
| 2018-08-15 | 2018-08-16 | SPY | Sell | $284.06 | exit |
| 2018-08-16 | 2018-08-17 | SPY | Buy | $285.06 | entry |
| 2018-09-06 | 2018-09-07 | SPY | Sell | $287.60 | exit |
| 2018-09-13 | 2018-09-14 | SPY | Buy | $290.88 | entry |
| 2018-09-25 | 2018-09-26 | SPY | Sell | $289.88 | exit |
| 2018-10-01 | 2018-10-02 | SPY | Buy | $291.56 | entry |
| 2018-10-04 | 2018-10-05 | SPY | Sell | $287.82 | exit |
| 2019-02-20 | 2019-02-21 | SPY | Buy | $277.42 | entry |
| 2019-03-05 | 2019-03-06 | SPY | Sell | $277.33 | exit |
| 2019-03-11 | 2019-03-12 | SPY | Buy | $279.49 | entry |
| 2019-03-15 | 2019-03-18 | SPY | Sell | $282.33 | exit |
| 2019-03-18 | 2019-03-19 | SPY | Buy | $282.40 | entry |
| 2019-03-22 | 2019-03-25 | SPY | Sell | $279.04 | exit |
| 2019-03-29 | 2019-04-01 | SPY | Buy | $285.83 | entry |
| 2019-05-01 | 2019-05-02 | SPY | Sell | $291.18 | exit |
| 2019-05-03 | 2019-05-06 | SPY | Buy | $292.82 | entry |
| 2019-05-06 | 2019-05-07 | SPY | Sell | $287.93 | exit |
| 2019-07-11 | 2019-07-12 | SPY | Buy | $300.65 | entry |
| 2019-07-17 | 2019-07-18 | SPY | Sell | $298.83 | exit |
| 2019-07-18 | 2019-07-19 | SPY | Buy | $297.17 | entry |
| 2019-07-19 | 2019-07-22 | SPY | Sell | $297.90 | exit |
| 2019-07-23 | 2019-07-24 | SPY | Buy | $301.44 | entry |
| 2019-07-31 | 2019-08-01 | SPY | Sell | $294.84 | exit |
| 2019-11-08 | 2019-11-11 | SPY | Buy | $308.35 | entry |
| 2019-11-13 | 2019-11-14 | SPY | Sell | $309.55 | exit |
| 2019-11-15 | 2019-11-18 | SPY | Buy | $312.02 | entry |
| 2019-12-02 | 2019-12-03 | SPY | Sell | $309.55 | exit |
| 2019-12-06 | 2019-12-09 | SPY | Buy | $313.88 | entry |
| 2020-01-24 | 2020-01-27 | SPY | Sell | $323.50 | exit |
| 2020-02-11 | 2020-02-12 | SPY | Buy | $337.42 | entry |
| 2020-02-21 | 2020-02-24 | SPY | Sell | $322.42 | exit |
| 2020-05-18 | 2020-05-19 | SPY | Buy | $291.97 | entry |
| 2020-06-11 | 2020-06-12 | SPY | Sell | $304.21 | exit |
| 2020-07-20 | 2020-07-21 | SPY | Buy | $325.01 | entry |
| 2020-07-24 | 2020-07-27 | SPY | Sell | $323.22 | exit |
| 2020-07-27 | 2020-07-28 | SPY | Buy | $321.17 | entry |
| 2020-07-28 | 2020-07-29 | SPY | Sell | $325.12 | exit |
| 2020-07-29 | 2020-07-30 | SPY | Buy | $323.96 | entry |
| 2020-09-03 | 2020-09-04 | SPY | Sell | $342.57 | exit |
| 2020-11-19 | 2020-11-20 | SPY | Buy | $355.33 | entry |
| 2020-11-20 | 2020-11-23 | SPY | Sell | $357.46 | exit |
| 2020-11-23 | 2020-11-24 | SPY | Buy | $363.22 | entry |
| 2020-12-10 | 2020-12-11 | SPY | Sell | $366.30 | exit |
| 2020-12-15 | 2020-12-16 | SPY | Buy | $370.17 | entry |
| 2020-12-21 | 2020-12-22 | SPY | Sell | $367.24 | exit |
| 2020-12-24 | 2020-12-28 | SPY | Buy | $372.17 | entry |
| 2021-01-04 | 2021-01-05 | SPY | Sell | $371.33 | exit |
| 2021-01-05 | 2021-01-06 | SPY | Buy | $373.55 | entry |
| 2021-01-15 | 2021-01-19 | SPY | Sell | $378.65 | exit |
| 2021-01-19 | 2021-01-20 | SPY | Buy | $383.89 | entry |
| 2021-01-27 | 2021-01-28 | SPY | Sell | $377.63 | exit |
| 2021-02-02 | 2021-02-03 | SPY | Buy | $381.85 | entry |
| 2021-02-19 | 2021-02-22 | SPY | Sell | $387.03 | exit |
| 2021-02-24 | 2021-02-25 | SPY | Buy | $382.33 | entry |
| 2021-02-25 | 2021-02-26 | SPY | Sell | $380.36 | exit |
| 2021-03-01 | 2021-03-02 | SPY | Buy | $386.54 | entry |
| 2021-03-02 | 2021-03-03 | SPY | Sell | $381.42 | exit |
| 2021-03-26 | 2021-03-29 | SPY | Buy | $395.78 | entry |
| 2021-04-01 | 2021-04-05 | SPY | Sell | $406.36 | exit |
| 2021-04-06 | 2021-04-07 | SPY | Buy | $406.59 | entry |
| 2021-04-20 | 2021-04-21 | SPY | Sell | $416.07 | exit |
| 2021-04-21 | 2021-04-22 | SPY | Buy | $412.27 | entry |
| 2021-04-22 | 2021-04-23 | SPY | Sell | $416.74 | exit |
| 2021-04-23 | 2021-04-26 | SPY | Buy | $417.61 | entry |
| 2021-05-04 | 2021-05-05 | SPY | Sell | $415.75 | exit |
| 2021-05-06 | 2021-05-07 | SPY | Buy | $422.12 | entry |
| 2021-05-10 | 2021-05-11 | SPY | Sell | $414.21 | exit |
| 2021-06-10 | 2021-06-11 | SPY | Buy | $424.31 | entry |
| 2021-06-16 | 2021-06-17 | SPY | Sell | $421.97 | exit |
| 2021-06-22 | 2021-06-23 | SPY | Buy | $422.60 | entry |
| 2021-07-16 | 2021-07-19 | SPY | Sell | $424.97 | exit |
| 2021-07-21 | 2021-07-22 | SPY | Buy | $435.46 | entry |
| 2021-08-02 | 2021-08-03 | SPY | Sell | $441.15 | exit |
| 2021-08-03 | 2021-08-04 | SPY | Buy | $438.98 | entry |
| 2021-08-04 | 2021-08-05 | SPY | Sell | $441.76 | exit |
| 2021-08-05 | 2021-08-06 | SPY | Buy | $442.49 | entry |
| 2021-08-18 | 2021-08-19 | SPY | Sell | $439.86 | exit |
| 2021-08-20 | 2021-08-23 | SPY | Buy | $447.26 | entry |
| 2021-09-08 | 2021-09-09 | SPY | Sell | $448.98 | exit |
| 2021-11-12 | 2021-11-15 | SPY | Buy | $467.43 | entry |
| 2021-11-26 | 2021-11-29 | SPY | Sell | $464.60 | exit |
| 2022-08-15 | 2022-08-16 | SPY | Buy | $429.70 | entry |
| 2022-08-19 | 2022-08-22 | SPY | Sell | $413.35 | exit |
| 2022-11-23 | 2022-11-25 | SPY | Buy | $402.33 | entry |
| 2022-11-28 | 2022-11-29 | SPY | Sell | $395.23 | exit |
| 2022-11-30 | 2022-12-01 | SPY | Buy | $407.38 | entry |
| 2022-12-05 | 2022-12-06 | SPY | Sell | $393.83 | exit |
| 2022-12-13 | 2022-12-14 | SPY | Buy | $399.40 | entry |
| 2022-12-15 | 2022-12-16 | SPY | Sell | $383.27 | exit |
| 2023-02-15 | 2023-02-16 | SPY | Buy | $408.28 | entry |
| 2023-02-16 | 2023-02-17 | SPY | Sell | $407.26 | exit |
| 2023-04-27 | 2023-04-28 | SPY | Buy | $415.93 | entry |
| 2023-05-02 | 2023-05-03 | SPY | Sell | $408.02 | exit |
| 2023-05-10 | 2023-05-11 | SPY | Buy | $412.13 | entry |
| 2023-05-12 | 2023-05-15 | SPY | Sell | $413.01 | exit |
| 2023-05-17 | 2023-05-18 | SPY | Buy | $419.23 | entry |
| 2023-05-23 | 2023-05-24 | SPY | Sell | $411.09 | exit |
| 2023-05-26 | 2023-05-30 | SPY | Buy | $420.18 | entry |
| 2023-06-23 | 2023-06-26 | SPY | Sell | $431.44 | exit |
| 2023-06-29 | 2023-06-30 | SPY | Buy | $443.28 | entry |
| 2023-07-27 | 2023-07-28 | SPY | Sell | $456.92 | exit |
| 2023-07-28 | 2023-07-31 | SPY | Buy | $457.79 | entry |
| 2023-08-02 | 2023-08-03 | SPY | Sell | $448.84 | exit |
| 2023-11-27 | 2023-11-28 | SPY | Buy | $454.93 | entry |
| 2023-12-06 | 2023-12-07 | SPY | Sell | $458.23 | exit |
| 2023-12-07 | 2023-12-08 | SPY | Buy | $460.20 | entry |
| 2024-01-02 | 2024-01-03 | SPY | Sell | $468.79 | exit |
| 2024-01-08 | 2024-01-09 | SPY | Buy | $473.88 | entry |
| 2024-01-12 | 2024-01-16 | SPY | Sell | $474.93 | exit |
| 2024-01-18 | 2024-01-19 | SPY | Buy | $482.43 | entry |
| 2024-01-31 | 2024-02-01 | SPY | Sell | $489.20 | exit |
| 2024-02-01 | 2024-02-02 | SPY | Buy | $494.35 | entry |
| 2024-02-13 | 2024-02-14 | SPY | Sell | $498.57 | exit |
| 2024-02-14 | 2024-02-15 | SPY | Buy | $502.01 | entry |
| 2024-02-20 | 2024-02-21 | SPY | Sell | $497.21 | exit |
| 2024-02-22 | 2024-02-23 | SPY | Buy | $507.85 | entry |
| 2024-03-05 | 2024-03-06 | SPY | Sell | $509.75 | exit |
| 2024-03-06 | 2024-03-07 | SPY | Buy | $514.81 | entry |
| 2024-03-15 | 2024-03-18 | SPY | Sell | $512.86 | exit |
| 2024-03-18 | 2024-03-19 | SPY | Buy | $515.71 | entry |
| 2024-04-02 | 2024-04-03 | SPY | Sell | $519.41 | exit |
| 2024-06-10 | 2024-06-11 | SPY | Buy | $536.95 | entry |
| 2024-06-24 | 2024-06-25 | SPY | Sell | $544.83 | exit |
| 2024-06-25 | 2024-06-26 | SPY | Buy | $545.51 | entry |
| 2024-06-28 | 2024-07-01 | SPY | Sell | $545.34 | exit |
| 2024-07-02 | 2024-07-03 | SPY | Buy | $551.46 | entry |
| 2024-07-17 | 2024-07-18 | SPY | Sell | $552.66 | exit |
| 2024-09-24 | 2024-09-25 | SPY | Buy | $570.04 | entry |
| 2024-10-01 | 2024-10-02 | SPY | Sell | $568.86 | exit |
| 2024-10-04 | 2024-10-07 | SPY | Buy | $567.80 | entry |
| 2024-10-07 | 2024-10-08 | SPY | Sell | $573.17 | exit |
| 2024-10-08 | 2024-10-09 | SPY | Buy | $577.14 | entry |
| 2024-10-23 | 2024-10-24 | SPY | Sell | $579.24 | exit |
| 2024-10-29 | 2024-10-30 | SPY | Buy | $580.01 | entry |
| 2024-10-30 | 2024-10-31 | SPY | Sell | $568.64 | exit |
| 2024-11-11 | 2024-11-12 | SPY | Buy | $596.90 | entry |
| 2024-11-15 | 2024-11-18 | SPY | Sell | $588.15 | exit |
| 2024-11-21 | 2024-11-22 | SPY | Buy | $595.51 | entry |
| 2024-12-10 | 2024-12-11 | SPY | Sell | $607.46 | exit |
| 2024-12-11 | 2024-12-12 | SPY | Buy | $604.33 | entry |
| 2024-12-12 | 2024-12-13 | SPY | Sell | $604.21 | exit |
| 2024-12-16 | 2024-12-17 | SPY | Buy | $604.29 | entry |
| 2024-12-17 | 2024-12-18 | SPY | Sell | $586.28 | exit |
Want to change this rule?
Ask the chat to try another ticker, other dates, a stop, or different fees. It runs the same engine on real past prices.
Risk warning
Past results do not predict future returns. Not investment advice.