From abbed6977271b7213977ac853d4a15c786edfee0 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Sat, 28 Sep 2024 06:56:35 -0700 Subject: [PATCH] Add SPY backtest results for Multiple Days Up / Down strategy --- strategies/multiple-days-up-down/README.md | 8 ++++++++ .../backtest-results/spy_analysis.png | Bin 0 -> 124365 bytes .../backtest-results/spy_summary.png | Bin 0 -> 66835 bytes 3 files changed, 8 insertions(+) create mode 100644 strategies/multiple-days-up-down/backtest-results/spy_analysis.png create mode 100644 strategies/multiple-days-up-down/backtest-results/spy_summary.png diff --git a/strategies/multiple-days-up-down/README.md b/strategies/multiple-days-up-down/README.md index 046c491..f03f7b3 100644 --- a/strategies/multiple-days-up-down/README.md +++ b/strategies/multiple-days-up-down/README.md @@ -38,4 +38,12 @@ This strategy was taken from chapter 6 of [*High Probability ETF Trading*](https **Enable Aggressive Entries**: Whether to enable taking aggressive second entries when conditions are met. (Default: true) +## Backtest Results + +### SPY + +![SPY Analysis](https://static.moshington.com/images/strategies/multiple-days-up-down/spy-analysis.png) + +![SPY Summary](https://static.moshington.com/images/strategies/multiple-days-up-down/spy-summary.png) + --- \ No newline at end of file diff --git a/strategies/multiple-days-up-down/backtest-results/spy_analysis.png b/strategies/multiple-days-up-down/backtest-results/spy_analysis.png new file mode 100644 index 0000000000000000000000000000000000000000..f6c608d9810ef723a7dcca81016d7d68d074b820 GIT binary patch literal 124365 zcmeFa2UJt(+6L;3Vngf{rQ3x7Dgq*HP!ScuN(ogAA!;Z>B%x;%u~2OUrOt?mNnZ_kuef>)j99d2b-DQ84>a!=Zi^O)(vKf8J@4<#n_F?su_t+Ou4+}T>GCxX z(qB2HtVJyUVU3&v`vN^|8!OCkjoYV_Qi@4(Kj>cAbMO7O4u($HyhK{hop@c9JHZwP;#d*2=hTi< zga@jH(*d6pg<6Y&%lrH~dm?o0@9!5KTRa8az?YYb)Q4q1{J!z?{(H(xe&1MB_fzOw zA%9S~`j0)wiq>sC`dW#7IP|pfxa69qi6Tg0YkMaId`t_POJ5T&5D2`vc z?w9p?TK~G{Ui<{y&YAW3gT?#rEQ-qyP{sT{AbawA5`U5y2^+Z^5zKWCnjNM| z^5>#LTU&ev^mwJTK{D$FdFA{iMK}t7F1~!HCO^g-v2CY;^ne}zwh?R9}c+a7`TqfPW9pVXV84&9Ar3~~e zQ_7Clm<`;z)rImgNQ-c-@9d}{p4Y9Tqm%2-NFc^izIma662F2r6SBzOhLib5lhN=< zWdTyL$4+-9CcdV|?AJ1yCi*?2TfQb{8|LNs*4hp9R-Iidoz1sn;zDPAXDSo5niM@l zXt;fGPwmoU%^gFhdM3Du-pvB4C`2ASViY9UILRXomqs`Kq}+_efK2z~ycThqg6 zQi_r*5D1!!h24Q^_G?R48q}^#6>Xw$&^3A`!xvc1VH45tAa>xzreeV>R(-1=WsPd3 zX5O;);3ocKr_DFr6XBQEIP%f060a_u?3c2cqD`fuX^XRTC8*9NX^f*sk*_2~j$;8v zF6z@PUtI5sS(nZ%E!l(-<>244E>X&zk*VFn(R2eWPH!UL$!vN`b(OzB1 zz1n#wXry{)n0ec^dduQ79<&%m(_KNIUS@dIJ~cB-?f&M(TR8^HvpprJzWQR%I#BTH zyor3Hlr^5UPH-buJq5zR^(fn3pJ`9q`z$`v-kTg&6RwV^-8I58J>o0kU2IBp*W5Rr zRe;xnj{4=pjh4Ws#8yKFkUOKD}P8it1mJCnw-6#Vd67Dvu!N{hz` zUJ_+!TU#4h+tEwC^*+XRwnH?7Zt2HUz33PX((~s#W|T$U=p{c4q$$t65RFGrQQw{g zze!;8mfLtMzAI~UtF^OP4)^M{KV_#Ll9CtPo_7a2m2G`j@_a}Y@gp;*4$W^W;Fj5* zSsQ5_Yp34T^~B%t)Gl8tYFJJA$x5o$k-VYaNW)WOQ(IXZ44-d1Jsw(AhcLTgJvGWj zg-VBxR}qLT^*LdyiQvd@uOYG9F#0Wd-fNH#=6cb>j5&^I+9hnThiNbfl7z;5+p4H6 zwh=zASb0B_2HQg0Ez>@Vb>o0p-8cM^`yo#vPk9Hynh1BHUh&qdI^##upR!gQJ~KEN z_FB3P%Ds5*GB#oqV%cyG1xsQ-CL z)AGcDS9bevO#zm~lGLsUt2AX82^sA)<)a|=>5$HV8+PaSCQY%{%_3O6)=|*Tm_2zg zHBre$KBQK#NwR%0R_|GOf9I&I$*E3=m&jVxJ(P)m8ZZ;x$EbR9&lL+QUcqFRC}sQfpd(L;Z@&I?!Rde>KeSk|*)J76a) z!j_-D`|WxBeco}Lv?%1yt}k8f4?nnQ(V2g_%tilO7jM4t4Ii8 z?pEU?xVc?-)_vrOffXZr0l(fQH)A5|71{auk&}_lmy5YI$vc%JuXj4fe(Vo>n^b`C ze0@)KBq1H#l2iZ{S#{^UFWjTm^H`SQ6u-gh09Lf_;Yv~qx3MoHRTB?RDCjRMdX#8H zi4IuTT9oA9br<+#6A0~mG)hht4{k1iBkGRttnSCS<8UO853lcwPu!1fLIOU44#&7N zG;q3C-t7ut)L|<{f=eIY{whA;93nDW$;jTBv>zc-l9JbT1l}b!z4J(eU-_V8p)DA! 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