Ichimoku Cloud 10 Year Buy Test
Test was performed on daily SPY data from December 31, 2010 to December 31, 2020.
Test Results
| Total Trades | 59 |
| Winning Trades | 40 |
| Losing Trades | 19 |
| Win Percentage | 68% |
| ROI | 28.56% |
| Investment Length | 10 years |
Trade Rules
- Entry Signal Bar
Price crosses and closes above Tenkan-sen. Close is above the cloud. - Buy Trigger
Buy on close when high is .3 of an ATR (14 day) above entry signal bar. - Take Profit
Take profit at 1.5 ATR (14 day) above entry. - Stop Loss
Use a trailing stop of 3 ATR (14 day).
Trade-By-Trade Results
| Date | Price | Ex. date | Ex. Price | Profit | % Profit | Shares | Position value | Cum. Profit |
| 1/12/2011 | 128.58 | 1/27/2011 | 130.1233 | 120.03 | 1.20% | 77.77259 | 10000 | 120.03 |
| 2/1/2011 | 130.74 | 2/8/2011 | 132.4712 | 134 | 1.32% | 77.40574 | 10120.03 | 254.03 |
| 4/26/2011 | 134.79 | 5/2/2011 | 137.07 | 173.45 | 1.69% | 76.07413 | 10254.03 | 427.48 |
| 12/5/2011 | 126.22 | 1/17/2012 | 130.08 | 318.89 | 3.06% | 82.61353 | 10427.48 | 746.37 |
| 1/19/2012 | 131.46 | 2/3/2012 | 134 | 207.64 | 1.93% | 81.74629 | 10746.37 | 954 |
| 2/27/2012 | 137.16 | 3/6/2012 | 134.4562 | -215.93 | -1.97% | 79.86296 | 10954 | 738.07 |
| 3/13/2012 | 140.06 | 4/2/2012 | 141.9166 | 142.34 | 1.33% | 76.66765 | 10738.07 | 880.41 |
| 7/27/2012 | 138.68 | 8/16/2012 | 141.4183 | 214.84 | 1.97% | 78.45697 | 10880.41 | 1095.25 |
| 8/21/2012 | 141.76 | 9/6/2012 | 143.7156 | 153.06 | 1.38% | 78.26785 | 11095.25 | 1248.31 |
| 9/13/2012 | 146.59 | 9/25/2012 | 144.522 | -158.68 | -1.41% | 76.73314 | 11248.31 | 1089.63 |
| 10/5/2012 | 146.14 | 10/10/2012 | 143.2726 | -217.59 | -1.96% | 75.88358 | 11089.63 | 872.04 |
| 1/10/2013 | 147.08 | 1/23/2013 | 149.3585 | 168.42 | 1.55% | 73.91921 | 10872.04 | 1040.46 |
| 2/13/2013 | 152.15 | 2/25/2013 | 149.8304 | -168.32 | -1.52% | 72.56302 | 11040.46 | 872.15 |
| 3/5/2013 | 154.29 | 3/14/2013 | 156.563 | 160.17 | 1.47% | 70.46566 | 10872.15 | 1032.31 |
| 4/1/2013 | 156.05 | 4/10/2013 | 158.0765 | 143.27 | 1.30% | 70.6973 | 11032.31 | 1175.58 |
| 4/25/2013 | 158.52 | 5/3/2013 | 161.14 | 184.71 | 1.65% | 70.49951 | 11175.58 | 1360.29 |
| 11/13/2013 | 178.38 | 11/22/2013 | 180.5945 | 141.03 | 1.24% | 63.6859 | 11360.29 | 1501.32 |
| 12/23/2013 | 182.53 | 1/15/2014 | 184.7846 | 142.06 | 1.24% | 63.01059 | 11501.32 | 1643.39 |
| 3/7/2014 | 188.26 | 4/7/2014 | 184.4529 | -235.46 | -2.02% | 61.84738 | 11643.39 | 1407.93 |
| 4/22/2014 | 187.89 | 5/27/2014 | 191.06 | 192.47 | 1.69% | 60.716 | 11407.93 | 1600.4 |
| 7/1/2014 | 197.03 | 7/23/2014 | 198.8451 | 106.87 | 0.92% | 58.8763 | 11600.4 | 1707.26 |
| 12/26/2014 | 208.44 | 1/5/2015 | 201.4127 | -394.7 | -3.37% | 56.16611 | 11707.26 | 1312.57 |
| 4/23/2015 | 211.16 | 6/9/2015 | 207.878 | -175.83 | -1.55% | 53.57344 | 11312.57 | 1136.74 |
| 6/18/2015 | 212.78 | 6/29/2015 | 207.4106 | -281.03 | -2.52% | 52.33923 | 11136.74 | 855.71 |
| 10/29/2015 | 208.83 | 11/13/2015 | 204.26 | -237.56 | -2.19% | 51.98348 | 10855.71 | 618.15 |
| 12/1/2015 | 210.68 | 12/3/2015 | 204.8175 | -295.47 | -2.78% | 50.3994 | 10618.15 | 322.68 |
| 4/18/2016 | 209.24 | 5/4/2016 | 204.7496 | -221.53 | -2.15% | 49.33416 | 10322.68 | 101.15 |
| 7/8/2016 | 212.65 | 7/14/2016 | 216.4957 | 182.68 | 1.81% | 47.50129 | 10101.15 | 283.82 |
| 8/15/2016 | 219.09 | 9/9/2016 | 214.4518 | -217.71 | -2.12% | 46.93882 | 10283.83 | 66.11 |
| 12/7/2016 | 224.6 | 12/12/2016 | 226.938 | 104.78 | 1.04% | 44.81796 | 10066.11 | 170.9 |
| 12/20/2016 | 226.4 | 1/25/2017 | 228.9783 | 115.83 | 1.14% | 44.92446 | 10170.9 | 286.73 |
| 2/9/2017 | 230.6 | 2/13/2017 | 232.6854 | 93.03 | 0.90% | 44.60852 | 10286.73 | 379.75 |
| 5/5/2017 | 239.7 | 5/17/2017 | 236.2199 | -150.7 | -1.45% | 43.3031 | 10379.75 | 229.05 |
| 5/24/2017 | 240.61 | 6/1/2017 | 242.9423 | 99.15 | 0.97% | 42.513 | 10229.05 | 328.21 |
| 7/14/2017 | 245.56 | 7/27/2017 | 247.9817 | 101.86 | 0.99% | 42.05981 | 10328.21 | 430.06 |
| 8/8/2017 | 247.26 | 8/10/2017 | 243.7798 | -146.8 | -1.41% | 42.18258 | 10430.06 | 283.26 |
| 9/11/2017 | 249.21 | 10/2/2017 | 251.5148 | 95.1 | 0.92% | 41.26343 | 10283.26 | 378.36 |
| 10/27/2017 | 257.71 | 11/15/2017 | 255.9555 | -70.66 | -0.68% | 40.27148 | 10378.36 | 307.71 |
| 11/21/2017 | 259.99 | 11/28/2017 | 262.0275 | 80.78 | 0.78% | 39.64655 | 10307.71 | 388.49 |
| 12/11/2017 | 266.31 | 1/3/2018 | 268.96 | 103.37 | 1.00% | 39.009 | 10388.49 | 491.86 |
| 6/5/2018 | 275.1 | 6/11/2018 | 279.2871 | 159.69 | 1.52% | 38.13835 | 10491.86 | 651.55 |
| 8/6/2018 | 284.64 | 8/27/2018 | 288.86 | 157.92 | 1.48% | 37.42112 | 10651.55 | 809.47 |
| 9/20/2018 | 293.58 | 10/4/2018 | 288.1058 | -201.56 | -1.86% | 36.8195 | 10809.47 | 607.91 |
| 2/12/2019 | 274.1 | 2/22/2019 | 279.2865 | 200.72 | 1.89% | 38.70087 | 10607.91 | 808.63 |
| 3/13/2019 | 281.34 | 4/1/2019 | 285.3885 | 155.54 | 1.44% | 38.4184 | 10808.63 | 964.17 |
| 4/3/2019 | 286.42 | 4/16/2019 | 290.95 | 173.41 | 1.58% | 38.28004 | 10964.17 | 1137.58 |
| 4/23/2019 | 292.88 | 5/7/2019 | 286.6372 | -237.4 | -2.13% | 38.02778 | 11137.58 | 900.18 |
| 7/3/2019 | 298.8 | 8/1/2019 | 294.2532 | -165.87 | -1.52% | 36.47984 | 10900.18 | 734.31 |
| 10/22/2019 | 299.01 | 10/28/2019 | 303.7868 | 171.48 | 1.60% | 35.8995 | 10734.31 | 905.8 |
| 11/27/2019 | 315.48 | 12/3/2019 | 308.65 | -236.11 | -2.16% | 34.56889 | 10905.79 | 669.69 |
| 12/6/2019 | 314.87 | 12/13/2019 | 318.203 | 112.94 | 1.06% | 33.88602 | 10669.69 | 782.63 |
| 1/9/2020 | 326.65 | 1/16/2020 | 329.9924 | 110.33 | 1.02% | 33.00974 | 10782.63 | 892.96 |
| 2/5/2020 | 332.86 | 2/13/2020 | 337.9542 | 166.71 | 1.53% | 32.72536 | 10892.96 | 1059.67 |
| 4/29/2020 | 293.21 | 6/2/2020 | 306.92 | 517.13 | 4.68% | 37.71929 | 11059.67 | 1576.8 |
| 7/6/2020 | 317.05 | 7/21/2020 | 326.6216 | 349.5 | 3.02% | 36.51413 | 11576.8 | 1926.3 |
| 8/5/2020 | 332.11 | 8/18/2020 | 338.9352 | 245.1 | 2.06% | 35.91071 | 11926.3 | 2171.4 |
| 8/24/2020 | 342.92 | 8/27/2020 | 348.51 | 198.41 | 1.63% | 35.49341 | 12171.4 | 2369.81 |
| 11/5/2020 | 350.24 | 11/9/2020 | 363.97 | 484.92 | 3.92% | 35.3181 | 12369.81 | 2854.73 |
| 12/1/2020 | 366.02 | 12/21/2020 | 373.6492 | 267.94 | 2.08% | 35.12029 | 12854.73 | 3122.67 |