BACKTEST · SHARED
SPY strategy, 2026
On SPY 5-minute bars, buys when price closes above the high of the first 30 minutes of the session and sells near the end of that day. Orders fill at the next bar's open with 2 bps slippage and no fees.
From 2026-10-01T13:30:00Z to 2026-10-30T19:55:00Z, this rule made 15 trades and returned -0.5%. Buying and holding SPY returned -1.2% over the same dates. The largest drop from a past high was 1.1%.
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The rule
On SPY 5-minute bars, buys when price closes above the high of the first 30 minutes of the session and sells near the end of that day. Orders fill at the next bar's open with 2 bps slippage and no fees.
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Did it beat SPY?
How it did over time
Strategy in orange-red. SPY buy and hold in light.
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Every trade
15 trades and 30 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 2 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 |
|---|---|---|---|---|---|
| 2026-10-02T14:20:00Z | 2026-10-02T14:25:00Z | SPY | Buy | $772.48 | entry |
| 2026-10-02T19:50:00Z | 2026-10-02T19:55:00Z | SPY | Sell | $769.38 | exit |
| 2026-10-05T14:05:00Z | 2026-10-05T14:10:00Z | SPY | Buy | $772.11 | entry |
| 2026-10-05T19:50:00Z | 2026-10-05T19:55:00Z | SPY | Sell | $774.19 | exit |
| 2026-10-06T14:05:00Z | 2026-10-06T14:10:00Z | SPY | Buy | $780.78 | entry |
| 2026-10-06T19:50:00Z | 2026-10-06T19:55:00Z | SPY | Sell | $778.92 | exit |
| 2026-10-07T16:05:00Z | 2026-10-07T16:10:00Z | SPY | Buy | $776.65 | entry |
| 2026-10-07T19:50:00Z | 2026-10-07T19:55:00Z | SPY | Sell | $777.26 | exit |
| 2026-10-08T14:10:00Z | 2026-10-08T14:15:00Z | SPY | Buy | $776.04 | entry |
| 2026-10-08T19:50:00Z | 2026-10-08T19:55:00Z | SPY | Sell | $773.26 | exit |
| 2026-10-09T14:55:00Z | 2026-10-09T15:00:00Z | SPY | Buy | $777.41 | entry |
| 2026-10-09T19:50:00Z | 2026-10-09T19:55:00Z | SPY | Sell | $778.25 | exit |
| 2026-10-15T14:30:00Z | 2026-10-15T14:35:00Z | SPY | Buy | $768.06 | entry |
| 2026-10-15T19:50:00Z | 2026-10-15T19:55:00Z | SPY | Sell | $771.79 | exit |
| 2026-10-19T14:10:00Z | 2026-10-19T14:15:00Z | SPY | Buy | $768.49 | entry |
| 2026-10-19T19:50:00Z | 2026-10-19T19:55:00Z | SPY | Sell | $766.92 | exit |
| 2026-10-20T14:05:00Z | 2026-10-20T14:10:00Z | SPY | Buy | $768.91 | entry |
| 2026-10-20T19:50:00Z | 2026-10-20T19:55:00Z | SPY | Sell | $768.46 | exit |
| 2026-10-21T15:25:00Z | 2026-10-21T15:30:00Z | SPY | Buy | $772.14 | entry |
| 2026-10-21T19:50:00Z | 2026-10-21T19:55:00Z | SPY | Sell | $773.50 | exit |
| 2026-10-23T14:40:00Z | 2026-10-23T14:45:00Z | SPY | Buy | $761.77 | entry |
| 2026-10-23T19:50:00Z | 2026-10-23T19:55:00Z | SPY | Sell | $759.74 | exit |
| 2026-10-26T14:10:00Z | 2026-10-26T14:15:00Z | SPY | Buy | $764.82 | entry |
| 2026-10-26T19:50:00Z | 2026-10-26T19:55:00Z | SPY | Sell | $764.89 | exit |
| 2026-10-27T14:55:00Z | 2026-10-27T15:00:00Z | SPY | Buy | $768.82 | entry |
| 2026-10-27T19:50:00Z | 2026-10-27T19:55:00Z | SPY | Sell | $769.96 | exit |
| 2026-10-28T16:50:00Z | 2026-10-28T16:55:00Z | SPY | Buy | $772.82 | entry |
| 2026-10-28T19:50:00Z | 2026-10-28T19:55:00Z | SPY | Sell | $771.84 | exit |
| 2026-10-29T14:00:00Z | 2026-10-29T14:05:00Z | SPY | Buy | $769.93 | entry |
| 2026-10-29T19:50:00Z | 2026-10-29T19:55:00Z | SPY | Sell | $768.97 | 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.