Curves start at 100 on the common period; metrics are the engine values for each experiment's full period.
Experiments you can compare: Buy at RSI 30, Buy the 52-week high, Golden cross, Permanent portfolio, Dual momentum, 60/40 stocks and bonds, Sell in May
| Method | Period | CAGR | Max drawdown | Sharpe | SPY CAGR / drawdown |
|---|---|---|---|---|---|
| Buy at RSI 30 | 1993–2026 | 6.13% | -47.17% | 0.48 | 10.91% / -55.19% |
| Buy the 52-week high | 1993–2026 | 8.84% | -38.44% | 0.70 | 10.91% / -55.19% |
| Golden cross | 1993–2026 | 10.12% | -33.72% | 0.77 | 10.91% / -55.19% |
| Permanent portfolio | 2000–2026 | 6.96% | -16.89% | 0.99 | 9.08% / -55.19% |
| Dual momentum | 1998–2026 | 8.70% | -33.72% | 0.63 | 8.73% / -55.19% |
| 60/40 stocks and bonds | 1993–2026 | 8.63% | -32.20% | 0.82 | 10.91% / -55.19% |
| Sell in May | 1993–2026 | 7.82% | -33.72% | 0.63 | 10.91% / -55.19% |
Decide on the close, fill at the next day's close, 0.1% cost per side, compared with holding SPY over the same dates.
Educational material, not investment advice or a trading signal. Past results do not guarantee future returns.