Performance
SPI Breakout — Live & Backtest.
Monatlich aktualisierte Performance-Daten der SPI-Breakout-Strategie. 10 Jahre Backtest seit 2016 plus Live-Tracking ab April 2025.
Backtest 2016–2025 | Live-Tracking ab April 2025 | Vergangene Performance ist kein Indikator für zukünftige Ergebnisse.
Kennzahlen
Gesamtrendite
+338%
vs. SPI: +107.89%
CAGR
15.4% p.a.
vs. SPI: 7.38% p.a.
Sharpe Ratio
1.30
risikoadjustiert
Max. Drawdown
-16.6%
vs. SPI: ca. -27%
Monatliche Returns
Strategie-Returns pro Monat in Prozent. Grün = positiv, rot = negativ. Letzte Spalte = compoundierter Jahresreturn.
| Jahr | Jan | Feb | Mär | Apr | Mai | Jun | Jul | Aug | Sep | Okt | Nov | Dez | Jahr |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | -0.2 | +4.9 | +4.3 | +5.0 | +0.0 | +6.8 | +4.3 | +0.7 | -0.5 | +2.2 | +1.9 | +33.3% | |
| 2017 | +12.0 | +6.2 | +1.9 | +2.4 | +2.0 | +6.3 | -0.5 | -0.2 | +1.3 | +1.9 | +5.0 | +5.8 | +53.4% |
| 2018 | -1.8 | -4.7 | -4.1 | -0.2 | +1.8 | +0.1 | +0.3 | +1.3 | +0.3 | -4.9 | -1.7 | 0.0 | -13.0% |
| 2019 | 0.0 | 0.0 | +1.0 | +0.8 | -1.0 | +2.8 | +0.8 | +4.9 | +5.7 | +3.1 | +1.5 | +5.3 | +27.6% |
| 2020 | +1.1 | -3.2 | -10.2 | -0.0 | +1.2 | -0.3 | +2.0 | +8.0 | +0.3 | -1.9 | -0.2 | +4.0 | -0.1% |
| 2021 | -0.3 | +2.2 | +3.5 | +0.3 | +3.4 | +1.8 | +3.3 | -1.0 | -4.1 | +3.5 | +2.4 | +0.1 | +15.9% |
| 2022 | -3.5 | -2.6 | -1.8 | -0.7 | +1.1 | -0.7 | +3.3 | +2.2 | -3.7 | -2.3 | +3.0 | -1.6 | -7.3% |
| 2023 | +2.4 | +3.1 | -0.1 | -0.9 | -1.2 | -1.9 | +4.2 | -1.6 | +1.1 | +0.6 | -0.1 | +2.7 | +8.2% |
| 2024 | +2.7 | +2.9 | +4.2 | +0.3 | +2.9 | +3.5 | -0.6 | -2.5 | -1.5 | -0.4 | +0.4 | +0.7 | +13.1% |
| 2025 | +5.4 | +1.5 | +5.2 | -0.4 | +4.7 | +8.9 | +10.1 | -2.8 | -1.6 | +8.6 | -6.8 | -5.4 | +29.1% |
| 2026 | +4.5 | +3.7 | +0.1 | +4.7 | +13.6% |
Erhalte den kostenlosen Strategie-Teardown per Email
- Alle Backtest-Kennzahlen im Detail (2005–2025)
- Vergleich: SPI Breakout vs. Buy & Hold SPI
- Krisenverhalten 2008, 2020, 2022 — was hat die Strategie gemacht?
Kein Spam. Abmeldung jederzeit per Klick.