SPY System

Tactical trading system based on market regime indicators and momentum

Strategy Overview

The SPY System is a tactical trading strategy that uses multiple market indicators to identify favorable and unfavorable market regimes for the S&P 500 ETF (SPY). The strategy combines:

Trend analysis using moving average crossovers
Momentum to confirm trend direction
Sector rotation examining cyclical vs defensive sectors
Volatility using VIX term structure

These indicators are combined into a proprietary oscillator that generates buy and sell signals. The system aims to participate in uptrends while avoiding significant drawdowns.

Statistical Overview

Historical Signals: -

Buy Signals: -

Sell Signals: -

Date Range: -

Actions

SPY and Oscillator

SPY Price

Trading Oscillator

Backtest Results

Strategy Return

Buy & Hold Return

Sharpe Ratio

Max Drawdown

Performance Comparison

Drawdown Analysis

Market Exposure

Detailed Metrics

Metric	SPY System	Buy & Hold