Money Flow Data Backtest Statistics: Dark Pool DIX

DIX Bullish Bearish Signals Backtest Results:

Trading strategy 1: Buy at the DIX first Bullish Signal, Sell at the DIX first Bearish Signal.
Stock: SPY
Data: Dark Pool DIX, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 31
Win rate: 83.87% (Winning trades: 26, Losing trades: 5)
Total return: 267.37%
Median holding time: 29 days
Sharpe Ratio: 0.29

Trading strategy 2: Buy at the DIX first Bullish Signal, Sell at the DIX first Very Bearish Signal.
Stock: SPY
Data: Dark Pool DIX, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 15
Win rate: 80% (Winning trades: 12, Losing trades: 3)
Total return: 275.91%
Median holding time: 125 days
Sharpe Ratio: 0.17

Trading strategy 3: Buy at the DIX first Very Bullish Signal, Sell at the DIX first Bearish Signal.
Stock: SPY
Data: Dark Pool DIX, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 16
Win rate: 93.75% (Winning trades: 15, Losing trades: 1)
Total return: 206.11%
Median holding time: 52 days
Sharpe Ratio: 0.24

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