My agent
Buy SPY under its 200-day
Fragile
“When SPY closes below its 200-day average, buy SPY.”
As tested: Every first close below the 200-day → SPY's next 60 sessions against SPY's average 60 sessions.
Edge per trade-0.95%% vs SPY's average 60 sessions
t-stat-0.5895% range -4.17 to +2.26
Trades29Sep 1, 2016 – Oct 12, 2026
Win rate48%beat the comparison
Last 12 months+11.05%1 signals
Why fragile
- t-stat -0.58 is inside the noise
- 70% of resamples have no edge
Live forward test
Paper-tracked since Sep 30, 2026 on days the backtest never saw. 0 fires so far. Editing the rule restarts the clock.
Every signal
| Signal | Edge |
|---|---|
| Mar 19, 2026 | +11.05% |
| Mar 26, 2025 | +2.20% |
| Mar 10, 2025 | +2.96% |
| Oct 25, 2023 | +12.77% |
| Oct 20, 2023 | +9.78% |
| Mar 22, 2023 | +8.73% |
| Mar 17, 2023 | +8.62% |
| Mar 9, 2023 | +5.73% |
| Jan 18, 2023 | +2.01% |
| Dec 5, 2022 | -2.20% |
| Apr 8, 2022 | -16.44% |
| Apr 6, 2022 | -17.81% |
| Mar 23, 2022 | -20.91% |
| Feb 17, 2022 | -11.81% |
| Feb 11, 2022 | -12.74% |
| Jan 21, 2022 | -1.74% |
| Jun 26, 2020 | +6.72% |
| Jun 11, 2020 | +10.50% |
| Mar 5, 2020 | -2.38% |
| Mar 3, 2020 | -2.43% |
| Feb 27, 2020 | -4.10% |
| May 31, 2019 | +1.22% |
| Mar 8, 2019 | -1.16% |
| Dec 4, 2018 | -0.14% |
| Nov 12, 2018 | -4.01% |
| Oct 18, 2018 | -8.93% |
| Oct 11, 2018 | -8.71% |
| Apr 2, 2018 | +2.11% |
| Mar 23, 2018 | +3.42% |