BACKTEST · SHARED

SPY strategy, 2016 to 2026

Hold SPY when its close crosses above its 200 day average. Sell to cash when the close crosses below. Orders fill at the next close, with 5 bps fees and 5 bps slippage.

From 2016-11-07 to 2026-11-04, this rule made 29 trades and returned +99.3%. Buying and holding SPY returned +259.8% over the same dates. The largest drop from a past high was 24.0%.

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SCORE

Portfolio equity vs benchmark

The rule

Hold SPY when its close crosses above its 200 day average. Sell to cash when the close crosses below. Orders fill at the next close, with 5 bps fees and 5 bps slippage.

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

29 trades and 57 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 5 bps fees and 5 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 date	Fill date	Ticker	Side	Price	Reason
2018-03-26	2018-03-27	SPY	Buy	$260.73	entry
2018-04-02	2018-04-03	SPY	Sell	$260.64	exit
2018-04-03	2018-04-04	SPY	Buy	$263.69	entry
2018-10-11	2018-10-12	SPY	Sell	$275.81	exit
2018-10-16	2018-10-17	SPY	Buy	$280.59	entry
2018-10-18	2018-10-19	SPY	Sell	$276.11	exit
2018-11-07	2018-11-08	SPY	Buy	$280.64	entry
2018-11-12	2018-11-13	SPY	Sell	$271.92	exit
2018-12-03	2018-12-04	SPY	Buy	$270.39	entry
2018-12-04	2018-12-06	SPY	Sell	$269.71	exit
2019-02-12	2019-02-13	SPY	Buy	$275.13	entry
2019-03-08	2019-03-11	SPY	Sell	$278.30	exit
2019-03-11	2019-03-12	SPY	Buy	$279.63	entry
2019-05-31	2019-06-03	SPY	Sell	$274.43	exit
2019-06-04	2019-06-05	SPY	Buy	$283.10	entry
2020-02-27	2020-02-28	SPY	Sell	$296.11	exit
2020-03-02	2020-03-03	SPY	Buy	$300.39	entry
2020-03-03	2020-03-04	SPY	Sell	$312.70	exit
2020-03-04	2020-03-05	SPY	Buy	$302.61	entry
2020-03-05	2020-03-06	SPY	Sell	$297.31	exit
2020-05-27	2020-05-28	SPY	Buy	$303.12	entry
2020-06-11	2020-06-12	SPY	Sell	$304.06	exit
2020-06-12	2020-06-15	SPY	Buy	$307.20	entry
2020-06-26	2020-06-29	SPY	Sell	$304.31	exit
2020-06-29	2020-06-30	SPY	Buy	$308.51	entry
2022-01-21	2022-01-24	SPY	Sell	$439.62	exit
2022-01-31	2022-02-01	SPY	Buy	$453.18	entry
2022-02-11	2022-02-14	SPY	Sell	$438.80	exit
2022-02-15	2022-02-16	SPY	Buy	$446.82	entry
2022-02-17	2022-02-18	SPY	Sell	$434.01	exit
2022-03-22	2022-03-23	SPY	Buy	$444.02	entry
2022-03-23	2022-03-24	SPY	Sell	$450.26	exit
2022-03-24	2022-03-25	SPY	Buy	$452.92	entry
2022-04-06	2022-04-07	SPY	Sell	$448.55	exit
2022-04-07	2022-04-08	SPY	Buy	$447.79	entry
2022-04-08	2022-04-11	SPY	Sell	$439.70	exit
2022-11-30	2022-12-01	SPY	Buy	$407.58	entry
2022-12-05	2022-12-06	SPY	Sell	$393.63	exit
2023-01-13	2023-01-17	SPY	Buy	$397.97	entry
2023-01-18	2023-01-19	SPY	Sell	$388.45	exit

Show all 57 fills

More fills in this backtest
Signal date	Fill date	Ticker	Side	Price	Reason
2023-01-23	2023-01-24	SPY	Buy	$400.40	entry
2023-03-09	2023-03-10	SPY	Sell	$385.72	exit
2023-03-16	2023-03-17	SPY	Buy	$390.18	entry
2023-03-17	2023-03-20	SPY	Sell	$393.54	exit
2023-03-20	2023-03-21	SPY	Buy	$399.11	entry
2023-03-22	2023-03-23	SPY	Sell	$392.97	exit
2023-03-23	2023-03-24	SPY	Buy	$395.95	entry
2023-10-20	2023-10-23	SPY	Sell	$420.25	exit
2023-10-24	2023-10-25	SPY	Buy	$417.76	entry
2023-10-25	2023-10-26	SPY	Sell	$412.34	exit
2023-11-02	2023-11-03	SPY	Buy	$434.91	entry
2025-03-10	2025-03-11	SPY	Sell	$555.64	exit
2025-03-24	2025-03-25	SPY	Buy	$575.75	entry
2025-03-26	2025-03-27	SPY	Sell	$566.80	exit
2025-05-12	2025-05-13	SPY	Buy	$587.13	entry
2026-03-19	2026-03-20	SPY	Sell	$648.25	exit
2026-04-08	2026-04-09	SPY	Buy	$680.25	entry

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Risk warning

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