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Add SPY backtest results for Intraday Weakness strategy

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moshferatu 2024-09-04 06:56:01 -07:00
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strategies/intraday-weakness/README.md
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@ -20,4 +20,12 @@ I don't have a way to aggregate backtests over a universe of stocks (e.g., S&P 5
I also lack a historical list of each index's constituents that is free of survivorship bias (i.e., includes stocks of companies that were ultimately delisted). I also lack a historical list of each index's constituents that is free of survivorship bias (i.e., includes stocks of companies that were ultimately delisted).
### ETFs
#### SPY
![SPY Analysis](./backtest-results/spy_analysis.png)
![SPY Summary](./backtest-results/spy_summary.png)
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