Intraday Momentum · SPY 1m backtest · Mar 28, 2023 – Sep 30, 2026
A backtest of Intraday Momentum on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Intraday Momentum |
|---|---|
| Symbol | SPY |
| Period | Mar 28, 2023 – Sep 30, 2026 |
| Trades | 871 |
| Total return | -6.21% |
| Max drawdown | -10.08% |
| Profit factor | 0.90 |