Compendium › Momo Momentum › SPY
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
SPY
Alpaca Tradeable

Momo Momentum's Analysis

2024-01-02 00:00:00+00 to 2026-05-06 19:55:00+00 • 8 trades executed

+8.87%
2 Years Return
$11,216.96
Current Value
86%
Win Rate
$10,303.20
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-05-07 09:15:12

No strong directional signal. Monitor for regime shift.

Fear & Greed
47
Neutral
VIX
17.4
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.49%
NORMAL
HY Spread
2.77
CALM
🌍 Kp Index
🟢 0.5
Quiet
⛈️ 4 storm days in 7d
RSI(14)
37.4 neutral
20d Trend
-2.6%
5d Trend
-2.0%
EMA20 Dist
-1.7%
ATR%
1.1%
Range Pos
54%
Bounce Ratio
0.7×
Green/Red 10d
4/6

Strategy Score Scored Mar 6, 2026

0
Lifetime
Confidence: 19%

Quality Components

Return-to-Risk
67.7/35
Total Return
45.6/25
Win Rate
96.4/15
Profit Factor
0.0/15
Consistency
92.7/10
Raw Quality 0.0/100
× Confidence 0.19 = 0.0

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (19%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
87,221
Timeframe
5-Minute Bars
Date Range
2024-05-07 → 2026-05-06
Trading Days
536 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-05-27 — Memorial Day, 2024-06-19 — Juneteenth, 2024-07-04 — Independence Day, 2024-09-02 — Labor Day, 2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day ... and 1 more
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary

Starting Capital
$10,303.20
Current Value
$11,216.96
Total P&L
$913.76
Max Drawdown
-1.5%
Sharpe Ratio
0.79

Trade Statistics

Total Trades
7
Winners / Losers
6 / 1
Best Trade
+4.01%
Worst Trade
-1.55%
Avg Trade Return
+1.26%
Avg Hold Time
20.4d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$144,993.36
Estimated Fees
$0.00
Gross P&L
$913.76
Net P&L (after fees)
$913.76
Gross Return
+8.87%
Net Return (after fees)
+8.87%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 SPY Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 536 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Momo Momentum had $10,303.20 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY May 16, 2024 9:40am ET $530.03 19 $10,070.52 — — —
🔴 SELL Jun 5, 2024 9:40am ET $530.23 19 $10,074.37 $10,307.05 +$3.85
(+0.0%) 		⏰ 30 Day Max
20d held
2 🟢 BUY Sep 3, 2024 9:30am ET $560.24 18 $10,084.32 — — —
🔴 SELL Sep 23, 2024 9:30am ET $568.91 18 $10,240.38 $10,463.11 +$156.06
(+1.6%) 		⏰ 30 Day Max
20d held
3 🟢 BUY Oct 4, 2024 9:30am ET $572.09 18 $10,297.53 — — —
🔴 SELL Oct 24, 2024 9:30am ET $579.11 18 $10,423.98 $10,589.56 +$126.45
(+1.2%) 		⏰ 30 Day Max
20d held
4 🟢 BUY Nov 29, 2024 9:45am ET $600.21 17 $10,203.57 — — —
🔴 SELL Dec 19, 2024 9:45am ET $590.88 17 $10,044.96 $10,430.95 $-158.61
(-1.6%) 		⏰ 30 Day Max
20d held
5 🟢 BUY May 5, 2025 9:35am ET $562.51 18 $10,125.18 — — —
🔴 SELL May 27, 2025 9:30am ET $585.08 18 $10,531.44 $10,837.21 +$406.26
(+4.0%) 		⏰ 30 Day Max
22d held
6 🟢 BUY May 28, 2025 9:40am ET $592.44 18 $10,663.83 — — —
🔴 SELL Jun 17, 2025 9:40am ET $599.99 18 $10,799.82 $10,973.20 +$135.99
(+1.3%) 		⏰ 30 Day Max
20d held
7 🟢 BUY Jul 7, 2025 9:30am ET $623.23 17 $10,594.85 — — —
🔴 SELL Jul 28, 2025 9:30am ET $637.57 17 $10,838.61 $11,216.96 +$243.76
(+2.3%) 		⏰ 30 Day Max
21d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,216.96
Net Profit/Loss: +$1,216.96
Total Return: +12.17%
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