← ALL STRATEGIES · sma10_tactical

10-month tactical moving average

RESEARCH STRATEGY
RUNNING

Monthly risk-on/risk-off allocation using a long-term moving-average filter.

DEFAULT MARKETSPY
BAR INTERVAL1d
GROSS EXPOSURE1.0x
PAPER CASH$99,992.19
REALIZED P&L$-7.81
PROMOTION AUDIT

No AI qualification submitted

This strategy keeps its course or research provenance. A normal backtest snapshot cannot award the AI-generated label.

NOT TESTEDLocked evidenceRequires 100+ trades over 180+ untouched calendar days.
NOT TESTEDCost survivalMust beat exposure-matched Buy & Hold at 4 and 8 bps.
NOT TESTEDIntraday flatnessEvery position must close within its trading session.
NOT TESTEDImmutable provenanceExact algorithm, dataset, and trade-ledger SHA-256 fingerprints are mandatory.

How the strategy works

The moving average is a slow regime filter. The strategy accepts equity risk above the ten-month trend and moves to cash below it, aiming to avoid extended bear markets rather than predict short moves.

Concrete example

At January month-end SPY closes at 600 while its 210-session average is 570, so February is invested. A close at 540 would move the next month to cash.

Published research

Meb Faber — A Quantitative Approach to Tactical Asset Allocation

Published evidence motivates this candidate; it does not guarantee this implementation will pass our current sample.

Exact algorithm

Required data: ohlcv

Where it may work—and where it can fail

EXPECTED BEST CONDITIONS

Long directional regimes and deep bear markets where avoiding part of the decline offsets whipsaws.

IMPORTANT CONTEXT

A 210-session average approximates ten trading months; cash yield is currently assumed zero.

Main risks

“Best conditions” is an interpretation of the strategy's mechanism, not an additional course entry rule and not a performance guarantee.

Forward paper transactions

LEDGER START2026-08-16T22:55:46.342820+00:00
PAPER VERSIONv2 · a73551384d7f
STATUSrunning
STATUS DETAILNo issue
EntrySideEntry priceExitExit priceCapital basisGross notionalOutcomeP&L
2026-09-01 00:00:00+00:00LONG762.012026-09-01 00:00:00+00:00761.72$10,000.00$10,000.00MISS$-7.81

Capital basis is allocated paper equity. Gross notional uses the exposure stored with that exact fill; legacy fills with no recorded exposure are shown as unknown. A new semantic paper generation archives the prior run and restarts the forward clock.

Archived paper versions

Read-only prior runs preserve their executable manifest, balances, and fills. They never contribute to the active clock, cash, or qualification.

VersionMarketExposureAllocationCostCode hashStartedArchivedFillsStarting cashEnding cashRealized P&LFinal status
legacy-v1unknown · unknownunknownunknownunknownlegacy2026-08-16T16:54:09.212635+00:002026-08-16T22:55:46.342820+00:000$100,000.00$100,000.00$+0.00running
TRADES89
AVERAGE TRADE+55.13 bps
STRATEGY 1.0x / BUY & HOLD 1x+52.68% / +315.11%
VS 1x REFERENCE-262.43% · LAGS
DRAWDOWN: STRATEGY / B&H+24.06% / +33.72%
HITS / MISSES59 / 30
HIT RATE+66.29%
AVG HIT / MISS+2.77% / -3.81%
LONGEST MISS STREAK5

Rolling 70/30 diagnostic

This moving 70/30 split is a dashboard diagnostic, not frozen qualification evidence. It cannot award AI-qualified status.

FINAL 30% TRADES27
STRATEGY / B&H 1x+29.97% / +51.19%
FINAL 30% VS B&H-21.22%
FINAL 30% HIT RATE+70.37%
FINAL 30% DRAWDOWN+6.79%
INDEPENDENT EVIDENCE?No

Candles and execution signals

▲ BUY▼ SELLHover a candle or marker for exact values
779.37753.67727.98702.28676.582026-04-10T00:00:00+00:00 O 681.32 H 682.03 L 678.45 C 679.462026-04-13T00:00:00+00:00 O 677.41 H 686.30 L 676.58 C 686.102026-04-14T00:00:00+00:00 O 687.69 H 694.58 L 687.66 C 694.462026-04-15T00:00:00+00:00 O 695.26 H 700.28 L 694.20 C 699.942026-04-16T00:00:00+00:00 O 701.06 H 702.78 L 698.53 C 701.662026-04-17T00:00:00+00:00 O 706.14 H 712.39 L 705.76 C 710.142026-04-20T00:00:00+00:00 O 708.78 H 709.91 L 706.14 C 708.722026-04-21T00:00:00+00:00 O 710.28 H 711.28 L 702.64 C 704.082026-04-22T00:00:00+00:00 O 709.15 H 711.45 L 708.22 C 711.212026-04-23T00:00:00+00:00 O 709.50 H 712.36 L 702.28 C 708.452026-04-24T00:00:00+00:00 O 710.75 H 714.47 L 709.01 C 713.942026-04-27T00:00:00+00:00 O 713.17 H 715.63 L 712.30 C 715.172026-04-28T00:00:00+00:00 O 711.82 H 712.88 L 709.25 C 711.692026-04-29T00:00:00+00:00 O 711.00 H 712.20 L 708.37 C 711.582026-04-30T00:00:00+00:00 O 714.63 H 719.79 L 710.45 C 718.662026-05-01T00:00:00+00:00 O 721.25 H 724.87 L 720.47 C 720.652026-05-04T00:00:00+00:00 O 720.07 H 722.12 L 714.99 C 718.012026-05-05T00:00:00+00:00 O 721.77 H 725.04 L 721.49 C 723.772026-05-06T00:00:00+00:00 O 728.16 H 734.59 L 727.82 C 733.832026-05-07T00:00:00+00:00 O 735.05 H 736.13 L 729.75 C 731.582026-05-08T00:00:00+00:00 O 734.93 H 738.08 L 734.57 C 737.622026-05-11T00:00:00+00:00 O 736.45 H 740.79 L 736.45 C 739.302026-05-12T00:00:00+00:00 O 736.89 H 738.84 L 731.83 C 738.182026-05-13T00:00:00+00:00 O 738.47 H 743.91 L 735.47 C 742.312026-05-14T00:00:00+00:00 O 743.65 H 749.53 L 743.56 C 748.172026-05-15T00:00:00+00:00 O 741.79 H 743.46 L 737.96 C 739.172026-05-18T00:00:00+00:00 O 739.83 H 741.42 L 733.39 C 738.652026-05-19T00:00:00+00:00 O 734.78 H 737.65 L 731.53 C 733.732026-05-20T00:00:00+00:00 O 735.71 H 741.87 L 733.89 C 741.252026-05-21T00:00:00+00:00 O 738.64 H 744.87 L 737.03 C 742.722026-05-22T00:00:00+00:00 O 746.24 H 748.94 L 744.48 C 745.642026-05-26T00:00:00+00:00 O 750.01 H 752.13 L 748.37 C 750.592026-05-27T00:00:00+00:00 O 750.88 H 751.38 L 748.22 C 750.462026-05-28T00:00:00+00:00 O 750.25 H 755.15 L 749.23 C 754.602026-05-29T00:00:00+00:00 O 755.90 H 758.08 L 754.69 C 756.482026-06-01T00:00:00+00:00 O 755.36 H 760.28 L 754.69 C 758.542026-06-02T00:00:00+00:00 O 757.03 H 760.40 L 756.75 C 759.572026-06-03T00:00:00+00:00 O 758.15 H 758.80 L 753.57 C 754.242026-06-04T00:00:00+00:00 O 752.10 H 758.31 L 751.47 C 757.092026-06-05T00:00:00+00:00 O 752.31 H 752.82 L 735.53 C 737.552026-06-08T00:00:00+00:00 O 743.36 H 745.34 L 738.19 C 739.222026-06-09T00:00:00+00:00 O 743.63 H 746.90 L 722.59 C 737.052026-06-10T00:00:00+00:00 O 733.39 H 738.38 L 725.33 C 725.432026-06-11T00:00:00+00:00 O 728.76 H 740.00 L 724.41 C 737.762026-06-12T00:00:00+00:00 O 740.71 H 744.44 L 735.03 C 741.752026-06-15T00:00:00+00:00 O 751.85 H 756.68 L 751.76 C 754.832026-06-16T00:00:00+00:00 O 754.55 H 755.44 L 749.88 C 750.332026-06-17T00:00:00+00:00 O 751.29 H 752.15 L 739.22 C 740.962026-06-18T00:00:00+00:00 O 747.76 H 748.23 L 743.86 C 746.742026-06-22T00:00:00+00:00 O 747.70 H 750.18 L 743.13 C 744.392026-06-23T00:00:00+00:00 O 733.81 H 739.63 L 732.30 C 733.582026-06-24T00:00:00+00:00 O 735.17 H 739.95 L 730.84 C 733.242026-06-25T00:00:00+00:00 O 738.91 H 739.37 L 729.60 C 734.302026-06-26T00:00:00+00:00 O 728.95 H 736.53 L 716.58 C 728.992026-06-29T00:00:00+00:00 O 736.53 H 741.56 L 732.09 C 741.002026-06-30T00:00:00+00:00 O 741.29 H 748.02 L 740.89 C 746.772026-07-01T00:00:00+00:00 O 745.00 H 749.44 L 742.38 C 745.762026-07-02T00:00:00+00:00 O 747.40 H 751.31 L 740.03 C 744.782026-07-06T00:00:00+00:00 O 748.74 H 752.41 L 747.41 C 751.282026-07-07T00:00:00+00:00 O 750.22 H 750.96 L 745.21 C 747.712026-07-08T00:00:00+00:00 O 743.16 H 746.15 L 739.51 C 745.402026-07-09T00:00:00+00:00 O 747.35 H 751.97 L 745.59 C 751.712026-07-10T00:00:00+00:00 O 752.05 H 755.42 L 748.10 C 754.952026-07-13T00:00:00+00:00 O 752.47 H 753.91 L 748.00 C 749.172026-07-14T00:00:00+00:00 O 750.91 H 753.34 L 748.66 C 751.832026-07-15T00:00:00+00:00 O 754.24 H 755.58 L 750.20 C 754.812026-07-16T00:00:00+00:00 O 752.76 H 754.57 L 747.88 C 750.722026-07-17T00:00:00+00:00 O 742.08 H 747.29 L 740.80 C 743.292026-07-20T00:00:00+00:00 O 747.06 H 748.73 L 741.51 C 742.092026-07-21T00:00:00+00:00 O 746.29 H 749.04 L 744.18 C 748.282026-07-22T00:00:00+00:00 O 746.62 H 750.02 L 746.37 C 747.412026-07-23T00:00:00+00:00 O 739.37 H 742.56 L 735.21 C 738.182026-07-24T00:00:00+00:00 O 738.51 H 743.72 L 737.29 C 738.932026-07-27T00:00:00+00:00 O 744.91 H 745.53 L 735.87 C 739.092026-07-28T00:00:00+00:00 O 739.19 H 742.79 L 735.98 C 740.862026-07-29T00:00:00+00:00 O 739.97 H 742.68 L 729.10 C 729.462026-07-30T00:00:00+00:00 O 736.05 H 742.45 L 734.59 C 741.692026-07-31T00:00:00+00:00 O 744.68 H 748.90 L 737.68 C 747.032026-08-03T00:00:00+00:00 O 749.44 H 758.58 L 748.80 C 757.672026-08-04T00:00:00+00:00 O 760.63 H 773.41 L 760.52 C 771.332026-08-05T00:00:00+00:00 O 775.85 H 776.85 L 769.51 C 769.792026-08-06T00:00:00+00:00 O 770.21 H 771.82 L 767.46 C 768.562026-08-07T00:00:00+00:00 O 771.02 H 773.92 L 769.61 C 773.262026-08-10T00:00:00+00:00 O 772.60 H 775.05 L 771.62 C 773.032026-08-11T00:00:00+00:00 O 774.53 H 774.61 L 769.20 C 770.562026-08-12T00:00:00+00:00 O 774.71 H 774.90 L 771.28 C 772.492026-08-13T00:00:00+00:00 O 774.87 H 779.37 L 774.11 C 777.882026-08-14T00:00:00+00:00 O 778.54 H 778.80 L 775.43 C 776.342026-08-17T00:00:00+00:00 O 776.18 H 776.78 L 772.51 C 772.672026-08-18T00:00:00+00:00 O 768.70 H 769.50 L 766.92 C 767.452026-08-19T00:00:00+00:00 O 770.36 H 772.47 L 768.10 C 769.062026-08-20T00:00:00+00:00 O 765.96 H 768.15 L 762.04 C 762.602026-08-21T00:00:00+00:00 O 766.05 H 767.85 L 764.17 C 765.722026-08-24T00:00:00+00:00 O 764.78 H 765.22 L 762.08 C 763.472026-08-25T00:00:00+00:00 O 766.16 H 766.78 L 763.05 C 765.912026-08-26T00:00:00+00:00 O 764.73 H 767.35 L 763.93 C 766.082026-08-27T00:00:00+00:00 O 768.50 H 772.36 L 767.16 C 771.102026-08-28T00:00:00+00:00 O 771.76 H 775.30 L 768.31 C 769.352026-08-31T00:00:00+00:00 O 767.33 H 768.00 L 764.72 C 767.052026-09-01T00:00:00+00:00 O 762.01 H 764.67 L 759.48 C 761.782026-09-02T00:00:00+00:00 O 762.45 H 766.43 L 761.73 C 765.162026-09-03T00:00:00+00:00 O 767.90 H 774.03 L 767.45 C 773.172026-09-04T00:00:00+00:00 O 772.01 H 772.87 L 769.00 C 770.192026-09-08T00:00:00+00:00 O 769.07 H 769.70 L 765.14 C 765.962026-09-09T00:00:00+00:00 O 764.08 H 764.47 L 760.94 C 762.402026-09-10T00:00:00+00:00 O 758.03 H 760.11 L 756.64 C 757.832026-09-11T00:00:00+00:00 O 764.72 H 766.38 L 763.60 C 764.292026-09-14T00:00:00+00:00 O 759.00 H 763.52 L 757.93 C 760.882026-09-15T00:00:00+00:00 O 760.12 H 760.35 L 756.15 C 757.392026-09-16T00:00:00+00:00 O 759.50 H 761.67 L 749.60 C 754.052026-09-17T00:00:00+00:00 O 763.15 H 763.57 L 759.96 C 762.602026-09-18T00:00:00+00:00 O 761.31 H 762.00 L 757.97 C 761.692026-09-21T00:00:00+00:00 O 766.25 H 774.89 L 766.03 C 773.502026-09-22T00:00:00+00:00 O 774.03 H 775.14 L 772.57 C 773.382026-09-23T00:00:00+00:00 O 772.79 H 773.05 L 766.50 C 767.812026-09-24T00:00:00+00:00 O 764.07 H 768.95 L 763.25 C 767.182026-09-25T00:00:00+00:00 O 768.78 H 772.28 L 766.29 C 771.352026-09-28T00:00:00+00:00 O 768.35 H 769.54 L 763.72 C 765.612026-09-29T00:00:00+00:00 O 766.83 H 766.98 L 762.35 C 764.202026-09-30T00:00:00+00:00 O 766.45 H 769.41 L 766.00 C 766.79ENTRY BUY · 2026-05-01 00:00:00+00:00 · 721.25BUYEXIT SELL · 2026-05-29 00:00:00+00:00 · 756.48SELLENTRY BUY · 2026-06-01 00:00:00+00:00 · 755.36BUYEXIT SELL · 2026-06-30 00:00:00+00:00 · 746.77SELLENTRY BUY · 2026-07-01 00:00:00+00:00 · 745.00BUYEXIT SELL · 2026-07-31 00:00:00+00:00 · 747.03SELLENTRY BUY · 2026-08-03 00:00:00+00:00 · 749.44BUYEXIT SELL · 2026-08-31 00:00:00+00:00 · 767.05SELLENTRY BUY · 2026-09-01 00:00:00+00:00 · 762.01BUYEXIT SELL · 2026-09-30 00:00:00+00:00 · 766.79SELL2026-04-102026-09-30

Shows the latest 120 available bars. BUY/SELL marks strategy entries and exits whose timestamps fall in this visible window.

Historical equity curve

Compounds each encoded net trade sequentially, including the strategy's declared exposure and modeled costs. The forward ledger starts only after deployment.

Backtest specification

STATUS / REPLICATIONcompleted · exact_course_rules
DATAYahoo Finance (delayed/unofficial)
MARKETSPY · 1d
HISTORY2016-09-30T00:00:00+00:00
2026-09-30T00:00:00+00:00
WIN RATE+66.29%
PROFIT FACTOR1.43

A 210-session average approximates ten trading months; cash yield is currently assumed zero.

Historical transactions

Download JSONDownload all transactions as CSV

HIT = profitable after the 4 bps cost assumption; MISS = loss after costs; FLAT = break-even. Showing the most recent 100 of 89 transactions.

EntrySideEntry priceExitExit priceOutcomeNet return
2026-09-01 00:00:00+00:00LONG762.012026-09-30 00:00:00+00:00766.79HIT+0.587%
2026-08-03 00:00:00+00:00LONG749.442026-08-31 00:00:00+00:00767.05HIT+2.310%
2026-07-01 00:00:00+00:00LONG745.002026-07-31 00:00:00+00:00747.03HIT+0.232%
2026-06-01 00:00:00+00:00LONG755.362026-06-30 00:00:00+00:00746.77MISS-1.177%
2026-05-01 00:00:00+00:00LONG721.252026-05-29 00:00:00+00:00756.48HIT+4.845%
2026-03-02 00:00:00+00:00LONG678.702026-03-31 00:00:00+00:00650.34MISS-4.219%
2026-02-02 00:00:00+00:00LONG689.582026-02-27 00:00:00+00:00685.99MISS-0.561%
2026-01-02 00:00:00+00:00LONG685.712026-01-30 00:00:00+00:00691.97HIT+0.873%
2025-12-01 00:00:00+00:00LONG678.812025-12-31 00:00:00+00:00681.92HIT+0.418%
2025-11-03 00:00:00+00:00LONG685.672025-11-28 00:00:00+00:00683.39MISS-0.373%
2025-10-01 00:00:00+00:00LONG663.172025-10-31 00:00:00+00:00682.06HIT+2.808%
2025-09-02 00:00:00+00:00LONG637.502025-09-30 00:00:00+00:00666.18HIT+4.459%
2025-08-01 00:00:00+00:00LONG626.302025-08-29 00:00:00+00:00645.05HIT+2.954%
2025-07-01 00:00:00+00:00LONG616.362025-07-31 00:00:00+00:00632.08HIT+2.510%
2025-06-02 00:00:00+00:00LONG587.762025-06-30 00:00:00+00:00617.85HIT+5.079%
2025-03-03 00:00:00+00:00LONG596.182025-03-31 00:00:00+00:00559.39MISS-6.211%
2025-02-03 00:00:00+00:00LONG592.672025-02-28 00:00:00+00:00594.18HIT+0.215%
2025-01-02 00:00:00+00:00LONG589.392025-01-31 00:00:00+00:00601.82HIT+2.069%
2024-12-02 00:00:00+00:00LONG602.972024-12-31 00:00:00+00:00586.08MISS-2.841%
2024-11-01 00:00:00+00:00LONG571.322024-11-29 00:00:00+00:00602.55HIT+5.426%
2024-10-01 00:00:00+00:00LONG573.402024-10-31 00:00:00+00:00568.64MISS-0.870%
2024-09-03 00:00:00+00:00LONG560.472024-09-30 00:00:00+00:00573.76HIT+2.331%
2024-08-01 00:00:00+00:00LONG552.572024-08-30 00:00:00+00:00563.68HIT+1.971%
2024-07-01 00:00:00+00:00LONG545.632024-07-31 00:00:00+00:00550.81HIT+0.909%
2024-06-03 00:00:00+00:00LONG529.022024-06-28 00:00:00+00:00544.22HIT+2.833%
2024-05-01 00:00:00+00:00LONG501.382024-05-31 00:00:00+00:00527.37HIT+5.144%
2024-04-01 00:00:00+00:00LONG523.832024-04-30 00:00:00+00:00501.98MISS-4.211%
2024-03-01 00:00:00+00:00LONG508.982024-03-28 00:00:00+00:00523.07HIT+2.728%
2024-02-01 00:00:00+00:00LONG484.632024-02-29 00:00:00+00:00508.08HIT+4.799%
2024-01-02 00:00:00+00:00LONG472.162024-01-31 00:00:00+00:00482.88HIT+2.230%
2023-12-01 00:00:00+00:00LONG455.772023-12-29 00:00:00+00:00475.31HIT+4.247%
2023-10-02 00:00:00+00:00LONG426.622023-10-31 00:00:00+00:00418.20MISS-2.014%
2023-09-01 00:00:00+00:00LONG453.172023-09-29 00:00:00+00:00427.48MISS-5.709%
2023-08-01 00:00:00+00:00LONG456.272023-08-31 00:00:00+00:00450.35MISS-1.337%
2023-07-03 00:00:00+00:00LONG442.922023-07-31 00:00:00+00:00457.79HIT+3.317%
2023-06-01 00:00:00+00:00LONG418.092023-06-30 00:00:00+00:00443.28HIT+5.985%
2023-05-01 00:00:00+00:00LONG415.472023-05-31 00:00:00+00:00417.85HIT+0.533%
2023-04-03 00:00:00+00:00LONG408.852023-04-28 00:00:00+00:00415.93HIT+1.692%
2023-03-01 00:00:00+00:00LONG395.412023-03-31 00:00:00+00:00409.39HIT+3.496%
2023-02-01 00:00:00+00:00LONG405.212023-02-28 00:00:00+00:00396.26MISS-2.249%
2022-12-01 00:00:00+00:00LONG408.772022-12-30 00:00:00+00:00382.43MISS-6.484%
2022-04-01 00:00:00+00:00LONG453.312022-04-29 00:00:00+00:00412.00MISS-9.153%
2022-02-01 00:00:00+00:00LONG450.682022-02-28 00:00:00+00:00436.63MISS-3.158%
2022-01-03 00:00:00+00:00LONG476.302022-01-31 00:00:00+00:00449.91MISS-5.581%
2021-12-01 00:00:00+00:00LONG461.642021-12-31 00:00:00+00:00474.96HIT+2.845%
2021-11-01 00:00:00+00:00LONG460.302021-11-30 00:00:00+00:00455.56MISS-1.070%
2021-10-01 00:00:00+00:00LONG430.982021-10-29 00:00:00+00:00459.25HIT+6.519%
2021-09-01 00:00:00+00:00LONG452.562021-09-30 00:00:00+00:00429.14MISS-5.215%
2021-08-02 00:00:00+00:00LONG440.342021-08-31 00:00:00+00:00451.56HIT+2.508%
2021-07-01 00:00:00+00:00LONG428.872021-07-30 00:00:00+00:00438.51HIT+2.208%
2021-06-01 00:00:00+00:00LONG422.572021-06-30 00:00:00+00:00428.06HIT+1.259%
2021-05-03 00:00:00+00:00LONG419.432021-05-28 00:00:00+00:00420.04HIT+0.105%
2021-04-01 00:00:00+00:00LONG398.402021-04-30 00:00:00+00:00417.30HIT+4.704%
2021-03-01 00:00:00+00:00LONG385.592021-03-31 00:00:00+00:00396.33HIT+2.745%
2021-02-01 00:00:00+00:00LONG373.722021-02-26 00:00:00+00:00380.36HIT+1.737%
2021-01-04 00:00:00+00:00LONG375.312021-01-29 00:00:00+00:00370.07MISS-1.436%
2020-12-01 00:00:00+00:00LONG365.572020-12-31 00:00:00+00:00373.88HIT+2.233%
2020-11-02 00:00:00+00:00LONG330.202020-11-30 00:00:00+00:00362.06HIT+9.609%
2020-10-01 00:00:00+00:00LONG337.692020-10-30 00:00:00+00:00326.54MISS-3.342%
2020-09-01 00:00:00+00:00LONG350.212020-09-30 00:00:00+00:00334.89MISS-4.415%
2020-08-03 00:00:00+00:00LONG328.322020-08-31 00:00:00+00:00349.31HIT+6.353%
2020-07-01 00:00:00+00:00LONG309.572020-07-31 00:00:00+00:00326.52HIT+5.435%
2020-06-01 00:00:00+00:00LONG303.622020-06-30 00:00:00+00:00308.36HIT+1.521%
2020-02-03 00:00:00+00:00LONG323.352020-02-28 00:00:00+00:00296.26MISS-8.418%
2020-01-02 00:00:00+00:00LONG323.542020-01-31 00:00:00+00:00321.73MISS-0.599%
2019-12-02 00:00:00+00:00LONG314.592019-12-31 00:00:00+00:00321.86HIT+2.271%
2019-11-01 00:00:00+00:00LONG304.922019-11-29 00:00:00+00:00314.31HIT+3.039%
2019-10-01 00:00:00+00:00LONG297.742019-10-31 00:00:00+00:00303.33HIT+1.837%
2019-09-03 00:00:00+00:00LONG290.572019-09-30 00:00:00+00:00296.77HIT+2.094%
2019-08-01 00:00:00+00:00LONG297.602019-08-30 00:00:00+00:00292.45MISS-1.771%
2019-07-01 00:00:00+00:00LONG296.682019-07-31 00:00:00+00:00297.43HIT+0.213%
2019-05-01 00:00:00+00:00LONG294.722019-05-31 00:00:00+00:00275.27MISS-6.639%
2019-04-01 00:00:00+00:00LONG284.702019-04-30 00:00:00+00:00294.02HIT+3.234%
2019-03-01 00:00:00+00:00LONG280.442019-03-29 00:00:00+00:00282.48HIT+0.687%
2018-12-03 00:00:00+00:00LONG280.282018-12-31 00:00:00+00:00249.92MISS-10.872%
2018-10-01 00:00:00+00:00LONG292.112018-10-31 00:00:00+00:00270.63MISS-7.393%
2018-09-04 00:00:00+00:00LONG289.842018-09-28 00:00:00+00:00290.72HIT+0.264%
2018-08-01 00:00:00+00:00LONG281.562018-08-31 00:00:00+00:00290.31HIT+3.068%
2018-07-02 00:00:00+00:00LONG269.512018-07-31 00:00:00+00:00281.33HIT+4.346%
2018-06-01 00:00:00+00:00LONG272.412018-06-29 00:00:00+00:00271.28MISS-0.455%
2018-05-01 00:00:00+00:00LONG263.872018-05-31 00:00:00+00:00270.94HIT+2.639%
2018-04-02 00:00:00+00:00LONG262.552018-04-30 00:00:00+00:00264.51HIT+0.707%
2018-03-01 00:00:00+00:00LONG271.412018-03-29 00:00:00+00:00263.15MISS-3.083%
2018-02-01 00:00:00+00:00LONG281.072018-02-28 00:00:00+00:00271.65MISS-3.391%
2018-01-02 00:00:00+00:00LONG267.842018-01-31 00:00:00+00:00281.90HIT+5.209%
2017-12-01 00:00:00+00:00LONG264.762017-12-29 00:00:00+00:00266.86HIT+0.753%
2017-11-01 00:00:00+00:00LONG258.042017-11-30 00:00:00+00:00265.01HIT+2.661%
2017-10-02 00:00:00+00:00LONG251.492017-10-31 00:00:00+00:00257.15HIT+2.211%
2017-09-01 00:00:00+00:00LONG247.922017-09-29 00:00:00+00:00251.23HIT+1.295%