SMA

SPY/SSO Signal Desk

SPY SMA200 · volatility-adjusted SSO strategy

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Current Position

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Required action: -- Last transition: --

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Target SSO Weight

--

1 = 100% SSO · 0.5 = 50/50 · 0 = Cash

SPY Close

--

SMA200 distance: --

SPY 20-Day Volatility

--

Annualized · allocation input

SPY SMA200

--

Long-term signal layer

SSO Close

--

Band status: --

Buy Threshold

--

SPY close must be strictly above

Sell Threshold

--

SPY close must be strictly below

Performance Since Tracking Began

Adjusted close · $1,000 start

Starting Date

--

First actual SSO date

Strategy Value

--

Volatility-adjusted SPY/SSO strategy

SPY Hold Value

--

Same start date and dollars

Strategy vs SPY

--

--

Current Drawdown

--

Strategy below prior peak

Current SPY Benchmark Drawdown

--

SPY hold below prior peak

Strategy Max Drawdown

--

Full live history

SPY Max Drawdown

--

Full benchmark history

SPY SMA200 Spread

--

Close versus SMA200

Recent Transition History

-- transitions

Date	Signal	Position	Action	Strategy	Reason
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