Performance overview - S&P500

The signals for our free quantitative asset models are publicly available with a 1 day lag on opening of a trade, though we will share them with you instantly whenever our models close a trade. If you want to see the signals without delay, you can either sign up for a free account, or sign up for a premium account to see additional signals and the full composition of our model portfolio.

  Assets Menu

Background on the model

The S&P500 lists the largest American stocks and covers about 80% of the American stock markets in terms of market cap. Our stocks model uses daily dividend-adjusted prices for the S&P500 as input. This index consists of the 500 largest companies listed on exchanges in the United States. The LSS S&P500 model is calibrated on a history of daily stock prices going back several decades (smoothed out over the medium term) as well as a number of other exogenous risk factors across other asset classes that may impact its behavior.

Performance YTD

Daily returns YTD



Daily returns over the last 30 days

Date Return
2020-10-230.35%
2020-10-220.53%
2020-10-21-0.22%
2020-10-200.47%
2020-10-19-1.63%
2020-10-160.02%
2020-10-15-0.15%
2020-10-14-0.65%
2020-10-13-0.63%
2020-10-121.64%
2020-10-090.88%
2020-10-080.83%
2020-10-071.74%
2020-10-06-1.39%
2020-10-051.81%
2020-10-02-0.96%
2020-10-010.54%
2020-09-300.83%
2020-09-29-0.47%
2020-09-281.61%



Monthly historical returns

Date Asset Long/short Long only
2020-10-233.14%0.66%0.66%
2020-09-30-3.80%-4.01%-4.01%
2020-08-317.19%7.19%7.19%
2020-07-315.64%7.02%6.33%
2020-06-301.99%1.99%1.99%
2020-05-294.76%4.76%4.76%
2020-04-3012.82%-2.22%5.51%
2020-03-31-12.35%6.01%0.00%
2020-02-28-8.23%2.61%-2.86%
2020-01-31-0.04%-0.04%-0.04%

Signals

Date open Date closed Days Asset Signal Return Result
2020-10-20 Open Open SPX LONG -1.2% Loss
2020-09-17 2020-10-20 33 SPX NEUTRAL +2.7% -
   2020-07-23 2020-09-17 56 SPX LONG +4.1% Profit
   2020-07-21 2020-07-23 2 SPX SHORT +0.7% Profit
   2020-04-13 2020-07-21 99 SPX LONG +18.5% Profit
2020-02-25 2020-04-13 48 SPX SHORT +11.5% Profit
2019-10-23 2020-02-25 125 SPX LONG +4.8% Profit