BACKTEST · SHARED
RSP / SPY strategy, 2016 to 2026
Hold the equal weight S and P 500 (RSP) while the RSP divided by SPY ratio is above its 50 day average, and hold the cap weight S and P 500 (SPY) while the ratio is below it. Trades fill at the next close. This turns the market breadth wave into a rotation between the two funds.
From 2016-01-04 to 2026-10-30, this rule made 180 trades and returned +230.7%. Buying and holding SPY returned +275.9% over the same dates. The largest drop from a past high was 34.1%.
Loading trades...
The rule
Hold the equal weight S and P 500 (RSP) while the RSP divided by SPY ratio is above its 50 day average, and hold the cap weight S and P 500 (SPY) while the ratio is below it. Trades fill at the next close. This turns the market breadth wave into a rotation between the two funds.
Loading the first trade...
Did it beat SPY?
How it did over time
Strategy in orange-red. SPY buy and hold in light.
Loading equity...
Every trade
180 trades and 359 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 |
|---|---|---|---|---|---|
| 2016-05-13 | 2016-05-16 | SPY | Buy | $206.78 | entry |
| 2016-05-17 | 2016-05-18 | SPY | Sell | $204.91 | exit |
| 2016-05-17 | 2016-05-18 | RSP | Buy | $78.23 | entry |
| 2016-05-18 | 2016-05-19 | RSP | Sell | $78.00 | exit |
| 2016-05-18 | 2016-05-19 | SPY | Buy | $204.20 | entry |
| 2016-05-20 | 2016-05-23 | SPY | Sell | $205.21 | exit |
| 2016-05-20 | 2016-05-23 | RSP | Buy | $78.53 | entry |
| 2016-06-16 | 2016-06-17 | RSP | Sell | $79.69 | exit |
| 2016-06-16 | 2016-06-17 | SPY | Buy | $206.52 | entry |
| 2016-06-17 | 2016-06-20 | SPY | Sell | $207.85 | exit |
| 2016-06-17 | 2016-06-20 | RSP | Buy | $80.35 | entry |
| 2016-06-27 | 2016-06-28 | RSP | Sell | $77.63 | exit |
| 2016-06-27 | 2016-06-28 | SPY | Buy | $203.20 | entry |
| 2016-07-01 | 2016-07-05 | SPY | Sell | $208.41 | exit |
| 2016-07-01 | 2016-07-05 | RSP | Buy | $79.63 | entry |
| 2016-07-05 | 2016-07-06 | RSP | Sell | $80.11 | exit |
| 2016-07-05 | 2016-07-06 | SPY | Buy | $209.66 | entry |
| 2016-07-08 | 2016-07-11 | SPY | Sell | $213.40 | exit |
| 2016-07-08 | 2016-07-11 | RSP | Buy | $81.92 | entry |
| 2016-08-02 | 2016-08-03 | RSP | Sell | $82.99 | exit |
| 2016-08-02 | 2016-08-03 | SPY | Buy | $216.18 | entry |
| 2016-08-11 | 2016-08-12 | SPY | Sell | $218.46 | exit |
| 2016-08-11 | 2016-08-12 | RSP | Buy | $83.98 | entry |
| 2016-09-13 | 2016-09-14 | RSP | Sell | $81.81 | exit |
| 2016-09-13 | 2016-09-14 | SPY | Buy | $213.15 | entry |
| 2016-09-22 | 2016-09-23 | SPY | Sell | $215.99 | exit |
| 2016-09-22 | 2016-09-23 | RSP | Buy | $83.30 | entry |
| 2016-10-07 | 2016-10-10 | RSP | Sell | $83.18 | exit |
| 2016-10-07 | 2016-10-10 | SPY | Buy | $216.16 | entry |
| 2016-11-10 | 2016-11-11 | SPY | Sell | $216.42 | exit |
| 2016-11-10 | 2016-11-11 | RSP | Buy | $83.67 | entry |
| 2017-01-09 | 2017-01-10 | RSP | Sell | $87.78 | exit |
| 2017-01-09 | 2017-01-10 | SPY | Buy | $226.46 | entry |
| 2017-01-12 | 2017-01-13 | SPY | Sell | $227.05 | exit |
| 2017-01-12 | 2017-01-13 | RSP | Buy | $88.05 | entry |
| 2017-01-13 | 2017-01-17 | RSP | Sell | $87.82 | exit |
| 2017-01-13 | 2017-01-17 | SPY | Buy | $226.25 | entry |
| 2017-01-17 | 2017-01-18 | SPY | Sell | $226.75 | exit |
| 2017-01-17 | 2017-01-18 | RSP | Buy | $88.08 | entry |
| 2017-01-19 | 2017-01-20 | RSP | Sell | $87.97 | exit |
Show all 359 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2017-01-19 | 2017-01-20 | SPY | Buy | $226.74 | entry |
| 2017-01-24 | 2017-01-25 | SPY | Sell | $229.57 | exit |
| 2017-01-24 | 2017-01-25 | RSP | Buy | $89.25 | entry |
| 2017-01-26 | 2017-01-27 | RSP | Sell | $88.74 | exit |
| 2017-01-26 | 2017-01-27 | SPY | Buy | $228.97 | entry |
| 2017-04-10 | 2017-04-11 | SPY | Sell | $235.06 | exit |
| 2017-04-10 | 2017-04-11 | RSP | Buy | $90.74 | entry |
| 2017-04-17 | 2017-04-18 | RSP | Sell | $90.02 | exit |
| 2017-04-17 | 2017-04-18 | SPY | Buy | $233.87 | entry |
| 2017-04-19 | 2017-04-20 | SPY | Sell | $235.34 | exit |
| 2017-04-19 | 2017-04-20 | RSP | Buy | $90.79 | entry |
| 2017-04-28 | 2017-05-01 | RSP | Sell | $91.38 | exit |
| 2017-04-28 | 2017-05-01 | SPY | Buy | $238.68 | entry |
| 2017-06-16 | 2017-06-19 | SPY | Sell | $244.66 | exit |
| 2017-06-16 | 2017-06-19 | RSP | Buy | $93.46 | entry |
| 2017-06-19 | 2017-06-20 | RSP | Sell | $92.70 | exit |
| 2017-06-19 | 2017-06-20 | SPY | Buy | $243.01 | entry |
| 2017-06-27 | 2017-06-28 | SPY | Sell | $243.49 | exit |
| 2017-06-27 | 2017-06-28 | RSP | Buy | $93.05 | entry |
| 2017-06-28 | 2017-06-29 | RSP | Sell | $92.39 | exit |
| 2017-06-28 | 2017-06-29 | SPY | Buy | $241.35 | entry |
| 2017-06-29 | 2017-06-30 | SPY | Sell | $241.80 | exit |
| 2017-06-29 | 2017-06-30 | RSP | Buy | $92.68 | entry |
| 2017-07-10 | 2017-07-11 | RSP | Sell | $92.44 | exit |
| 2017-07-10 | 2017-07-11 | SPY | Buy | $242.19 | entry |
| 2017-07-13 | 2017-07-14 | SPY | Sell | $245.56 | exit |
| 2017-07-13 | 2017-07-14 | RSP | Buy | $93.76 | entry |
| 2017-07-18 | 2017-07-19 | RSP | Sell | $94.34 | exit |
| 2017-07-18 | 2017-07-19 | SPY | Buy | $246.99 | entry |
| 2017-07-19 | 2017-07-20 | SPY | Sell | $247.10 | exit |
| 2017-07-19 | 2017-07-20 | RSP | Buy | $94.29 | entry |
| 2017-07-20 | 2017-07-21 | RSP | Sell | $94.31 | exit |
| 2017-07-20 | 2017-07-21 | SPY | Buy | $246.88 | entry |
| 2017-07-21 | 2017-07-24 | SPY | Sell | $246.82 | exit |
| 2017-07-21 | 2017-07-24 | RSP | Buy | $94.24 | entry |
| 2017-07-26 | 2017-07-27 | RSP | Sell | $94.32 | exit |
| 2017-07-26 | 2017-07-27 | SPY | Buy | $247.20 | entry |
| 2017-09-22 | 2017-09-25 | SPY | Sell | $248.93 | exit |
| 2017-09-22 | 2017-09-25 | RSP | Buy | $94.66 | entry |
| 2017-10-11 | 2017-10-12 | RSP | Sell | $96.44 | exit |
| 2017-10-11 | 2017-10-12 | SPY | Buy | $254.64 | entry |
| 2017-10-12 | 2017-10-13 | SPY | Sell | $254.95 | exit |
| 2017-10-12 | 2017-10-13 | RSP | Buy | $96.54 | entry |
| 2017-10-16 | 2017-10-17 | RSP | Sell | $96.56 | exit |
| 2017-10-16 | 2017-10-17 | SPY | Buy | $255.47 | entry |
| 2017-10-20 | 2017-10-23 | SPY | Sell | $256.11 | exit |
| 2017-10-20 | 2017-10-23 | RSP | Buy | $97.08 | entry |
| 2017-10-25 | 2017-10-26 | RSP | Sell | $96.72 | exit |
| 2017-10-25 | 2017-10-26 | SPY | Buy | $255.62 | entry |
| 2017-11-17 | 2017-11-20 | SPY | Sell | $258.30 | exit |
| 2017-11-17 | 2017-11-20 | RSP | Buy | $97.62 | entry |
| 2017-11-21 | 2017-11-22 | RSP | Sell | $97.94 | exit |
| 2017-11-21 | 2017-11-22 | SPY | Buy | $259.76 | entry |
| 2017-11-29 | 2017-11-30 | SPY | Sell | $265.01 | exit |
| 2017-11-29 | 2017-11-30 | RSP | Buy | $100.25 | entry |
| 2017-12-12 | 2017-12-13 | RSP | Sell | $100.52 | exit |
| 2017-12-12 | 2017-12-13 | SPY | Buy | $266.75 | entry |
| 2017-12-19 | 2017-12-20 | SPY | Sell | $267.03 | exit |
| 2017-12-19 | 2017-12-20 | RSP | Buy | $100.77 | entry |
| 2018-01-10 | 2018-01-11 | RSP | Sell | $104.21 | exit |
| 2018-01-10 | 2018-01-11 | SPY | Buy | $276.12 | entry |
| 2018-01-11 | 2018-01-12 | SPY | Sell | $277.92 | exit |
| 2018-01-11 | 2018-01-12 | RSP | Buy | $104.88 | entry |
| 2018-01-16 | 2018-01-17 | RSP | Sell | $105.04 | exit |
| 2018-01-16 | 2018-01-17 | SPY | Buy | $279.61 | entry |
| 2018-03-21 | 2018-03-22 | SPY | Sell | $263.67 | exit |
| 2018-03-21 | 2018-03-22 | RSP | Buy | $99.18 | entry |
| 2018-05-04 | 2018-05-07 | RSP | Sell | $100.00 | exit |
| 2018-05-04 | 2018-05-07 | SPY | Buy | $266.92 | entry |
| 2018-06-20 | 2018-06-21 | SPY | Sell | $274.24 | exit |
| 2018-06-20 | 2018-06-21 | RSP | Buy | $102.97 | entry |
| 2018-07-02 | 2018-07-03 | RSP | Sell | $101.80 | exit |
| 2018-07-02 | 2018-07-03 | SPY | Buy | $270.90 | entry |
| 2018-07-03 | 2018-07-05 | SPY | Sell | $273.11 | exit |
| 2018-07-03 | 2018-07-05 | RSP | Buy | $102.56 | entry |
| 2018-07-09 | 2018-07-10 | RSP | Sell | $104.40 | exit |
| 2018-07-09 | 2018-07-10 | SPY | Buy | $278.90 | entry |
| 2018-09-21 | 2018-09-24 | SPY | Sell | $291.02 | exit |
| 2018-09-21 | 2018-09-24 | RSP | Buy | $107.33 | entry |
| 2018-09-24 | 2018-09-25 | RSP | Sell | $107.04 | exit |
| 2018-09-24 | 2018-09-25 | SPY | Buy | $290.75 | entry |
| 2018-11-02 | 2018-11-05 | SPY | Sell | $273.39 | exit |
| 2018-11-02 | 2018-11-05 | RSP | Buy | $100.90 | entry |
| 2018-11-07 | 2018-11-08 | RSP | Sell | $103.08 | exit |
| 2018-11-07 | 2018-11-08 | SPY | Buy | $280.50 | entry |
| 2018-11-09 | 2018-11-12 | SPY | Sell | $272.57 | exit |
| 2018-11-09 | 2018-11-12 | RSP | Buy | $100.61 | entry |
| 2018-12-11 | 2018-12-12 | RSP | Sell | $97.58 | exit |
| 2018-12-11 | 2018-12-12 | SPY | Buy | $265.46 | entry |
| 2018-12-21 | 2018-12-24 | SPY | Sell | $234.34 | exit |
| 2018-12-21 | 2018-12-24 | RSP | Buy | $86.19 | entry |
| 2018-12-24 | 2018-12-26 | RSP | Sell | $90.09 | exit |
| 2018-12-24 | 2018-12-26 | SPY | Buy | $246.18 | entry |
| 2019-01-08 | 2019-01-09 | SPY | Sell | $257.97 | exit |
| 2019-01-08 | 2019-01-09 | RSP | Buy | $95.31 | entry |
| 2019-03-08 | 2019-03-11 | RSP | Sell | $103.22 | exit |
| 2019-03-08 | 2019-03-11 | SPY | Buy | $278.44 | entry |
| 2019-06-03 | 2019-06-04 | SPY | Sell | $280.53 | exit |
| 2019-06-03 | 2019-06-04 | RSP | Buy | $103.54 | entry |
| 2019-06-06 | 2019-06-07 | RSP | Sell | $105.56 | exit |
| 2019-06-06 | 2019-06-07 | SPY | Buy | $287.65 | entry |
| 2019-06-28 | 2019-07-01 | SPY | Sell | $295.66 | exit |
| 2019-06-28 | 2019-07-01 | RSP | Buy | $108.57 | entry |
| 2019-07-02 | 2019-07-03 | RSP | Sell | $109.44 | exit |
| 2019-07-02 | 2019-07-03 | SPY | Buy | $298.80 | entry |
| 2019-09-10 | 2019-09-11 | SPY | Sell | $300.25 | exit |
| 2019-09-10 | 2019-09-11 | RSP | Buy | $109.54 | entry |
| 2019-10-02 | 2019-10-03 | RSP | Sell | $105.15 | exit |
| 2019-10-02 | 2019-10-03 | SPY | Buy | $290.42 | entry |
| 2019-10-18 | 2019-10-21 | SPY | Sell | $299.99 | exit |
| 2019-10-18 | 2019-10-21 | RSP | Buy | $108.66 | entry |
| 2019-10-28 | 2019-10-29 | RSP | Sell | $109.97 | exit |
| 2019-10-28 | 2019-10-29 | SPY | Buy | $303.21 | entry |
| 2019-10-29 | 2019-10-30 | SPY | Sell | $304.14 | exit |
| 2019-10-29 | 2019-10-30 | RSP | Buy | $109.98 | entry |
| 2019-10-30 | 2019-10-31 | RSP | Sell | $109.41 | exit |
| 2019-10-30 | 2019-10-31 | SPY | Buy | $303.33 | entry |
| 2019-11-04 | 2019-11-05 | SPY | Sell | $307.03 | exit |
| 2019-11-04 | 2019-11-05 | RSP | Buy | $111.40 | entry |
| 2019-11-07 | 2019-11-08 | RSP | Sell | $111.81 | exit |
| 2019-11-07 | 2019-11-08 | SPY | Buy | $308.94 | entry |
| 2019-12-20 | 2019-12-23 | SPY | Sell | $321.22 | exit |
| 2019-12-20 | 2019-12-23 | RSP | Buy | $115.52 | entry |
| 2019-12-23 | 2019-12-24 | RSP | Sell | $115.60 | exit |
| 2019-12-23 | 2019-12-24 | SPY | Buy | $321.23 | entry |
| 2020-04-29 | 2020-04-30 | SPY | Sell | $290.48 | exit |
| 2020-04-29 | 2020-04-30 | RSP | Buy | $96.14 | entry |
| 2020-04-30 | 2020-05-01 | RSP | Sell | $92.67 | exit |
| 2020-04-30 | 2020-05-01 | SPY | Buy | $282.79 | entry |
| 2020-05-26 | 2020-05-27 | SPY | Sell | $303.53 | exit |
| 2020-05-26 | 2020-05-27 | RSP | Buy | $101.88 | entry |
| 2020-06-23 | 2020-06-24 | RSP | Sell | $99.46 | exit |
| 2020-06-23 | 2020-06-24 | SPY | Buy | $304.09 | entry |
| 2020-07-23 | 2020-07-24 | SPY | Sell | $320.88 | exit |
| 2020-07-23 | 2020-07-24 | RSP | Buy | $106.22 | entry |
| 2020-07-27 | 2020-07-28 | RSP | Sell | $106.00 | exit |
| 2020-07-27 | 2020-07-28 | SPY | Buy | $321.17 | entry |
| 2020-07-29 | 2020-07-30 | SPY | Sell | $323.96 | exit |
| 2020-07-29 | 2020-07-30 | RSP | Buy | $106.89 | entry |
| 2020-07-30 | 2020-07-31 | RSP | Sell | $106.84 | exit |
| 2020-07-30 | 2020-07-31 | SPY | Buy | $326.52 | entry |
| 2020-08-11 | 2020-08-12 | SPY | Sell | $337.44 | exit |
| 2020-08-11 | 2020-08-12 | RSP | Buy | $111.20 | entry |
| 2020-08-12 | 2020-08-13 | RSP | Sell | $110.66 | exit |
| 2020-08-12 | 2020-08-13 | SPY | Buy | $336.83 | entry |
| 2020-09-08 | 2020-09-09 | SPY | Sell | $339.79 | exit |
| 2020-09-08 | 2020-09-09 | RSP | Buy | $110.03 | entry |
| 2020-09-09 | 2020-09-10 | RSP | Sell | $108.45 | exit |
| 2020-09-09 | 2020-09-10 | SPY | Buy | $333.89 | entry |
| 2020-09-11 | 2020-09-14 | SPY | Sell | $338.46 | exit |
| 2020-09-11 | 2020-09-14 | RSP | Buy | $110.78 | entry |
| 2020-09-21 | 2020-09-22 | RSP | Sell | $107.06 | exit |
| 2020-09-21 | 2020-09-22 | SPY | Buy | $330.30 | entry |
| 2020-10-02 | 2020-10-05 | SPY | Sell | $339.76 | exit |
| 2020-10-02 | 2020-10-05 | RSP | Buy | $110.89 | entry |
| 2020-10-12 | 2020-10-13 | RSP | Sell | $113.29 | exit |
| 2020-10-12 | 2020-10-13 | SPY | Buy | $350.13 | entry |
| 2020-10-15 | 2020-10-16 | SPY | Sell | $347.29 | exit |
| 2020-10-15 | 2020-10-16 | RSP | Buy | $113.40 | entry |
| 2020-11-06 | 2020-11-09 | RSP | Sell | $118.89 | exit |
| 2020-11-06 | 2020-11-09 | SPY | Buy | $354.56 | entry |
| 2020-11-09 | 2020-11-10 | SPY | Sell | $354.04 | exit |
| 2020-11-09 | 2020-11-10 | RSP | Buy | $119.54 | entry |
| 2021-01-25 | 2021-01-26 | RSP | Sell | $130.67 | exit |
| 2021-01-25 | 2021-01-26 | SPY | Buy | $383.79 | entry |
| 2021-02-08 | 2021-02-09 | SPY | Sell | $390.25 | exit |
| 2021-02-08 | 2021-02-09 | RSP | Buy | $134.05 | entry |
| 2021-04-13 | 2021-04-14 | RSP | Sell | $145.36 | exit |
| 2021-04-13 | 2021-04-14 | SPY | Buy | $411.45 | entry |
| 2021-04-14 | 2021-04-15 | SPY | Sell | $415.87 | exit |
| 2021-04-14 | 2021-04-15 | RSP | Buy | $146.50 | entry |
| 2021-04-15 | 2021-04-16 | RSP | Sell | $147.15 | exit |
| 2021-04-15 | 2021-04-16 | SPY | Buy | $417.26 | entry |
| 2021-04-21 | 2021-04-22 | SPY | Sell | $412.27 | exit |
| 2021-04-21 | 2021-04-22 | RSP | Buy | $146.36 | entry |
| 2021-04-30 | 2021-05-03 | RSP | Sell | $149.16 | exit |
| 2021-04-30 | 2021-05-03 | SPY | Buy | $418.20 | entry |
| 2021-05-03 | 2021-05-04 | SPY | Sell | $415.62 | exit |
| 2021-05-03 | 2021-05-04 | RSP | Buy | $148.99 | entry |
| 2021-06-14 | 2021-06-15 | RSP | Sell | $151.73 | exit |
| 2021-06-14 | 2021-06-15 | SPY | Buy | $424.48 | entry |
| 2021-06-15 | 2021-06-16 | SPY | Sell | $422.11 | exit |
| 2021-06-15 | 2021-06-16 | RSP | Buy | $150.70 | entry |
| 2021-06-16 | 2021-06-17 | RSP | Sell | $149.22 | exit |
| 2021-06-16 | 2021-06-17 | SPY | Buy | $421.97 | entry |
| 2021-09-27 | 2021-09-28 | SPY | Sell | $433.72 | exit |
| 2021-09-27 | 2021-09-28 | RSP | Buy | $152.00 | entry |
| 2021-10-19 | 2021-10-20 | RSP | Sell | $157.87 | exit |
| 2021-10-19 | 2021-10-20 | SPY | Buy | $452.41 | entry |
| 2021-10-20 | 2021-10-21 | SPY | Sell | $453.59 | exit |
| 2021-10-20 | 2021-10-21 | RSP | Buy | $158.06 | entry |
| 2021-10-27 | 2021-10-28 | RSP | Sell | $158.04 | exit |
| 2021-10-27 | 2021-10-28 | SPY | Buy | $458.32 | entry |
| 2022-01-04 | 2022-01-05 | SPY | Sell | $468.38 | exit |
| 2022-01-04 | 2022-01-05 | RSP | Buy | $161.67 | entry |
| 2022-03-22 | 2022-03-23 | RSP | Sell | $155.14 | exit |
| 2022-03-22 | 2022-03-23 | SPY | Buy | $443.80 | entry |
| 2022-04-11 | 2022-04-12 | SPY | Sell | $438.29 | exit |
| 2022-04-11 | 2022-04-12 | RSP | Buy | $154.85 | entry |
| 2022-06-15 | 2022-06-16 | RSP | Sell | $130.84 | exit |
| 2022-06-15 | 2022-06-16 | SPY | Buy | $366.65 | entry |
| 2022-06-17 | 2022-06-21 | SPY | Sell | $375.07 | exit |
| 2022-06-17 | 2022-06-21 | RSP | Buy | $132.69 | entry |
| 2022-06-21 | 2022-06-22 | RSP | Sell | $132.62 | exit |
| 2022-06-21 | 2022-06-22 | SPY | Buy | $374.39 | entry |
| 2022-08-25 | 2022-08-26 | SPY | Sell | $405.31 | exit |
| 2022-08-25 | 2022-08-26 | RSP | Buy | $144.13 | entry |
| 2022-09-22 | 2022-09-23 | RSP | Sell | $130.48 | exit |
| 2022-09-22 | 2022-09-23 | SPY | Buy | $367.95 | entry |
| 2022-09-30 | 2022-10-03 | SPY | Sell | $366.61 | exit |
| 2022-09-30 | 2022-10-03 | RSP | Buy | $130.83 | entry |
| 2022-10-20 | 2022-10-21 | RSP | Sell | $132.87 | exit |
| 2022-10-20 | 2022-10-21 | SPY | Buy | $374.29 | entry |
| 2022-10-26 | 2022-10-27 | SPY | Sell | $379.98 | exit |
| 2022-10-26 | 2022-10-27 | RSP | Buy | $137.33 | entry |
| 2023-02-07 | 2023-02-08 | RSP | Sell | $151.89 | exit |
| 2023-02-07 | 2023-02-08 | SPY | Buy | $410.65 | entry |
| 2023-02-16 | 2023-02-17 | SPY | Sell | $407.26 | exit |
| 2023-02-16 | 2023-02-17 | RSP | Buy | $151.03 | entry |
| 2023-02-21 | 2023-02-22 | RSP | Sell | $147.57 | exit |
| 2023-02-21 | 2023-02-22 | SPY | Buy | $398.54 | entry |
| 2023-07-10 | 2023-07-11 | SPY | Sell | $442.46 | exit |
| 2023-07-10 | 2023-07-11 | RSP | Buy | $151.54 | entry |
| 2023-07-14 | 2023-07-17 | RSP | Sell | $152.35 | exit |
| 2023-07-14 | 2023-07-17 | SPY | Buy | $450.84 | entry |
| 2023-07-20 | 2023-07-21 | SPY | Sell | $452.18 | exit |
| 2023-07-20 | 2023-07-21 | RSP | Buy | $154.11 | entry |
| 2023-07-28 | 2023-07-31 | RSP | Sell | $154.88 | exit |
| 2023-07-28 | 2023-07-31 | SPY | Buy | $457.79 | entry |
| 2023-07-31 | 2023-08-01 | SPY | Sell | $456.48 | exit |
| 2023-07-31 | 2023-08-01 | RSP | Buy | $154.25 | entry |
| 2023-08-01 | 2023-08-02 | RSP | Sell | $152.78 | exit |
| 2023-08-01 | 2023-08-02 | SPY | Buy | $450.13 | entry |
| 2023-08-02 | 2023-08-03 | SPY | Sell | $448.84 | exit |
| 2023-08-02 | 2023-08-03 | RSP | Buy | $152.02 | entry |
| 2023-08-14 | 2023-08-15 | RSP | Sell | $149.25 | exit |
| 2023-08-14 | 2023-08-15 | SPY | Buy | $442.89 | entry |
| 2023-12-01 | 2023-12-04 | SPY | Sell | $456.69 | exit |
| 2023-12-01 | 2023-12-04 | RSP | Buy | $150.60 | entry |
| 2024-01-16 | 2024-01-17 | RSP | Sell | $153.84 | exit |
| 2024-01-16 | 2024-01-17 | SPY | Buy | $472.29 | entry |
| 2024-03-11 | 2024-03-12 | SPY | Sell | $516.78 | exit |
| 2024-03-11 | 2024-03-12 | RSP | Buy | $166.15 | entry |
| 2024-03-12 | 2024-03-13 | RSP | Sell | $166.23 | exit |
| 2024-03-12 | 2024-03-13 | SPY | Buy | $515.97 | entry |
| 2024-03-27 | 2024-03-28 | SPY | Sell | $523.07 | exit |
| 2024-03-27 | 2024-03-28 | RSP | Buy | $169.37 | entry |
| 2024-04-10 | 2024-04-11 | RSP | Sell | $164.59 | exit |
| 2024-04-10 | 2024-04-11 | SPY | Buy | $518.00 | entry |
| 2024-04-19 | 2024-04-22 | SPY | Sell | $499.72 | exit |
| 2024-04-19 | 2024-04-22 | RSP | Buy | $161.03 | entry |
| 2024-04-26 | 2024-04-29 | RSP | Sell | $163.56 | exit |
| 2024-04-26 | 2024-04-29 | SPY | Buy | $510.06 | entry |
| 2024-04-30 | 2024-05-01 | SPY | Sell | $500.35 | exit |
| 2024-04-30 | 2024-05-01 | RSP | Buy | $160.65 | entry |
| 2024-05-02 | 2024-05-03 | RSP | Sell | $162.79 | exit |
| 2024-05-02 | 2024-05-03 | SPY | Buy | $511.29 | entry |
| 2024-07-24 | 2024-07-25 | SPY | Sell | $538.41 | exit |
| 2024-07-24 | 2024-07-25 | RSP | Buy | $167.35 | entry |
| 2024-09-25 | 2024-09-26 | RSP | Sell | $178.29 | exit |
| 2024-09-25 | 2024-09-26 | SPY | Buy | $572.30 | entry |
| 2024-09-26 | 2024-09-27 | SPY | Sell | $571.47 | exit |
| 2024-09-26 | 2024-09-27 | RSP | Buy | $178.93 | entry |
| 2024-10-04 | 2024-10-07 | RSP | Sell | $177.18 | exit |
| 2024-10-04 | 2024-10-07 | SPY | Buy | $567.80 | entry |
| 2024-10-07 | 2024-10-08 | SPY | Sell | $573.17 | exit |
| 2024-10-07 | 2024-10-08 | RSP | Buy | $177.60 | entry |
| 2024-10-08 | 2024-10-09 | RSP | Sell | $178.82 | exit |
| 2024-10-08 | 2024-10-09 | SPY | Buy | $577.14 | entry |
| 2024-10-16 | 2024-10-17 | SPY | Sell | $582.35 | exit |
| 2024-10-16 | 2024-10-17 | RSP | Buy | $181.33 | entry |
| 2024-10-17 | 2024-10-18 | RSP | Sell | $181.87 | exit |
| 2024-10-17 | 2024-10-18 | SPY | Buy | $584.59 | entry |
| 2024-11-22 | 2024-11-25 | SPY | Sell | $597.53 | exit |
| 2024-11-22 | 2024-11-25 | RSP | Buy | $187.21 | entry |
| 2024-12-03 | 2024-12-04 | RSP | Sell | $186.33 | exit |
| 2024-12-03 | 2024-12-04 | SPY | Buy | $607.66 | entry |
| 2025-01-27 | 2025-01-28 | SPY | Sell | $604.52 | exit |
| 2025-01-27 | 2025-01-28 | RSP | Buy | $181.41 | entry |
| 2025-01-28 | 2025-01-29 | RSP | Sell | $180.81 | exit |
| 2025-01-28 | 2025-01-29 | SPY | Buy | $601.81 | entry |
| 2025-02-21 | 2025-02-24 | SPY | Sell | $597.21 | exit |
| 2025-02-21 | 2025-02-24 | RSP | Buy | $179.97 | entry |
| 2025-04-09 | 2025-04-10 | RSP | Sell | $159.60 | exit |
| 2025-04-09 | 2025-04-10 | SPY | Buy | $524.58 | entry |
| 2025-04-16 | 2025-04-17 | SPY | Sell | $526.41 | exit |
| 2025-04-16 | 2025-04-17 | RSP | Buy | $162.66 | entry |
| 2025-04-25 | 2025-04-28 | RSP | Sell | $167.92 | exit |
| 2025-04-25 | 2025-04-28 | SPY | Buy | $550.85 | entry |
| 2025-08-22 | 2025-08-25 | SPY | Sell | $642.47 | exit |
| 2025-08-22 | 2025-08-25 | RSP | Buy | $188.04 | entry |
| 2025-08-25 | 2025-08-26 | RSP | Sell | $188.17 | exit |
| 2025-08-25 | 2025-08-26 | SPY | Buy | $645.16 | entry |
| 2025-11-21 | 2025-11-24 | SPY | Sell | $668.73 | exit |
| 2025-11-21 | 2025-11-24 | RSP | Buy | $186.53 | entry |
| 2025-11-24 | 2025-11-25 | RSP | Sell | $189.18 | exit |
| 2025-11-24 | 2025-11-25 | SPY | Buy | $675.02 | entry |
| 2025-12-10 | 2025-12-11 | SPY | Sell | $689.17 | exit |
| 2025-12-10 | 2025-12-11 | RSP | Buy | $194.73 | entry |
| 2026-04-08 | 2026-04-09 | RSP | Sell | $198.08 | exit |
| 2026-04-08 | 2026-04-09 | SPY | Buy | $679.91 | entry |
| 2026-06-09 | 2026-06-10 | SPY | Sell | $725.43 | exit |
| 2026-06-09 | 2026-06-10 | RSP | Buy | $206.53 | entry |
| 2026-08-06 | 2026-08-07 | RSP | Sell | $220.09 | exit |
| 2026-08-06 | 2026-08-07 | SPY | Buy | $773.26 | entry |
| 2026-08-10 | 2026-08-11 | SPY | Sell | $770.56 | exit |
| 2026-08-10 | 2026-08-11 | RSP | Buy | $220.69 | entry |
| 2026-08-17 | 2026-08-18 | RSP | Sell | $219.79 | exit |
| 2026-08-17 | 2026-08-18 | SPY | Buy | $767.45 | entry |
| 2026-08-18 | 2026-08-19 | SPY | Sell | $769.06 | exit |
| 2026-08-18 | 2026-08-19 | RSP | Buy | $222.07 | entry |
| 2026-08-31 | 2026-09-01 | RSP | Sell | $217.59 | exit |
| 2026-08-31 | 2026-09-01 | SPY | Buy | $761.78 | entry |
| 2026-10-20 | 2026-10-21 | SPY | Sell | $773.09 | exit |
| 2026-10-20 | 2026-10-21 | RSP | Buy | $216.64 | entry |
| 2026-10-21 | 2026-10-22 | RSP | Sell | $218.22 | exit |
| 2026-10-21 | 2026-10-22 | SPY | Buy | $763.96 | entry |
| 2026-10-22 | 2026-10-23 | SPY | Sell | $759.97 | exit |
| 2026-10-22 | 2026-10-23 | RSP | Buy | $216.54 | entry |
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.