Claude 5 Gap Fade · SPY backtest · Mar 29, 2023 – Oct 2, 2026
A backtest of Claude 5 Gap Fade on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Claude 5 Gap Fade |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 2, 2026 |
| Trades | 203 |
| Total return | +6.18% |
| Max drawdown | -3.28% |
| Profit factor | 1.24 |