SPY: SPDR S&P 500 ETF (SPY)
Data source: Tiingo
Tool:Amibroker
This strategy bought SPY on 1993/1/29 and sold 2017/11/20.
There are only 4 years have negtive return.
The average annual return is good that is 9.42% for 25 years.
But Max. system % drawdown is large that is -55.21%.
Data has included split and dividend.
You can check some important indicator below:
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