Gap Fill Fade · SPY 5m backtest · Mar 26, 2024 – Sep 30, 2026
A backtest of Gap Fill Fade on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Gap Fill Fade |
|---|---|
| Symbol | SPY |
| Period | Mar 26, 2024 – Sep 30, 2026 |
| Trades | 303 |
| Total return | +0.16% |
| Max drawdown | -6.80% |
| Profit factor | 1.00 |