Backtests
| Window | Market | Dates | Tickers | Trades | SELL | Rule Exits | Return | Max DD | SPY Return | Claude Tokens |
|---|
| Latest 6M | current | 2026-01-02 to 2026-07-02 | 503 | 549 | 19546 | 185 | 41.34% | 9.50% | 9.60% | 16,132,944 |
| COVID Bear Shock | bearish | 2020-01-31 to 2020-03-31 | 46 | 109 | 801 | 34 | -3.61% | 7.96% | -17.32% | 10,914,177 |
| Reopening Bull Market | bullish | 2021-06-30 to 2021-12-31 | 48 | 366 | 1791 | 67 | 15.25% | 4.07% | 11.22% | 14,215,728 |
| Rate-Hike Bear Market | bearish | 2022-04-14 to 2022-10-14 | 49 | 298 | 2266 | 103 | -5.33% | 11.16% | -19.72% | 12,527,513 |
Latest 6M
current
- Window
- 2026-01-02 to 2026-07-02
- Tickers
- 503
- Loaded
- 503
- Trades
- 549
- SELL signals
- 19546
- Rule exits
- 185
- Return
- 41.34%
- Max drawdown
- 9.50%
- Benchmark
- SPY
- Benchmark return
- 9.60%
- Claude tokens
- 16,132,944
Performance vs SPY
Excess Return vs Benchmark
Portfolio minus benchmark
Recent Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2026-07-01 | PSKY | BUY | 1 | 10.17 | 0.00 |
| 2026-07-01 | GIS | BUY | 2 | 37.77 | 0.00 |
| 2026-07-01 | AXON | BUY | 22 | 593.96 | 0.00 |
| 2026-07-01 | CRL | BUY | 124 | 229.09 | 0.00 |
| 2026-07-01 | CRWD | BUY | 147 | 193.18 | 0.00 |
| 2026-07-01 | FFIV | BUY | 67 | 424.18 | 0.00 |
| 2026-07-01 | IFF | BUY | 351 | 81.15 | 0.00 |
| 2026-07-01 | KLAC | SELL | 23 | 266.19 | -816.96 |
| 2026-06-30 | KLAC | BUY | 23 | 301.71 | 0.00 |
| 2026-06-30 | TPL | BUY | 16 | 437.64 | 0.00 |
| 2026-06-30 | VEEV | BUY | 40 | 177.47 | 0.00 |
| 2026-06-30 | TROW | SELL | 62 | 113.69 | -42.78 |
Recent SELL Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2026-07-01 | KLAC | SELL | 23 | 266.19 | -816.96 |
| 2026-06-30 | TROW | SELL | 62 | 113.69 | -42.78 |
| 2026-06-30 | TER | SELL | 15 | 479.20 | 239.85 |
| 2026-06-30 | SYK | SELL | 21 | 312.81 | -371.89 |
| 2026-06-30 | SNDK | SELL | 3 | 2205.27 | 464.64 |
| 2026-06-30 | ROK | SELL | 14 | 493.95 | 162.69 |
| 2026-06-30 | PANW | SELL | 21 | 341.02 | 189.42 |
| 2026-06-30 | NRG | SELL | 47 | 148.16 | -44.42 |
| 2026-06-29 | XYZ | SELL | 91 | 78.02 | 18.20 |
| 2026-06-29 | VRTX | SELL | 14 | 499.65 | 116.34 |
| 2026-06-29 | VLTO | SELL | 79 | 88.32 | -112.18 |
| 2026-06-26 | WST | SELL | 20 | 350.85 | 85.80 |
COVID Bear Shock
bearish
- Window
- 2020-01-31 to 2020-03-31
- Tickers
- 46
- Loaded
- 46
- Trades
- 109
- SELL signals
- 801
- Rule exits
- 34
- Return
- -3.61%
- Max drawdown
- 7.96%
- Benchmark
- BASKET(46)
- Benchmark return
- -17.32%
- Claude tokens
- 10,914,177
Performance vs SPY
Excess Return vs Benchmark
Portfolio minus benchmark
Recent Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2020-03-31 | TTWO | BUY | 37 | 118.61 | 0.00 |
| 2020-03-31 | WST | SELL | 31 | 149.81 | 13.42 |
| 2020-03-30 | WST | BUY | 31 | 149.38 | 0.00 |
| 2020-03-27 | NKE | SELL | 60 | 75.80 | -58.47 |
| 2020-03-26 | NKE | BUY | 60 | 76.78 | 0.00 |
| 2020-03-24 | CMG | SELL | 372 | 13.28 | 560.53 |
| 2020-03-23 | CMG | BUY | 372 | 11.77 | 0.00 |
| 2020-03-23 | CRWD | SELL | 366 | 12.86 | 223.26 |
| 2020-03-20 | CRWD | BUY | 366 | 12.25 | 0.00 |
| 2020-03-20 | ANET | SELL | 439 | 10.28 | -367.66 |
| 2020-03-20 | VEEV | SELL | 31 | 133.45 | -439.89 |
| 2020-03-19 | VEEV | BUY | 31 | 147.64 | 0.00 |
Recent SELL Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2020-03-31 | WST | SELL | 31 | 149.81 | 13.42 |
| 2020-03-27 | NKE | SELL | 60 | 75.80 | -58.47 |
| 2020-03-24 | CMG | SELL | 372 | 13.28 | 560.53 |
| 2020-03-23 | CRWD | SELL | 366 | 12.86 | 223.26 |
| 2020-03-20 | ANET | SELL | 439 | 10.28 | -367.66 |
| 2020-03-20 | VEEV | SELL | 31 | 133.45 | -439.89 |
| 2020-03-18 | TROW | SELL | 57 | 83.03 | 13.10 |
| 2020-03-18 | MRNA | SELL | 173 | 31.58 | 588.20 |
| 2020-03-18 | MKC | SELL | 77 | 62.12 | 79.03 |
| 2020-03-18 | KHC | SELL | 250 | 17.49 | -25.84 |
| 2020-03-18 | DVA | SELL | 65 | 75.25 | 7.80 |
| 2020-03-18 | CHRW | SELL | 87 | 56.25 | 18.87 |
Reopening Bull Market
bullish
- Window
- 2021-06-30 to 2021-12-31
- Tickers
- 48
- Loaded
- 48
- Trades
- 366
- SELL signals
- 1791
- Rule exits
- 67
- Return
- 15.25%
- Max drawdown
- 4.07%
- Benchmark
- BASKET(48)
- Benchmark return
- 11.22%
- Claude tokens
- 14,215,728
Performance vs SPY
Excess Return vs Benchmark
Portfolio minus benchmark
Recent Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2021-12-31 | TSCO | BUY | 87 | 43.90 | 0.00 |
| 2021-12-31 | AXON | BUY | 85 | 157.00 | 0.00 |
| 2021-12-31 | MKC | BUY | 155 | 87.73 | 0.00 |
| 2021-12-31 | LH | BUY | 58 | 256.52 | 0.00 |
| 2021-12-30 | AXON | SELL | 33 | 156.07 | -147.51 |
| 2021-12-30 | KLAC | SELL | 433 | 40.83 | -85.39 |
| 2021-12-30 | TSLA | SELL | 64 | 356.78 | -332.85 |
| 2021-12-29 | ANET | BUY | 1 | 36.43 | 0.00 |
| 2021-12-29 | CHRW | BUY | 71 | 96.84 | 0.00 |
| 2021-12-28 | APP | SELL | 74 | 93.19 | -45.14 |
| 2021-12-27 | GPN | BUY | 1 | 127.63 | 0.00 |
| 2021-12-27 | IQV | BUY | 18 | 282.06 | 0.00 |
Recent SELL Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2021-12-30 | AXON | SELL | 33 | 156.07 | -147.51 |
| 2021-12-30 | KLAC | SELL | 433 | 40.83 | -85.39 |
| 2021-12-30 | TSLA | SELL | 64 | 356.78 | -332.85 |
| 2021-12-28 | APP | SELL | 74 | 93.19 | -45.14 |
| 2021-12-22 | VLO | SELL | 93 | 62.09 | -1.62 |
| 2021-12-22 | DDOG | SELL | 31 | 179.68 | 67.89 |
| 2021-12-21 | DVA | SELL | 54 | 108.86 | 104.22 |
| 2021-12-21 | CHTR | SELL | 8 | 644.33 | -19.44 |
| 2021-12-17 | TTWO | SELL | 31 | 175.74 | 93.00 |
| 2021-12-17 | SCHW | SELL | 73 | 77.99 | -64.51 |
| 2021-12-15 | LH | SELL | 24 | 250.76 | 244.92 |
| 2021-12-14 | MKC | SELL | 67 | 82.84 | -89.70 |
Rate-Hike Bear Market
bearish
- Window
- 2022-04-14 to 2022-10-14
- Tickers
- 49
- Loaded
- 49
- Trades
- 298
- SELL signals
- 2266
- Rule exits
- 103
- Return
- -5.33%
- Max drawdown
- 11.16%
- Benchmark
- BASKET(49)
- Benchmark return
- -19.72%
- Claude tokens
- 12,527,513
Performance vs SPY
Excess Return vs Benchmark
Portfolio minus benchmark
Recent Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2022-10-13 | MRNA | SELL | 36 | 134.72 | 144.00 |
| 2022-10-12 | MRNA | BUY | 36 | 130.72 | 0.00 |
| 2022-10-12 | KHC | SELL | 166 | 29.06 | 49.20 |
| 2022-10-11 | KHC | BUY | 166 | 28.77 | 0.00 |
| 2022-10-11 | MKC | SELL | 63 | 69.78 | -1.16 |
| 2022-10-10 | MKC | BUY | 63 | 69.80 | 0.00 |
| 2022-10-07 | TSCO | SELL | 120 | 36.31 | -156.07 |
| 2022-10-07 | AXON | SELL | 36 | 123.75 | -96.84 |
| 2022-10-06 | AXON | BUY | 36 | 126.44 | 0.00 |
| 2022-10-05 | TSCO | BUY | 120 | 37.62 | 0.00 |
| 2022-10-05 | VLO | SELL | 43 | 105.79 | 19.65 |
| 2022-10-05 | CRL | SELL | 21 | 215.43 | 48.30 |
Recent SELL Trades
| Date | Ticker | Action | Shares | Price | P&L |
|---|
| 2022-10-13 | MRNA | SELL | 36 | 134.72 | 144.00 |
| 2022-10-12 | KHC | SELL | 166 | 29.06 | 49.20 |
| 2022-10-11 | MKC | SELL | 63 | 69.78 | -1.16 |
| 2022-10-07 | TSCO | SELL | 120 | 36.31 | -156.07 |
| 2022-10-07 | AXON | SELL | 36 | 123.75 | -96.84 |
| 2022-10-05 | VLO | SELL | 43 | 105.79 | 19.65 |
| 2022-10-05 | CRL | SELL | 21 | 215.43 | 48.30 |
| 2022-10-04 | TPL | SELL | 22 | 210.72 | 244.71 |
| 2022-09-29 | MPC | SELL | 47 | 91.08 | -60.28 |
| 2022-09-22 | GIS | SELL | 69 | 69.68 | 63.09 |
| 2022-09-20 | DVA | SELL | 50 | 91.42 | -79.50 |
| 2022-09-19 | TSLA | SELL | 15 | 309.07 | 85.80 |