| Strategy |
Turnaround Tuesday Backtest |
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The idea behind this strategy is simple: If the equity index has a negative performance on Monday, then Tuesday's market action often shows a bullish turnaround. The strategy is backtested on SPY (the SPDR S&P 500 ETF) with full capital investment. |
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| Type of Positions |
Long |
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| Criteria for Opening a Position: |
ticker(spy) and weekday(mon) and (close[0] < close[1])@sp500
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| Order Execution Model: |
Close Prices
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| Initial Capital: |
$10,000 |
| Capital at Risk: |
100%
per trade
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| Portfolio Max Size: |
1 positions |
| Comm. per Trade: |
0%
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| Avg Bid-Ask Spread: |
0.01% |
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| Stop Loss: |
20% |
| Close position after: |
1 trading days/bars |
| Period: |
1/1/2026 - 12/31/2026 |
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| Total Profit: |
$66.9 |
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Total Trades: |
15 |
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| Capital Growth: | 0.67% |
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Profit Trades, % of Total: | 40% |
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| Profit Factor: [?] |
1.13 | |
Avg Trade Duration, days: | 1 |
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| Payoff Ratio: [?] |
1.69 |
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Avg Profit per Trade: | 0.046% |
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| Max Drawdown: | 3% |
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Avg Profit per Day: | 0.046% |
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| Max Drawdown, $: |
306 |
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Avg Market Impact: [?] |
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| Restoration Factor: [?] |
0.22 |
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Overall Viability Score: [?] |
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| Avg Annual Return: |
0.67% |
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CAGR: [?] | 0.67% |
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|
| Year |
S&P 500 |
Equity |
Jan | Feb |
Mar | Apr | May |
Jun | Jul | Aug |
Sep | Oct | Nov |
Dec |
| 2026 |
10.73 |
0.67 |
|
0.68
|
2.89
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-0.63
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0.09
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-1.37
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1.11
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-0.69
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-1.32
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-0.02
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| Symbol |
Entry Date |
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Exit Date |
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Shares |
Profit, $ |
Exit On |
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MI
[?] |
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10/12/2026 |
778.10 |
10/13/2026 |
778.01 |
12 |
-2.01 |
Time Limit |
622.48 |
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09/28/2026 |
765.61 |
09/29/2026 |
764.20 |
13 |
-19.32 |
Time Limit |
612.49 |
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09/14/2026 |
759.00 |
09/15/2026 |
755.52 |
13 |
-46.22 |
Time Limit |
607.20 |
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08/31/2026 |
765.15 |
09/01/2026 |
759.89 |
13 |
-69.37 |
Time Limit |
612.12 |
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08/24/2026 |
761.58 |
08/25/2026 |
764.01 |
13 |
30.60 |
Time Limit |
609.26 |
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08/17/2026 |
770.76 |
08/18/2026 |
765.55 |
13 |
-68.73 |
Time Limit |
616.61 |
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08/10/2026 |
771.12 |
08/11/2026 |
768.65 |
13 |
-33.11 |
Time Limit |
616.90 |
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07/20/2026 |
740.25 |
07/21/2026 |
746.43 |
13 |
79.37 |
Time Limit |
592.20 |
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07/13/2026 |
747.32 |
07/14/2026 |
749.97 |
13 |
33.47 |
Time Limit |
597.86 |
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06/22/2026 |
742.55 |
06/23/2026 |
731.76 |
13 |
-141.22 |
Time Limit |
594.04 |
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05/18/2026 |
734.95 |
05/19/2026 |
730.06 |
14 |
-69.48 |
Time Limit |
587.96 |
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05/04/2026 |
714.41 |
05/05/2026 |
720.14 |
14 |
79.21 |
Time Limit |
571.53 |
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04/20/2026 |
705.17 |
04/21/2026 |
700.55 |
14 |
-65.66 |
Time Limit |
564.14 |
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03/30/2026 |
628.80 |
03/31/2026 |
647.08 |
16 |
291.45 |
Time Limit |
503.04 |
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02/23/2026 |
677.12 |
02/24/2026 |
682.04 |
14 |
67.92 |
Time Limit |
541.70 |
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Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.
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