Money Flow Data Backtest Statistics: NAAIM

NAAIM Fear Greed Signals Backtest Results:

Trading strategy 1: Buy at the NAAIM first Fear Signal, Sell at the NAAIM first Greed Signal.
Stock: SPY
Data: NAAIM, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 12
Win rate: 100% (Winning trades: 12, Losing trades: 0) 
Total return: 161.44%
Median holding time: 108 days
Sharpe Ratio: 0.22

Trading strategy 2: Buy at the NAAIM first Fear Signal, Sell at the NAAIM first Very Greed Signal.
Stock: SPY
Data: NAAIM, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 9
Win rate: 100% (Winning trades: 9, Losing trades: 0) 
Total return: 216.36%
Median holding time: 168 days
Sharpe Ratio: 0.20

Trading strategy 3: Buy at the NAAIM first Very Fear Signal, Sell at the NAAIM first Greed Signal.
Stock: SPY
Data: NAAIM, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 6
Win rate: 100% (Winning trades: 6, Losing trades: 0) 
Total return: 90.64%
Median holding time: 192 days
Sharpe Ratio: 0.18

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