MDT trades 2016
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StrategySymbolSideDateInPriceInDateOutPriceOutReasonPctGain
compounded gains
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mean-dev SPYSPYLong1/7/16195.331/13/16188.83exit rule-3.33%-3.33%
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mean-dev short
SPYShort1/15/16187.811/20/16185.65exit rule1.15%-2.22%
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mean-dev SPYSPYLong1/21/16186.211/27/16188.13exit rule1.03%-1.21%
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mean-dev short
SPYShort1/25/16187.642/2/16190.16exit rule-1.34%-2.53%
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mean-dev SPYSPYLong2/8/16185.772/12/16186.63exit rule0.46%-2.09%
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mean-dev short
SPYShort2/18/16192.092/19/16192exit rule0.05%-2.04%
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mean-dev short
SPYShort2/26/16195.092/29/16193.56exit rule0.78%-1.27%
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MDMLSPYLong3/2/161993/3/16199.78exit rule0.39%-0.89%
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MDMLSPYLong3/3/16199.783/4/16200.43exit rule0.33%-0.56%
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MDMLSPYLong3/4/16200.433/7/16200.59exit rule0.08%-0.48%
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mean-dev SPYSPYLong3/28/16203.614/1/16206.92exit rule1.63%1.14%
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mean-dev SPYSPYLong4/6/16204.194/12/16205.92exit rule0.85%2.00%
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mean-dev SPYSPYLong4/27/16208.475/3/16206.16exit rule-1.11%0.87%
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MDMLSPYLong4/20/16210.15/10/16208.45exit rule-0.79%0.07%
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mean-dev SPYSPYLong5/5/16205.565/11/16206.5exit rule0.46%0.53%
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mean-dev short
SPYShort5/11/16206.55/13/16204.76exit rule0.84%1.38%
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MDMLSPYLong5/25/16209.285/26/16209.34exit rule0.03%1.41%
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MDMLSPYLong5/26/16209.345/27/16210.24exit rule0.43%1.84%
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mean-dev short
SPYShort6/9/16212.086/10/16210.07exit rule0.95%2.81%
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mean-dev SPYSPYLong6/13/16209.366/17/16206.52exit rule-0.84%1.95%
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mean-dev short
SPYShort6/24/16203.246/27/16199.6exit rule1.79%3.77%
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mean-dev SPYSPYLong6/27/16201.597/1/16209.92exit rule4.13%8.06%
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MDMLSPYLong7/11/16213.47/12/16214.95exit rule0.73%8.85%
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MDMLSPYLong7/18/16216.417/20/16217.09exit rule0.31%9.18%
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mean-dev SPYSPYLong7/26/16216.538/1/16216.94exit rule0.19%9.39%
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mean-dev SPYSPYLong8/3/16215.488/9/16218.18exit rule1.25%10.76%
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mean-dev SPYSPYLong8/23/16219.258/29/16218.36exit rule-0.41%10.30%
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mean-dev SPYSPYLong9/12/16212.399/16/16213.37exit rule0.97%11.37%
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mean-dev SPYSPYLong10/5/16215.4110/11/16213.43exit rule-0.92%10.35%
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mean-dev SPYSPYLong10/12/16213.5910/18/16213.71exit rule0.06%10.42%
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mean-dev SPYSPYLong11/2/16210.6511/8/16214.11exit rule1.64%12.23%
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MDMLSPYLong11/9/16216.3811/10/16216.92exit rule0.25%12.51%
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MDMLSPYLong11/10/16216.9211/15/16218.28exit rule0.63%13.22%
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MDMLSPYLong11/23/16220.711/25/16221.52exit rule0.37%13.63%
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MDMLSPYLong11/25/16221.5212/6/16221.7exit rule0.08%13.73%
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mean-dev SPYSPYLong12/1/16220.7312/7/16224.6exit rule1.75%15.72%
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mean-dev SPYSPYLong12/22/16225.612/29/16224.35exit rule-0.55%15.08%
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mean-dev SPYSPYLong12/30/16224.7312/30/16223.53end of test-0.53%14.47%
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