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Add SPY backtest results for Overnight strategy using a 200-day simple moving average trend filter

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moshferatu 2024-09-03 07:37:04 -07:00
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strategies/overnight/README.md
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@ -31,6 +31,12 @@ The 1-minute data from my data provider necessary for this strategy currently on
![SPY Summary](./backtest-results/spy_summary.png) ![SPY Summary](./backtest-results/spy_summary.png)
#### 200-Day Trend Filter
![SPY Trend Filter Analysis](./backtest-results/spy_trend_filter_analysis.png)
![SPY Trend Filter Summary](./backtest-results/spy_trend_filter_summary.png)
### QQQ ### QQQ
![QQQ Analysis](./backtest-results/qqq_analysis.png) ![QQQ Analysis](./backtest-results/qqq_analysis.png)

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