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 Since Inception

Daily returns YTD



Daily returns over the last 30 days

Date Return
2021-01-15-0.72%
2021-01-14-0.36%
2021-01-130.23%
2021-01-120.04%
2021-01-11-0.66%
2021-01-080.56%
2021-01-071.51%
2021-01-060.57%
2021-01-050.72%
2021-01-04-1.47%
2020-12-310.65%
2020-12-300.15%
2020-12-29-0.22%
2020-12-280.87%
2020-12-240.36%
2020-12-230.08%
2020-12-22-0.20%
2020-12-21-0.39%
2020-12-18-0.34%
2020-12-170.58%



Monthly historical returns

Date Asset Long/short Long only
2021-01-141.12%1.12%1.12%
2020-12-313.84%3.84%3.84%
2020-11-3010.95%9.59%9.59%
2020-10-30-2.66%-4.98%-4.98%
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
2020-11-02 Open Open SPX LONG +14.3% Profit
2020-10-28 2020-11-02 5 SPX NEUTRAL +1.2% -
2020-10-20 2020-10-28 8 SPX LONG -5.0% 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