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Best Trading Strategies for S&P 500 index of US listed shares (SPX500)

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Mean Reversion and Trendfollowing

S&P 500 index of US listed shares (SPX500)

@ 4 h

2.88

Risk Reward

312.41 %

Total ROI

141

Buy Sell First Hour Strategy

S&P 500 index of US listed shares (SPX500)

@ Daily

2.75

Risk Reward

7,560.92 %

Total ROI

78

HURST Channel Strategy

S&P 500 index of US listed shares (SPX500)

@ 2 h

2.61

Risk Reward

276.77 %

Total ROI

372

Supertrend Flip Backtest - Gold Daily [Arxum]

S&P 500 index of US listed shares (SPX500)

@ 4 h

2.56

Risk Reward

35.69 %

Total ROI

60

Crypto ZigZag RSI strategy 15min

S&P 500 index of US listed shares (SPX500)

@ 2 h

2.56

Risk Reward

87.41 %

Total ROI

45

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@ 4 h

4,597,473.80

Risk Reward

229.87 %

Total ROI

19

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About S&P 500 index of US listed shares (SPX500) backtests

What is S&P 500 index of US listed shares (SPX500)?

The S&P 500 index of US listed shares (SPX500) is a stock market index tracking the performance of 500 of the largest publicly traded companies in the United States. Available on the FXCM exchange and quoted in USD, this index is one of the most widely followed benchmarks for US equity markets, serving as a barometer for the broader economy. It represents a diversified basket of leading American corporations across major sectors. On TradeSearcher, SPX500 has been evaluated across over 3,500 backtests, drawing on price data going back to 1970 for deep historical coverage.

SPX500 backtest statistics

Aggregated results of TradeSearcher's backtests on S&P 500 index of US listed shares (SPX500) over price data from Feb 1970 to Sep 2026. These figures are recomputed automatically as new backtests are added.

3,748
Backtests run
38
Strategies listed
54.1%
Beat buy & hold
1.7%
Median net profit
59%
Average win rate
18.2%
Median max drawdown

Performance by strategy type

TypeBacktestsMedian net profitAvg win rateMedian max DDAvg Sharpe
Intraday100%47.4%4.7%0.25
Swing102.1%58.5%32.6%0.19
Long-term172.7%66.2%18.2%0.16

The 2-hour timeframe recorded the best average Sharpe ratio (0.19) across 7 backtests.

Top SPX500 strategies by profit factor

StrategyTimeframeProfit factorWin rateNet profitTrades
🔒 Premium strategy2-hour10.8871.9%4.1%192
🔒 Premium strategy1-hour3.272.4%2.2%380
HURST Channel Strategy2-hour2.6175%2.8%372
12/26-IT strategy2-hour1.7848%11.7%352
RSI Divergence Strategy1-hour1.136.3%2.3%977
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