Public
SPY 20% off its high
Too few
“Buy $1,000 of SPY if it's trading more than 20% below its 52-week high.”
From Public
As tested: SPY closes 20%+ under its 52-week high (first time since the last high) → buy at the next open. The prompt never says when to sell, so this holds 60 sessions and compares with buying SPY on any day.
Edge per trade+11.34%% vs buying SPY on any day, per trade
t-stat—too few to measure
Trades2Sep 1, 2016 – Oct 12, 2026
Win rate100%beat the comparison
Last 12 months—0 signals
Why too few
- 2 closed trades. Needs at least 15 to call.
Year by year
2020
+19.77%1
2022
+2.92%1
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Jun 13, 2022 | +6.60% | +3.68% | +2.92% |
| Mar 12, 2020 | +23.45% | +3.68% | +19.77% |