Sentiment Data Backtest Statistics: AAII

AAII Bull Fear Greed Signal Backtest Results:

Trading Strategy 1: Buy at the AAII Bull first Fear Signal, Sell at the AAII Bull first Greed Signal.
Stock: SPY
Data: AAII Bull, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 11
Win rate: 100% (Winning trades: 11, Losing trades: 0) 
Total return: 159.50%
Median holding time: 126 days
Sharpe Ratio: 0.15

Trading Strategy 2: Buy at the AAII Bull first Fear Signal, Sell at the AAII Bull first Very Greed Signal.
Stock: SPY
Data: AAII Bull, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 7
Win rate: 100% (Winning trades: 7, Losing trades: 0) 
Total return: 154.64%
Median holding time: 245 days
Sharpe Ratio: 0.15

Trading Strategy 3: Buy at the AAII Bull first Very Fear Signal, Sell at the AAII Bull first Greed Signal.
Stock: SPY
Data: AAII Bull, 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: 111.16%
Median holding time: 199 days
Sharpe Ratio: 0.09

Trading Strategy 1: Buy at the AAII Bear first Fear Signal, Sell at the AAII Bear first Greed Signal.
Stock: SPY
Data: AAII Bear, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 11
Win rate: 90.91% (Winning trades: 10, Losing trades: 1) 
Total return: 136.58%
Median holding time: 112 days
Sharpe Ratio: 0.14

Trading Strategy 2: Buy at the AAII Bear first Fear Signal, Sell at the AAII Bear first Very Greed Signal.
Stock: SPY
Data: AAII Bear, 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: 149.21%
Median holding time: 161 days
Sharpe Ratio: 0.09

Trading Strategy 3: Buy at the AAII Bear first Very Fear Signal, Sell at the AAII Bear first Greed Signal.
Stock: SPY
Data: AAII Bear, weekly data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 9
Win rate: 88.89% (Winning trades: 8, Losing trades: 1) 
Total return: 245.99%
Median holding time: 217 days
Sharpe Ratio: 0.15

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Disclaimer: Megapro provides data solely for educational or informational purposes. All investment strategies and investments involve the risk of loss. Nothing contained in this website should be construed as investment advice.  Any reference to an investment’s past or potential performance is not, and should not be construed as, a recommendation or as a guarantee of any specific outcome or profit. Any decisions or actions based on the information presented here are done at your own risk and discretion.