Technical Analysis Data Backtest Statistics: MFI

MFI signals backtest strategy 1 result:

Trading rules: Buy at the MFI first Fear Signal, Sell at the MFI first Greed Signal.
Stock: SPY
Data: MFI, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 33
Win rate: 87.88% (Winning trades: 29, Losing trades: 4) 
Total return: 206.37%
Median holding time: 44 days
Sharpe Ratio: 0.42

MFI signals backtest strategy 2 result:

Trading rules: Buy at the MFI first Very Fear Signal, Sell at the MFI first Very Greed Signal.
Stock: SPY
Data: MFI, daily data
Tested date range: 10 Years 2012/1/1 to 2021/12/31
Number of trades matched: 17
Win rate: 100% (Winning trades: 17, Losing trades: 0) 
Total return: 327.26%
Median holding time: 62 days
Sharpe Ratio: 0.39

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