V Daena Digital BACKTESTER
TICKER: RSP ASK THE CHAT

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.

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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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.

Every fill in this backtest, in time order
Signal dateFill dateTickerSidePriceReason
2016-05-132016-05-16SPYBuy$206.78entry
2016-05-172016-05-18SPYSell$204.91exit
2016-05-172016-05-18RSPBuy$78.23entry
2016-05-182016-05-19RSPSell$78.00exit
2016-05-182016-05-19SPYBuy$204.20entry
2016-05-202016-05-23SPYSell$205.21exit
2016-05-202016-05-23RSPBuy$78.53entry
2016-06-162016-06-17RSPSell$79.69exit
2016-06-162016-06-17SPYBuy$206.52entry
2016-06-172016-06-20SPYSell$207.85exit
2016-06-172016-06-20RSPBuy$80.35entry
2016-06-272016-06-28RSPSell$77.63exit
2016-06-272016-06-28SPYBuy$203.20entry
2016-07-012016-07-05SPYSell$208.41exit
2016-07-012016-07-05RSPBuy$79.63entry
2016-07-052016-07-06RSPSell$80.11exit
2016-07-052016-07-06SPYBuy$209.66entry
2016-07-082016-07-11SPYSell$213.40exit
2016-07-082016-07-11RSPBuy$81.92entry
2016-08-022016-08-03RSPSell$82.99exit
2016-08-022016-08-03SPYBuy$216.18entry
2016-08-112016-08-12SPYSell$218.46exit
2016-08-112016-08-12RSPBuy$83.98entry
2016-09-132016-09-14RSPSell$81.81exit
2016-09-132016-09-14SPYBuy$213.15entry
2016-09-222016-09-23SPYSell$215.99exit
2016-09-222016-09-23RSPBuy$83.30entry
2016-10-072016-10-10RSPSell$83.18exit
2016-10-072016-10-10SPYBuy$216.16entry
2016-11-102016-11-11SPYSell$216.42exit
2016-11-102016-11-11RSPBuy$83.67entry
2017-01-092017-01-10RSPSell$87.78exit
2017-01-092017-01-10SPYBuy$226.46entry
2017-01-122017-01-13SPYSell$227.05exit
2017-01-122017-01-13RSPBuy$88.05entry
2017-01-132017-01-17RSPSell$87.82exit
2017-01-132017-01-17SPYBuy$226.25entry
2017-01-172017-01-18SPYSell$226.75exit
2017-01-172017-01-18RSPBuy$88.08entry
2017-01-192017-01-20RSPSell$87.97exit
Show all 359 fills
More fills in this backtest
Signal dateFill dateTickerSidePriceReason
2017-01-192017-01-20SPYBuy$226.74entry
2017-01-242017-01-25SPYSell$229.57exit
2017-01-242017-01-25RSPBuy$89.25entry
2017-01-262017-01-27RSPSell$88.74exit
2017-01-262017-01-27SPYBuy$228.97entry
2017-04-102017-04-11SPYSell$235.06exit
2017-04-102017-04-11RSPBuy$90.74entry
2017-04-172017-04-18RSPSell$90.02exit
2017-04-172017-04-18SPYBuy$233.87entry
2017-04-192017-04-20SPYSell$235.34exit
2017-04-192017-04-20RSPBuy$90.79entry
2017-04-282017-05-01RSPSell$91.38exit
2017-04-282017-05-01SPYBuy$238.68entry
2017-06-162017-06-19SPYSell$244.66exit
2017-06-162017-06-19RSPBuy$93.46entry
2017-06-192017-06-20RSPSell$92.70exit
2017-06-192017-06-20SPYBuy$243.01entry
2017-06-272017-06-28SPYSell$243.49exit
2017-06-272017-06-28RSPBuy$93.05entry
2017-06-282017-06-29RSPSell$92.39exit
2017-06-282017-06-29SPYBuy$241.35entry
2017-06-292017-06-30SPYSell$241.80exit
2017-06-292017-06-30RSPBuy$92.68entry
2017-07-102017-07-11RSPSell$92.44exit
2017-07-102017-07-11SPYBuy$242.19entry
2017-07-132017-07-14SPYSell$245.56exit
2017-07-132017-07-14RSPBuy$93.76entry
2017-07-182017-07-19RSPSell$94.34exit
2017-07-182017-07-19SPYBuy$246.99entry
2017-07-192017-07-20SPYSell$247.10exit
2017-07-192017-07-20RSPBuy$94.29entry
2017-07-202017-07-21RSPSell$94.31exit
2017-07-202017-07-21SPYBuy$246.88entry
2017-07-212017-07-24SPYSell$246.82exit
2017-07-212017-07-24RSPBuy$94.24entry
2017-07-262017-07-27RSPSell$94.32exit
2017-07-262017-07-27SPYBuy$247.20entry
2017-09-222017-09-25SPYSell$248.93exit
2017-09-222017-09-25RSPBuy$94.66entry
2017-10-112017-10-12RSPSell$96.44exit
2017-10-112017-10-12SPYBuy$254.64entry
2017-10-122017-10-13SPYSell$254.95exit
2017-10-122017-10-13RSPBuy$96.54entry
2017-10-162017-10-17RSPSell$96.56exit
2017-10-162017-10-17SPYBuy$255.47entry
2017-10-202017-10-23SPYSell$256.11exit
2017-10-202017-10-23RSPBuy$97.08entry
2017-10-252017-10-26RSPSell$96.72exit
2017-10-252017-10-26SPYBuy$255.62entry
2017-11-172017-11-20SPYSell$258.30exit
2017-11-172017-11-20RSPBuy$97.62entry
2017-11-212017-11-22RSPSell$97.94exit
2017-11-212017-11-22SPYBuy$259.76entry
2017-11-292017-11-30SPYSell$265.01exit
2017-11-292017-11-30RSPBuy$100.25entry
2017-12-122017-12-13RSPSell$100.52exit
2017-12-122017-12-13SPYBuy$266.75entry
2017-12-192017-12-20SPYSell$267.03exit
2017-12-192017-12-20RSPBuy$100.77entry
2018-01-102018-01-11RSPSell$104.21exit
2018-01-102018-01-11SPYBuy$276.12entry
2018-01-112018-01-12SPYSell$277.92exit
2018-01-112018-01-12RSPBuy$104.88entry
2018-01-162018-01-17RSPSell$105.04exit
2018-01-162018-01-17SPYBuy$279.61entry
2018-03-212018-03-22SPYSell$263.67exit
2018-03-212018-03-22RSPBuy$99.18entry
2018-05-042018-05-07RSPSell$100.00exit
2018-05-042018-05-07SPYBuy$266.92entry
2018-06-202018-06-21SPYSell$274.24exit
2018-06-202018-06-21RSPBuy$102.97entry
2018-07-022018-07-03RSPSell$101.80exit
2018-07-022018-07-03SPYBuy$270.90entry
2018-07-032018-07-05SPYSell$273.11exit
2018-07-032018-07-05RSPBuy$102.56entry
2018-07-092018-07-10RSPSell$104.40exit
2018-07-092018-07-10SPYBuy$278.90entry
2018-09-212018-09-24SPYSell$291.02exit
2018-09-212018-09-24RSPBuy$107.33entry
2018-09-242018-09-25RSPSell$107.04exit
2018-09-242018-09-25SPYBuy$290.75entry
2018-11-022018-11-05SPYSell$273.39exit
2018-11-022018-11-05RSPBuy$100.90entry
2018-11-072018-11-08RSPSell$103.08exit
2018-11-072018-11-08SPYBuy$280.50entry
2018-11-092018-11-12SPYSell$272.57exit
2018-11-092018-11-12RSPBuy$100.61entry
2018-12-112018-12-12RSPSell$97.58exit
2018-12-112018-12-12SPYBuy$265.46entry
2018-12-212018-12-24SPYSell$234.34exit
2018-12-212018-12-24RSPBuy$86.19entry
2018-12-242018-12-26RSPSell$90.09exit
2018-12-242018-12-26SPYBuy$246.18entry
2019-01-082019-01-09SPYSell$257.97exit
2019-01-082019-01-09RSPBuy$95.31entry
2019-03-082019-03-11RSPSell$103.22exit
2019-03-082019-03-11SPYBuy$278.44entry
2019-06-032019-06-04SPYSell$280.53exit
2019-06-032019-06-04RSPBuy$103.54entry
2019-06-062019-06-07RSPSell$105.56exit
2019-06-062019-06-07SPYBuy$287.65entry
2019-06-282019-07-01SPYSell$295.66exit
2019-06-282019-07-01RSPBuy$108.57entry
2019-07-022019-07-03RSPSell$109.44exit
2019-07-022019-07-03SPYBuy$298.80entry
2019-09-102019-09-11SPYSell$300.25exit
2019-09-102019-09-11RSPBuy$109.54entry
2019-10-022019-10-03RSPSell$105.15exit
2019-10-022019-10-03SPYBuy$290.42entry
2019-10-182019-10-21SPYSell$299.99exit
2019-10-182019-10-21RSPBuy$108.66entry
2019-10-282019-10-29RSPSell$109.97exit
2019-10-282019-10-29SPYBuy$303.21entry
2019-10-292019-10-30SPYSell$304.14exit
2019-10-292019-10-30RSPBuy$109.98entry
2019-10-302019-10-31RSPSell$109.41exit
2019-10-302019-10-31SPYBuy$303.33entry
2019-11-042019-11-05SPYSell$307.03exit
2019-11-042019-11-05RSPBuy$111.40entry
2019-11-072019-11-08RSPSell$111.81exit
2019-11-072019-11-08SPYBuy$308.94entry
2019-12-202019-12-23SPYSell$321.22exit
2019-12-202019-12-23RSPBuy$115.52entry
2019-12-232019-12-24RSPSell$115.60exit
2019-12-232019-12-24SPYBuy$321.23entry
2020-04-292020-04-30SPYSell$290.48exit
2020-04-292020-04-30RSPBuy$96.14entry
2020-04-302020-05-01RSPSell$92.67exit
2020-04-302020-05-01SPYBuy$282.79entry
2020-05-262020-05-27SPYSell$303.53exit
2020-05-262020-05-27RSPBuy$101.88entry
2020-06-232020-06-24RSPSell$99.46exit
2020-06-232020-06-24SPYBuy$304.09entry
2020-07-232020-07-24SPYSell$320.88exit
2020-07-232020-07-24RSPBuy$106.22entry
2020-07-272020-07-28RSPSell$106.00exit
2020-07-272020-07-28SPYBuy$321.17entry
2020-07-292020-07-30SPYSell$323.96exit
2020-07-292020-07-30RSPBuy$106.89entry
2020-07-302020-07-31RSPSell$106.84exit
2020-07-302020-07-31SPYBuy$326.52entry
2020-08-112020-08-12SPYSell$337.44exit
2020-08-112020-08-12RSPBuy$111.20entry
2020-08-122020-08-13RSPSell$110.66exit
2020-08-122020-08-13SPYBuy$336.83entry
2020-09-082020-09-09SPYSell$339.79exit
2020-09-082020-09-09RSPBuy$110.03entry
2020-09-092020-09-10RSPSell$108.45exit
2020-09-092020-09-10SPYBuy$333.89entry
2020-09-112020-09-14SPYSell$338.46exit
2020-09-112020-09-14RSPBuy$110.78entry
2020-09-212020-09-22RSPSell$107.06exit
2020-09-212020-09-22SPYBuy$330.30entry
2020-10-022020-10-05SPYSell$339.76exit
2020-10-022020-10-05RSPBuy$110.89entry
2020-10-122020-10-13RSPSell$113.29exit
2020-10-122020-10-13SPYBuy$350.13entry
2020-10-152020-10-16SPYSell$347.29exit
2020-10-152020-10-16RSPBuy$113.40entry
2020-11-062020-11-09RSPSell$118.89exit
2020-11-062020-11-09SPYBuy$354.56entry
2020-11-092020-11-10SPYSell$354.04exit
2020-11-092020-11-10RSPBuy$119.54entry
2021-01-252021-01-26RSPSell$130.67exit
2021-01-252021-01-26SPYBuy$383.79entry
2021-02-082021-02-09SPYSell$390.25exit
2021-02-082021-02-09RSPBuy$134.05entry
2021-04-132021-04-14RSPSell$145.36exit
2021-04-132021-04-14SPYBuy$411.45entry
2021-04-142021-04-15SPYSell$415.87exit
2021-04-142021-04-15RSPBuy$146.50entry
2021-04-152021-04-16RSPSell$147.15exit
2021-04-152021-04-16SPYBuy$417.26entry
2021-04-212021-04-22SPYSell$412.27exit
2021-04-212021-04-22RSPBuy$146.36entry
2021-04-302021-05-03RSPSell$149.16exit
2021-04-302021-05-03SPYBuy$418.20entry
2021-05-032021-05-04SPYSell$415.62exit
2021-05-032021-05-04RSPBuy$148.99entry
2021-06-142021-06-15RSPSell$151.73exit
2021-06-142021-06-15SPYBuy$424.48entry
2021-06-152021-06-16SPYSell$422.11exit
2021-06-152021-06-16RSPBuy$150.70entry
2021-06-162021-06-17RSPSell$149.22exit
2021-06-162021-06-17SPYBuy$421.97entry
2021-09-272021-09-28SPYSell$433.72exit
2021-09-272021-09-28RSPBuy$152.00entry
2021-10-192021-10-20RSPSell$157.87exit
2021-10-192021-10-20SPYBuy$452.41entry
2021-10-202021-10-21SPYSell$453.59exit
2021-10-202021-10-21RSPBuy$158.06entry
2021-10-272021-10-28RSPSell$158.04exit
2021-10-272021-10-28SPYBuy$458.32entry
2022-01-042022-01-05SPYSell$468.38exit
2022-01-042022-01-05RSPBuy$161.67entry
2022-03-222022-03-23RSPSell$155.14exit
2022-03-222022-03-23SPYBuy$443.80entry
2022-04-112022-04-12SPYSell$438.29exit
2022-04-112022-04-12RSPBuy$154.85entry
2022-06-152022-06-16RSPSell$130.84exit
2022-06-152022-06-16SPYBuy$366.65entry
2022-06-172022-06-21SPYSell$375.07exit
2022-06-172022-06-21RSPBuy$132.69entry
2022-06-212022-06-22RSPSell$132.62exit
2022-06-212022-06-22SPYBuy$374.39entry
2022-08-252022-08-26SPYSell$405.31exit
2022-08-252022-08-26RSPBuy$144.13entry
2022-09-222022-09-23RSPSell$130.48exit
2022-09-222022-09-23SPYBuy$367.95entry
2022-09-302022-10-03SPYSell$366.61exit
2022-09-302022-10-03RSPBuy$130.83entry
2022-10-202022-10-21RSPSell$132.87exit
2022-10-202022-10-21SPYBuy$374.29entry
2022-10-262022-10-27SPYSell$379.98exit
2022-10-262022-10-27RSPBuy$137.33entry
2023-02-072023-02-08RSPSell$151.89exit
2023-02-072023-02-08SPYBuy$410.65entry
2023-02-162023-02-17SPYSell$407.26exit
2023-02-162023-02-17RSPBuy$151.03entry
2023-02-212023-02-22RSPSell$147.57exit
2023-02-212023-02-22SPYBuy$398.54entry
2023-07-102023-07-11SPYSell$442.46exit
2023-07-102023-07-11RSPBuy$151.54entry
2023-07-142023-07-17RSPSell$152.35exit
2023-07-142023-07-17SPYBuy$450.84entry
2023-07-202023-07-21SPYSell$452.18exit
2023-07-202023-07-21RSPBuy$154.11entry
2023-07-282023-07-31RSPSell$154.88exit
2023-07-282023-07-31SPYBuy$457.79entry
2023-07-312023-08-01SPYSell$456.48exit
2023-07-312023-08-01RSPBuy$154.25entry
2023-08-012023-08-02RSPSell$152.78exit
2023-08-012023-08-02SPYBuy$450.13entry
2023-08-022023-08-03SPYSell$448.84exit
2023-08-022023-08-03RSPBuy$152.02entry
2023-08-142023-08-15RSPSell$149.25exit
2023-08-142023-08-15SPYBuy$442.89entry
2023-12-012023-12-04SPYSell$456.69exit
2023-12-012023-12-04RSPBuy$150.60entry
2024-01-162024-01-17RSPSell$153.84exit
2024-01-162024-01-17SPYBuy$472.29entry
2024-03-112024-03-12SPYSell$516.78exit
2024-03-112024-03-12RSPBuy$166.15entry
2024-03-122024-03-13RSPSell$166.23exit
2024-03-122024-03-13SPYBuy$515.97entry
2024-03-272024-03-28SPYSell$523.07exit
2024-03-272024-03-28RSPBuy$169.37entry
2024-04-102024-04-11RSPSell$164.59exit
2024-04-102024-04-11SPYBuy$518.00entry
2024-04-192024-04-22SPYSell$499.72exit
2024-04-192024-04-22RSPBuy$161.03entry
2024-04-262024-04-29RSPSell$163.56exit
2024-04-262024-04-29SPYBuy$510.06entry
2024-04-302024-05-01SPYSell$500.35exit
2024-04-302024-05-01RSPBuy$160.65entry
2024-05-022024-05-03RSPSell$162.79exit
2024-05-022024-05-03SPYBuy$511.29entry
2024-07-242024-07-25SPYSell$538.41exit
2024-07-242024-07-25RSPBuy$167.35entry
2024-09-252024-09-26RSPSell$178.29exit
2024-09-252024-09-26SPYBuy$572.30entry
2024-09-262024-09-27SPYSell$571.47exit
2024-09-262024-09-27RSPBuy$178.93entry
2024-10-042024-10-07RSPSell$177.18exit
2024-10-042024-10-07SPYBuy$567.80entry
2024-10-072024-10-08SPYSell$573.17exit
2024-10-072024-10-08RSPBuy$177.60entry
2024-10-082024-10-09RSPSell$178.82exit
2024-10-082024-10-09SPYBuy$577.14entry
2024-10-162024-10-17SPYSell$582.35exit
2024-10-162024-10-17RSPBuy$181.33entry
2024-10-172024-10-18RSPSell$181.87exit
2024-10-172024-10-18SPYBuy$584.59entry
2024-11-222024-11-25SPYSell$597.53exit
2024-11-222024-11-25RSPBuy$187.21entry
2024-12-032024-12-04RSPSell$186.33exit
2024-12-032024-12-04SPYBuy$607.66entry
2025-01-272025-01-28SPYSell$604.52exit
2025-01-272025-01-28RSPBuy$181.41entry
2025-01-282025-01-29RSPSell$180.81exit
2025-01-282025-01-29SPYBuy$601.81entry
2025-02-212025-02-24SPYSell$597.21exit
2025-02-212025-02-24RSPBuy$179.97entry
2025-04-092025-04-10RSPSell$159.60exit
2025-04-092025-04-10SPYBuy$524.58entry
2025-04-162025-04-17SPYSell$526.41exit
2025-04-162025-04-17RSPBuy$162.66entry
2025-04-252025-04-28RSPSell$167.92exit
2025-04-252025-04-28SPYBuy$550.85entry
2025-08-222025-08-25SPYSell$642.47exit
2025-08-222025-08-25RSPBuy$188.04entry
2025-08-252025-08-26RSPSell$188.17exit
2025-08-252025-08-26SPYBuy$645.16entry
2025-11-212025-11-24SPYSell$668.73exit
2025-11-212025-11-24RSPBuy$186.53entry
2025-11-242025-11-25RSPSell$189.18exit
2025-11-242025-11-25SPYBuy$675.02entry
2025-12-102025-12-11SPYSell$689.17exit
2025-12-102025-12-11RSPBuy$194.73entry
2026-04-082026-04-09RSPSell$198.08exit
2026-04-082026-04-09SPYBuy$679.91entry
2026-06-092026-06-10SPYSell$725.43exit
2026-06-092026-06-10RSPBuy$206.53entry
2026-08-062026-08-07RSPSell$220.09exit
2026-08-062026-08-07SPYBuy$773.26entry
2026-08-102026-08-11SPYSell$770.56exit
2026-08-102026-08-11RSPBuy$220.69entry
2026-08-172026-08-18RSPSell$219.79exit
2026-08-172026-08-18SPYBuy$767.45entry
2026-08-182026-08-19SPYSell$769.06exit
2026-08-182026-08-19RSPBuy$222.07entry
2026-08-312026-09-01RSPSell$217.59exit
2026-08-312026-09-01SPYBuy$761.78entry
2026-10-202026-10-21SPYSell$773.09exit
2026-10-202026-10-21RSPBuy$216.64entry
2026-10-212026-10-22RSPSell$218.22exit
2026-10-212026-10-22SPYBuy$763.96entry
2026-10-222026-10-23SPYSell$759.97exit
2026-10-222026-10-23RSPBuy$216.54entry

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Risk warning

Past results do not predict future returns. Not investment advice.