SMA Crossover · SPY backtest · Mar 30, 2023 – Oct 2, 2026
A backtest of SMA Crossover on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | SMA Crossover |
|---|---|
| Symbol | SPY |
| Period | Mar 30, 2023 – Oct 2, 2026 |
| Trades | 1,200 closed + 1 open |
| Total return | -5.21% |
| Max drawdown | -25.84% |
| Profit factor | 0.98 |