Your analysis
Prices through 2026-09-04
SPY
Momentum signal dashboard
Latest close
$770.19
-2.98 -0.39%
Current model state
Wait
The strategy is in cash and waiting for its next entry condition.
Last action
Sell
2026-05-18
Position
0 shares
$10,500.50 available cash
Model activity
2 actions
1 completed round trips
Closing price
Buy entry
Sell exit
Interactive price history for SPY with model-generated buy and sell markers.
Sharpe ratio
Annualized excess return per unit of volatility. Higher is more efficient; this simulation uses a 0% risk-free proxy.
Annualized volatility
The annualized variability of daily simulated portfolio returns. Lower means a smoother historical path, not lower future risk.
Strategy drawdown
The largest peak-to-trough decline in the simulated portfolio. Smaller historical drawdowns are generally easier to withstand.
These diagnostics are descriptive, not predictive. Threshold bands are orientation aids rather than recommendations or guarantees.
05 Reading the model
One system, four practical states.
BBuy
An entry condition has occurred. The simulation allocates the selected risk budget at the closing price.
HHold
The position remains open while momentum supports staying invested. No new transaction occurs.
SSell
An exit condition has occurred. The simulation closes the open position at the closing price.
WWait
The strategy remains in cash until its next qualified entry. Patience is part of the model.