Best Sharpe1.53KODEX 200 / volatility_adjusted_momentum
Average CAGR3.90%
Total Trades496
Strategies Tested70
Beginner Reading Guide
이 리포트는 과거 데이터로 “이 규칙대로만 매매했다면 어땠을까”를 계산한 것입니다. 미래 수익 보장이 아니라 전략을 걸러내는 연구 도구로 봐야 합니다.
CAGR
연평균 수익률입니다. CAGR 75%는 매년 75%가 확정이라는 뜻이 아니라, 테스트 전체 수익을 연 단위 평균으로 환산한 값입니다.
MDD
최대 낙폭입니다. MDD -41%는 중간에 계좌가 고점 대비 41%까지 빠진 적이 있다는 뜻입니다. 초보자에게는 CAGR보다 MDD가 더 중요합니다.
Sharpe
변동성 대비 수익입니다. 숫자가 높을수록 흔들림 대비 성과가 좋았다는 뜻입니다. 대략 1 이상이면 볼 만하지만, 표본과 비용 가정을 같이 봐야 합니다.
Confidence
신뢰도 게이트입니다. 신호가 약하면 매수를 막거나 비중을 줄입니다. 수익률은 낮아질 수 있지만, 손실 폭과 무리한 진입을 줄이는 목적입니다.
현재 상위 결과 해석
KODEX 200 / volatility_adjusted_momentum / confidence off: CAGR 36.28%, MDD -20.61%, Sharpe 1.53. 10,000,000원 시작 기준 최종 35,472,186원입니다.
KODEX 200 / buy_and_hold / confidence off: CAGR 43.52%, MDD -21.58%, Sharpe 1.51. 10,000,000원 시작 기준 최종 43,841,912원입니다.
KODEX 200 / buy_and_hold / confidence on: CAGR 43.52%, MDD -21.58%, Sharpe 1.51. 10,000,000원 시작 기준 최종 43,841,912원입니다.
레버리지·인버스·2배·3배 상품은 투자 원칙상 후보에서 제외합니다. 실거래 후보는 “수익률이 제일 큰 것”이 아니라 “최대 낙폭, 위험 대비 점수, 거래 수, 손실 구간을 감당할 수 있는 것”부터 골라야 합니다.
Strategy Comparison
| Asset | Symbol | Strategy | Confidence | CAGR | Total Return | MDD | Sharpe | Win Rate | Trades | Ending Equity | Rejected |
|---|---|---|---|---|---|---|---|---|---|---|---|
| KODEX 200 | 069500 | volatility_adjusted_momentum | off | 36.28% | 254.72% | -20.61% | 1.53 | 66.67% | 3 | 35,472,186 | 0 |
| KODEX 200 | 069500 | buy_and_hold | off | 43.52% | 338.42% | -21.58% | 1.51 | 100.00% | 1 | 43,841,912 | 0 |
| KODEX 200 | 069500 | buy_and_hold | on | 43.52% | 338.42% | -21.58% | 1.51 | 100.00% | 1 | 43,841,912 | 0 |
| KODEX 200 | 069500 | volatility_adjusted_momentum | on | 28.32% | 177.30% | -17.40% | 1.49 | 66.67% | 3 | 27,729,971 | 0 |
| KODEX 200 | 069500 | moving_average_trend | on | 23.14% | 134.28% | -17.91% | 1.28 | 46.67% | 15 | 23,428,465 | 0 |
| KODEX 200 | 069500 | moving_average_trend | off | 28.95% | 182.93% | -21.45% | 1.27 | 46.67% | 15 | 28,292,581 | 0 |
| KODEX 200 | 069500 | breakout_trend | on | 11.66% | 57.00% | -14.68% | 1.05 | 55.56% | 9 | 15,699,893 | 0 |
| QQQ | QQQ | relative_strength | on | 6.75% | 29.73% | -6.45% | 1.02 | 66.67% | 12 | 12,972,895 | 100 |
| QQQ | QQQ | moving_average_trend | on | 9.16% | 41.79% | -8.51% | 0.99 | 50.00% | 12 | 14,179,228 | 0 |
| AAPL | AAPL | moving_average_trend | on | 9.67% | 44.45% | -12.89% | 0.96 | 46.15% | 13 | 14,444,889 | 0 |
| KODEX 200 | 069500 | breakout_trend | off | 13.90% | 70.28% | -20.27% | 0.91 | 62.50% | 8 | 17,027,590 | 0 |
| QQQ | QQQ | dual_momentum | on | 6.55% | 28.74% | -14.60% | 0.84 | 52.00% | 25 | 12,873,667 | 0 |
| SPY | SPY | pullback_in_uptrend | on | 2.32% | 9.55% | -4.78% | 0.76 | 72.73% | 11 | 10,955,108 | 0 |
| TSLA | TSLA | breakout_trend | on | 13.13% | 63.50% | -22.63% | 0.71 | 50.00% | 8 | 16,349,568 | 0 |
| AAPL | AAPL | relative_strength | on | 5.40% | 23.32% | -11.71% | 0.69 | 50.00% | 14 | 12,332,169 | 21 |
| KODEX 200 | 069500 | pullback_in_uptrend | off | 8.72% | 40.79% | -13.62% | 0.63 | 64.52% | 31 | 14,079,011 | 0 |
| SPY | SPY | moving_average_trend | on | 2.67% | 11.06% | -8.19% | 0.44 | 35.00% | 20 | 11,106,457 | 0 |
| KODEX 200 | 069500 | pullback_in_uptrend | on | 4.12% | 17.96% | -13.24% | 0.36 | 54.55% | 33 | 11,796,128 | 0 |
| AAPL | AAPL | breakout_trend | on | 2.35% | 9.70% | -10.09% | 0.36 | 45.45% | 11 | 10,970,102 | 0 |
| QQQ | QQQ | volatility_adjusted_momentum | on | 2.46% | 10.16% | -12.89% | 0.33 | 60.00% | 5 | 11,016,499 | 0 |
| QQQ | QQQ | pullback_in_uptrend | on | 1.72% | 7.02% | -8.24% | 0.33 | 66.67% | 21 | 10,701,837 | 0 |
| TSLA | TSLA | dual_momentum | on | 0.48% | 1.91% | -45.03% | 0.14 | 35.29% | 17 | 10,191,403 | 0 |
| SPY | SPY | breakout_trend | on | 0.40% | 1.59% | -4.85% | 0.13 | 40.00% | 10 | 10,159,108 | 0 |
| TSLA | TSLA | moving_average_trend | on | -0.68% | -2.70% | -32.00% | 0.10 | 27.78% | 18 | 9,730,384 | 0 |
| SPY | SPY | volatility_adjusted_momentum | on | -0.02% | -0.07% | -9.23% | 0.02 | 50.00% | 4 | 9,993,146 | 0 |
| SPY | SPY | buy_and_hold | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | moving_average_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | relative_strength | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | dual_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | breakout_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | pullback_in_uptrend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | volatility_adjusted_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | buy_and_hold | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | relative_strength | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| SPY | SPY | dual_momentum | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | buy_and_hold | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | moving_average_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | relative_strength | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | dual_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | breakout_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | pullback_in_uptrend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | volatility_adjusted_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| QQQ | QQQ | buy_and_hold | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | buy_and_hold | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | moving_average_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | relative_strength | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | dual_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | breakout_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | pullback_in_uptrend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | volatility_adjusted_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | buy_and_hold | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | buy_and_hold | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | moving_average_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | relative_strength | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | dual_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | breakout_trend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | pullback_in_uptrend | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | volatility_adjusted_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| AAPL | AAPL | buy_and_hold | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| KODEX 200 | 069500 | relative_strength | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| KODEX 200 | 069500 | dual_momentum | off | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| KODEX 200 | 069500 | relative_strength | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| KODEX 200 | 069500 | dual_momentum | on | 0.00% | 0.00% | 0.00% | 0.00 | 0.00% | 0 | 10,000,000 | 0 |
| TSLA | TSLA | relative_strength | on | -2.75% | -10.50% | -25.68% | -0.04 | 25.00% | 20 | 8,949,669 | 14 |
| AAPL | AAPL | dual_momentum | on | -0.89% | -3.51% | -14.71% | -0.08 | 30.77% | 26 | 9,649,231 | 0 |
| QQQ | QQQ | breakout_trend | on | -0.90% | -3.54% | -7.24% | -0.19 | 36.36% | 11 | 9,646,203 | 0 |
| AAPL | AAPL | volatility_adjusted_momentum | on | -2.50% | -9.60% | -20.43% | -0.28 | 20.00% | 5 | 9,040,169 | 0 |
| AAPL | AAPL | pullback_in_uptrend | on | -2.57% | -9.85% | -14.77% | -0.34 | 54.55% | 33 | 9,015,153 | 0 |
| TSLA | TSLA | volatility_adjusted_momentum | on | -7.43% | -26.48% | -33.17% | -0.42 | 0.00% | 3 | 7,352,211 | 0 |
| TSLA | TSLA | pullback_in_uptrend | on | -14.21% | -45.69% | -48.32% | -0.57 | 44.87% | 78 | 5,431,493 | 0 |
Data Sources
| Asset | Symbol | Source | Bars | Cache Path | Error |
|---|---|---|---|---|---|
| SPY | SPY | cache | 999 | var/data/toss/SPY-1d.csv | |
| QQQ | QQQ | cache | 999 | var/data/toss/QQQ-1d.csv | |
| TSLA | TSLA | cache | 999 | var/data/toss/TSLA-1d.csv | |
| AAPL | AAPL | cache | 999 | var/data/toss/AAPL-1d.csv | |
| KODEX 200 | 069500 | cache | 999 | var/data/toss/069500-1d.csv |
Latest Trades
| Asset | Strategy | Entry | Exit | Qty | Entry Price | Exit Price | PnL | Confidence |
|---|---|---|---|---|---|---|---|---|
| KODEX 200 | volatility_adjusted_momentum | 2023-07-21 | 2023-08-17 | 307 | 32,548.27 | 31,355.31 | -371,049 | 67.57% |
| KODEX 200 | volatility_adjusted_momentum | 2024-03-08 | 2024-08-02 | 276 | 34,815.40 | 35,478.25 | 178,051 | 67.07% |
| KODEX 200 | volatility_adjusted_momentum | 2025-06-16 | 2026-06-17 | 250 | 39,123.55 | 141,914.01 | 25,679,875 | 67.63% |
| KODEX 200 | buy_and_hold | 2022-05-18 | 2026-06-17 | 309 | 32,306.14 | 141,914.01 | 33,846,904 | 90.00% |
| KODEX 200 | buy_and_hold | 2022-05-18 | 2026-06-17 | 309 | 32,306.14 | 141,914.01 | 33,846,904 | 90.00% |
| KODEX 200 | volatility_adjusted_momentum | 2023-07-21 | 2023-08-17 | 211 | 32,548.27 | 31,355.31 | -255,021 | 67.57% |
| KODEX 200 | volatility_adjusted_momentum | 2024-03-08 | 2024-08-02 | 189 | 34,815.40 | 35,478.25 | 121,927 | 67.07% |
| KODEX 200 | volatility_adjusted_momentum | 2025-06-16 | 2026-06-17 | 174 | 39,123.55 | 141,914.01 | 17,873,193 | 67.63% |
| KODEX 200 | moving_average_trend | 2024-06-07 | 2024-07-25 | 171 | 35,972.98 | 36,120.93 | 22,212 | 68.00% |
| KODEX 200 | moving_average_trend | 2025-01-23 | 2025-02-03 | 188 | 32,781.38 | 31,730.13 | -200,619 | 68.00% |
| KODEX 200 | moving_average_trend | 2025-02-06 | 2025-03-31 | 183 | 32,865.42 | 33,032.48 | 27,548 | 68.00% |
| KODEX 200 | moving_average_trend | 2025-05-16 | 2026-03-31 | 173 | 34,764.37 | 75,060.45 | 6,964,729 | 68.00% |
| KODEX 200 | moving_average_trend | 2026-04-07 | 2026-06-17 | 132 | 82,447.20 | 141,914.01 | 7,840,252 | 68.00% |
| KODEX 200 | moving_average_trend | 2024-06-12 | 2024-07-25 | 233 | 36,006.99 | 36,120.93 | 22,339 | 68.00% |
| KODEX 200 | moving_average_trend | 2025-01-23 | 2025-02-03 | 257 | 32,781.38 | 31,730.13 | -274,250 | 68.00% |
| KODEX 200 | moving_average_trend | 2025-02-06 | 2025-03-31 | 248 | 32,865.42 | 33,032.48 | 37,333 | 68.00% |
| KODEX 200 | moving_average_trend | 2025-05-16 | 2026-03-31 | 235 | 34,764.37 | 75,060.45 | 9,460,759 | 68.00% |
| KODEX 200 | moving_average_trend | 2026-04-10 | 2026-06-17 | 199 | 88,309.13 | 141,914.01 | 10,653,250 | 68.00% |
| KODEX 200 | breakout_trend | 2025-02-14 | 2025-02-28 | 168 | 33,553.77 | 32,949.52 | -104,282 | 63.31% |
| KODEX 200 | breakout_trend | 2025-05-28 | 2025-08-01 | 189 | 35,371.68 | 41,786.10 | 1,208,376 | 67.91% |
| KODEX 200 | breakout_trend | 2025-09-10 | 2025-11-14 | 173 | 44,835.41 | 56,170.90 | 1,956,182 | 68.83% |
| KODEX 200 | breakout_trend | 2026-01-06 | 2026-03-04 | 123 | 65,878.92 | 75,528.22 | 1,182,218 | 65.63% |
| KODEX 200 | breakout_trend | 2026-04-23 | 2026-06-08 | 83 | 97,970.96 | 119,500.22 | 1,781,969 | 63.61% |
| QQQ | relative_strength | 2024-11-29 | 2025-01-27 | 11712 | 509.99 | 513.95 | 43,347 | 60.24% |
| QQQ | relative_strength | 2025-02-12 | 2025-02-27 | 11438 | 528.56 | 500.02 | -329,349 | 60.42% |
| QQQ | relative_strength | 2025-05-22 | 2025-08-29 | 12702 | 514.26 | 570.11 | 705,885 | 62.70% |
| QQQ | relative_strength | 2025-10-02 | 2025-12-12 | 10224 | 606.03 | 613.31 | 71,299 | 60.29% |
| QQQ | relative_strength | 2026-04-24 | 2026-06-17 | 9945 | 664.21 | 734.39 | 694,295 | 61.51% |
| QQQ | moving_average_trend | 2025-11-26 | 2025-12-15 | 15458 | 614.58 | 610.23 | -71,841 | 68.00% |
| QQQ | moving_average_trend | 2025-12-19 | 2026-01-02 | 15302 | 617.36 | 612.81 | -74,238 | 68.00% |
| QQQ | moving_average_trend | 2026-01-06 | 2026-01-20 | 15057 | 623.73 | 607.76 | -245,122 | 68.00% |
| QQQ | moving_average_trend | 2026-01-22 | 2026-02-03 | 14840 | 621.07 | 616.21 | -76,675 | 68.00% |
| QQQ | moving_average_trend | 2026-04-22 | 2026-06-17 | 13975 | 655.44 | 734.39 | 1,098,265 | 68.00% |
| AAPL | moving_average_trend | 2024-11-29 | 2025-01-10 | 35622 | 237.45 | 236.73 | -29,761 | 68.00% |
| AAPL | moving_average_trend | 2025-07-10 | 2025-08-01 | 39689 | 212.52 | 202.28 | -410,326 | 68.00% |
| AAPL | moving_average_trend | 2025-08-06 | 2026-01-05 | 38173 | 213.36 | 267.13 | 2,047,454 | 68.00% |
| AAPL | moving_average_trend | 2026-02-26 | 2026-02-27 | 35061 | 273.09 | 264.05 | -321,530 | 68.00% |
| AAPL | moving_average_trend | 2026-04-27 | 2026-06-17 | 34908 | 267.74 | 299.33 | 1,097,395 | 68.00% |
| KODEX 200 | breakout_trend | 2024-06-19 | 2024-07-19 | 256 | 37,103.54 | 37,273.35 | 38,701 | 63.59% |
| KODEX 200 | breakout_trend | 2025-05-28 | 2025-08-01 | 270 | 35,371.68 | 41,786.10 | 1,726,252 | 67.91% |
| KODEX 200 | breakout_trend | 2025-09-10 | 2025-11-14 | 251 | 44,835.41 | 56,170.90 | 2,838,160 | 68.83% |
| KODEX 200 | breakout_trend | 2026-01-06 | 2026-03-04 | 214 | 65,878.92 | 75,528.22 | 2,056,867 | 65.63% |
| KODEX 200 | breakout_trend | 2026-05-06 | 2026-06-08 | 142 | 113,326.63 | 119,500.22 | 868,165 | 67.84% |
| QQQ | dual_momentum | 2025-06-16 | 2025-06-17 | 11709 | 534.56 | 528.82 | -70,325 | 62.00% |
| QQQ | dual_momentum | 2025-06-23 | 2026-02-04 | 11692 | 531.92 | 605.45 | 856,189 | 62.00% |
| QQQ | dual_momentum | 2026-02-25 | 2026-02-26 | 10840 | 616.99 | 608.94 | -90,595 | 62.00% |
| QQQ | dual_momentum | 2026-03-02 | 2026-03-19 | 10908 | 608.39 | 592.72 | -174,167 | 62.00% |
| QQQ | dual_momentum | 2026-04-15 | 2026-06-17 | 10254 | 637.72 | 734.39 | 987,529 | 62.00% |
| SPY | pullback_in_uptrend | 2024-08-08 | 2024-08-13 | 15755 | 530.92 | 541.77 | 166,732 | 74.11% |
| SPY | pullback_in_uptrend | 2024-09-06 | 2024-09-12 | 13958 | 540.63 | 558.81 | 249,860 | 70.27% |
| SPY | pullback_in_uptrend | 2025-01-10 | 2025-01-15 | 13580 | 580.78 | 592.48 | 154,909 | 70.88% |
| SPY | pullback_in_uptrend | 2025-11-20 | 2025-11-25 | 12761 | 652.86 | 674.68 | 274,220 | 72.14% |
| SPY | pullback_in_uptrend | 2026-06-10 | 2026-06-15 | 11355 | 725.79 | 754.45 | 321,149 | 70.99% |
| TSLA | breakout_trend | 2024-10-25 | 2024-12-31 | 40336 | 269.32 | 403.64 | 5,409,528 | 78.31% |
| TSLA | breakout_trend | 2025-05-14 | 2025-06-04 | 27670 | 347.85 | 331.88 | -446,478 | 62.99% |
| TSLA | breakout_trend | 2025-09-11 | 2025-10-10 | 27584 | 368.99 | 413.28 | 1,215,964 | 64.98% |
| TSLA | breakout_trend | 2025-12-15 | 2025-12-29 | 25328 | 475.55 | 459.41 | -414,548 | 67.52% |
| TSLA | breakout_trend | 2026-05-11 | 2026-06-01 | 24567 | 445.22 | 415.67 | -731,072 | 65.61% |
| AAPL | relative_strength | 2025-08-13 | 2026-01-09 | 29082 | 233.45 | 259.24 | 746,361 | 63.37% |
| AAPL | relative_strength | 2026-02-05 | 2026-02-06 | 25100 | 276.05 | 277.98 | 45,029 | 62.41% |
| AAPL | relative_strength | 2026-04-15 | 2026-04-16 | 31118 | 266.56 | 263.27 | -106,627 | 66.74% |
| AAPL | relative_strength | 2026-04-17 | 2026-04-27 | 33367 | 270.37 | 267.48 | -100,857 | 69.35% |
| AAPL | relative_strength | 2026-05-08 | 2026-06-17 | 25438 | 293.47 | 299.33 | 145,351 | 64.50% |
| KODEX 200 | pullback_in_uptrend | 2026-03-23 | 2026-04-07 | 152 | 80,708.33 | 82,364.80 | 245,523 | 90.00% |
| KODEX 200 | pullback_in_uptrend | 2026-05-15 | 2026-05-18 | 106 | 117,258.60 | 117,781.08 | 49,140 | 74.26% |
| KODEX 200 | pullback_in_uptrend | 2026-05-20 | 2026-05-21 | 110 | 113,396.67 | 122,998.47 | 1,049,433 | 80.45% |
| KODEX 200 | pullback_in_uptrend | 2026-06-05 | 2026-06-09 | 103 | 131,095.51 | 130,064.94 | -112,848 | 76.90% |
| KODEX 200 | pullback_in_uptrend | 2026-06-10 | 2026-06-12 | 109 | 123,856.90 | 129,205.37 | 575,941 | 87.12% |
| SPY | moving_average_trend | 2026-01-22 | 2026-02-05 | 11344 | 689.32 | 677.28 | -140,461 | 68.00% |
| SPY | moving_average_trend | 2026-02-06 | 2026-02-12 | 11171 | 690.97 | 680.93 | -115,915 | 68.00% |
| SPY | moving_average_trend | 2026-02-20 | 2026-02-23 | 11069 | 689.77 | 682.05 | -89,293 | 68.00% |
| SPY | moving_average_trend | 2026-02-25 | 2026-02-27 | 10915 | 693.50 | 685.65 | -89,420 | 68.00% |
| SPY | moving_average_trend | 2026-04-24 | 2026-06-17 | 10506 | 714.30 | 751.69 | 388,944 | 68.00% |
| KODEX 200 | pullback_in_uptrend | 2026-03-24 | 2026-04-07 | 139 | 83,179.57 | 82,364.80 | -118,978 | 86.25% |
| KODEX 200 | pullback_in_uptrend | 2026-05-15 | 2026-05-18 | 83 | 117,258.60 | 117,781.08 | 38,478 | 74.26% |
| KODEX 200 | pullback_in_uptrend | 2026-05-19 | 2026-05-20 | 98 | 114,372.16 | 113,283.33 | -112,256 | 78.88% |
| KODEX 200 | pullback_in_uptrend | 2026-06-05 | 2026-06-09 | 80 | 131,095.51 | 130,064.94 | -87,649 | 76.90% |
| KODEX 200 | pullback_in_uptrend | 2026-06-10 | 2026-06-12 | 91 | 123,856.90 | 129,205.37 | 480,832 | 87.12% |
| AAPL | breakout_trend | 2025-08-07 | 2025-09-10 | 39455 | 220.14 | 226.68 | 253,429 | 71.73% |
| AAPL | breakout_trend | 2025-09-22 | 2025-10-10 | 39043 | 256.21 | 245.15 | -436,628 | 75.73% |
| AAPL | breakout_trend | 2025-10-20 | 2025-11-17 | 32390 | 262.37 | 267.33 | 156,168 | 71.60% |
| AAPL | breakout_trend | 2025-12-02 | 2025-12-15 | 21894 | 286.33 | 273.97 | -273,612 | 62.99% |
| AAPL | breakout_trend | 2026-05-06 | 2026-06-08 | 25216 | 287.65 | 301.39 | 342,554 | 67.29% |
| QQQ | volatility_adjusted_momentum | 2023-05-05 | 2023-09-26 | 21498 | 323.05 | 354.03 | 662,234 | 67.78% |
| QQQ | volatility_adjusted_momentum | 2024-01-29 | 2024-08-02 | 17763 | 428.36 | 448.53 | 354,146 | 68.56% |
| QQQ | volatility_adjusted_momentum | 2024-12-10 | 2025-02-27 | 14919 | 520.86 | 500.02 | -314,648 | 68.24% |
| QQQ | volatility_adjusted_momentum | 2025-08-13 | 2026-02-04 | 14475 | 580.63 | 605.45 | 354,844 | 71.45% |
| QQQ | volatility_adjusted_momentum | 2026-05-28 | 2026-06-17 | 10696 | 735.97 | 734.39 | -20,776 | 68.52% |
| QQQ | pullback_in_uptrend | 2025-02-28 | 2025-03-03 | 16611 | 508.42 | 496.80 | -197,189 | 73.62% |
| QQQ | pullback_in_uptrend | 2025-11-07 | 2025-11-10 | 12181 | 610.04 | 622.92 | 153,018 | 70.19% |
| QQQ | pullback_in_uptrend | 2025-11-13 | 2025-11-26 | 12566 | 608.70 | 613.96 | 62,223 | 70.61% |
| QQQ | pullback_in_uptrend | 2025-12-17 | 2025-12-19 | 12832 | 600.71 | 616.74 | 201,756 | 70.67% |
| QQQ | pullback_in_uptrend | 2026-06-05 | 2026-06-15 | 11996 | 705.41 | 743.63 | 453,972 | 73.02% |
| TSLA | dual_momentum | 2025-04-09 | 2025-05-14 | 18125 | 272.34 | 347.51 | 1,359,308 | 62.00% |
| TSLA | dual_momentum | 2025-05-15 | 2025-05-21 | 16567 | 342.99 | 334.45 | -144,231 | 62.00% |
| TSLA | dual_momentum | 2025-05-27 | 2025-06-03 | 15428 | 363.07 | 344.10 | -295,379 | 62.00% |
| TSLA | dual_momentum | 2025-08-25 | 2025-11-21 | 15680 | 346.77 | 390.89 | 688,755 | 62.00% |
| TSLA | dual_momentum | 2025-11-24 | 2026-03-13 | 13911 | 417.99 | 391.00 | -378,101 | 62.00% |
| SPY | breakout_trend | 2024-01-19 | 2024-04-04 | 14506 | 482.67 | 512.81 | 433,524 | 68.28% |
| SPY | breakout_trend | 2024-09-19 | 2024-10-31 | 13019 | 571.27 | 568.36 | -41,583 | 68.79% |
| SPY | breakout_trend | 2024-11-06 | 2024-12-18 | 12686 | 591.34 | 585.99 | -71,570 | 69.17% |
| SPY | breakout_trend | 2025-06-27 | 2025-08-01 | 9895 | 615.22 | 621.41 | 58,192 | 63.84% |
| SPY | breakout_trend | 2025-09-18 | 2025-10-10 | 10352 | 662.59 | 652.69 | -105,839 | 66.72% |
| TSLA | moving_average_trend | 2025-08-22 | 2025-11-13 | 20896 | 340.18 | 401.79 | 1,283,184 | 68.00% |
| TSLA | moving_average_trend | 2025-11-28 | 2025-12-01 | 18598 | 430.39 | 429.92 | -12,556 | 68.00% |
| TSLA | moving_average_trend | 2025-12-17 | 2026-01-02 | 17097 | 467.49 | 437.85 | -510,544 | 68.00% |
| TSLA | moving_average_trend | 2026-01-22 | 2026-01-26 | 16977 | 449.58 | 434.98 | -251,595 | 68.00% |
| TSLA | moving_average_trend | 2026-05-11 | 2026-06-05 | 16741 | 445.22 | 390.80 | -914,283 | 68.00% |
| SPY | volatility_adjusted_momentum | 2023-07-18 | 2023-09-21 | 16513 | 454.42 | 431.17 | -387,368 | 70.02% |
| SPY | volatility_adjusted_momentum | 2024-01-29 | 2024-08-05 | 13235 | 491.52 | 517.12 | 335,469 | 67.08% |
| SPY | volatility_adjusted_momentum | 2024-12-09 | 2025-02-27 | 11156 | 604.98 | 584.76 | -228,890 | 67.16% |
| SPY | volatility_adjusted_momentum | 2025-08-13 | 2026-03-06 | 10863 | 645.21 | 672.04 | 287,819 | 68.88% |
| TSLA | relative_strength | 2025-07-11 | 2025-07-24 | 20972 | 313.67 | 305.15 | -181,869 | 73.44% |
| TSLA | relative_strength | 2025-07-28 | 2025-07-29 | 11816 | 325.75 | 321.04 | -57,590 | 60.04% |
| TSLA | relative_strength | 2025-08-29 | 2025-09-04 | 20686 | 334.04 | 338.36 | 85,942 | 76.26% |
| TSLA | relative_strength | 2025-09-11 | 2025-12-30 | 16348 | 368.99 | 454.20 | 1,389,274 | 71.31% |
| TSLA | relative_strength | 2026-02-11 | 2026-02-12 | 11849 | 428.48 | 416.86 | -140,187 | 62.34% |
| AAPL | dual_momentum | 2026-05-12 | 2026-05-13 | 18426 | 294.95 | 298.72 | 66,772 | 62.00% |
| AAPL | dual_momentum | 2026-05-15 | 2026-05-18 | 18210 | 300.38 | 297.69 | -51,678 | 62.00% |
| AAPL | dual_momentum | 2026-05-19 | 2026-05-26 | 18187 | 299.12 | 308.18 | 161,905 | 62.00% |
| AAPL | dual_momentum | 2026-05-27 | 2026-06-01 | 17774 | 311.01 | 306.16 | -88,899 | 62.00% |
| AAPL | dual_momentum | 2026-06-05 | 2026-06-09 | 17813 | 307.49 | 290.40 | -306,992 | 62.00% |
| QQQ | breakout_trend | 2024-11-06 | 2024-11-15 | 13734 | 505.83 | 496.32 | -134,033 | 67.52% |
| QQQ | breakout_trend | 2024-12-11 | 2024-12-18 | 11474 | 530.18 | 516.21 | -163,290 | 64.43% |
| QQQ | breakout_trend | 2025-06-27 | 2025-08-01 | 10861 | 548.36 | 553.60 | 53,895 | 64.33% |
| QQQ | breakout_trend | 2025-09-12 | 2025-10-10 | 9959 | 586.95 | 589.21 | 19,493 | 63.75% |
| QQQ | breakout_trend | 2025-10-28 | 2025-11-06 | 9552 | 633.24 | 611.36 | -211,844 | 64.54% |
| AAPL | volatility_adjusted_momentum | 2023-04-27 | 2023-09-07 | 40617 | 168.49 | 177.47 | 361,015 | 67.38% |
| AAPL | volatility_adjusted_momentum | 2024-07-10 | 2024-11-11 | 31401 | 233.10 | 224.12 | -285,456 | 68.27% |
| AAPL | volatility_adjusted_momentum | 2024-12-11 | 2025-01-16 | 27961 | 246.61 | 228.15 | -519,556 | 67.40% |
| AAPL | volatility_adjusted_momentum | 2025-09-29 | 2026-01-20 | 26376 | 254.56 | 246.58 | -213,747 | 68.14% |
| AAPL | volatility_adjusted_momentum | 2026-05-28 | 2026-06-17 | 21126 | 312.67 | 299.33 | -284,898 | 68.32% |
| AAPL | pullback_in_uptrend | 2026-02-12 | 2026-02-13 | 30009 | 261.86 | 255.65 | -190,154 | 73.79% |
| AAPL | pullback_in_uptrend | 2026-02-17 | 2026-02-18 | 27810 | 264.01 | 264.22 | 2,052 | 72.24% |
| AAPL | pullback_in_uptrend | 2026-02-20 | 2026-02-23 | 27298 | 264.71 | 266.05 | 32,801 | 71.74% |
| AAPL | pullback_in_uptrend | 2026-02-27 | 2026-03-04 | 27676 | 264.31 | 262.39 | -56,862 | 72.02% |
| AAPL | pullback_in_uptrend | 2026-06-08 | 2026-06-17 | 23066 | 301.69 | 299.33 | -57,900 | 70.67% |
| TSLA | volatility_adjusted_momentum | 2023-07-14 | 2023-10-18 | 24319 | 281.52 | 242.56 | -950,467 | 67.39% |
| TSLA | volatility_adjusted_momentum | 2024-12-06 | 2025-02-25 | 16644 | 389.41 | 302.65 | -1,446,652 | 68.66% |
| TSLA | volatility_adjusted_momentum | 2025-10-13 | 2026-01-29 | 12084 | 436.12 | 416.35 | -241,371 | 67.75% |
| TSLA | pullback_in_uptrend | 2026-05-15 | 2026-05-18 | 11328 | 422.45 | 409.79 | -145,803 | 72.34% |
| TSLA | pullback_in_uptrend | 2026-05-20 | 2026-05-21 | 11949 | 417.47 | 417.64 | -435 | 74.58% |
| TSLA | pullback_in_uptrend | 2026-05-22 | 2026-05-26 | 10368 | 426.22 | 433.37 | 71,887 | 70.65% |
| TSLA | pullback_in_uptrend | 2026-06-01 | 2026-06-05 | 12344 | 416.09 | 390.80 | -314,511 | 75.20% |
| TSLA | pullback_in_uptrend | 2026-06-15 | 2026-06-16 | 12076 | 411.36 | 404.46 | -85,741 | 76.00% |