Top-performing public strategies for SPY, ranked by Sharpe ratio. Run your own backtest on SPY →
Classic rules on SPY, stress-tested against nearby settings, walk-forward and resampling: 200-day moving average on SPY · golden cross (50/200) on SPY · 12/26 EMA crossover (MACD) on SPY · RSI 30/70 on SPY · all robustness checks
| Strategy | Freq | Sharpe | CAGR | Max DD |
|---|---|---|---|---|
| Verify Panel Test | Daily | 1.10 | 12.0% | -18.0% |
| SPY MA Crossover Weekly | Weekly | 0.79 | 9.9% | -32.2% |