| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPLG | SPDR® Portfolio S&P 500 ETF | 0.0227 | 78.32 | 9807134 | |||
| SPY | SPDR S&P 500 ETF Trust | 0.0078 | 731.58 | 77554147 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 9856.63 |
| Total net P/L: | -143.37 | Total ROI: | -1.43 % |
| CAGR: | -1.44 % | Max. DD: | 4.07 % |
| System Score: | -0.011 | Sharpe Ratio: | -0.417 |
| Start Date: | 2025-05-07 | End Date: | 2026-05-05 |
| Total days: | 363 | ||
| Commissions: | 36.00 | Comm.% P/L | 33.53 % |
| Total Transactions: | 36 | Log. Linearity: | 19.392 % |
| Total | Long |
Short |
SPLG | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -107.37 | -271.95 | 164.58 | -46.47 | -60.90 |
| Total Profit | 433.31 | 0.00 | 433.31 | 8.96 | 478.52 |
| Total Loss | 540.68 | 271.95 | 268.73 | 55.43 | 539.42 |
| Profit Factor | 0.80 | 0.00 | 1.61 | 0.16 | 0.89 |
| Trades | 9 | 1 | 8 | 9 | 9 |
| Winning Trades | 7 | 0 | 7 | 1 | 7 |
| Losing Trades | 2 | 1 | 1 | 8 | 2 |
| % Profitable | 77.00 | 0.00 | 87.00 | 11.00 | 77.00 |
| Profit/Loss Per Trade % | -0.12 | -2.68 | 0.20 | -0.05 | -0.07 |
| Profit Per Trade % | 0.62 | 0.00 | 0.62 | 0.09 | 0.68 |
| Loss Per Trade % | 2.66 | 2.68 | 2.63 | 0.07 | 2.65 |
| Days In Trade | 78 | 21 | 57 | 78 | 78 |
| Days In Trade (Avg. Per Trade) | 8.67 | 21.00 | 7.12 | 8.67 | 8.67 |
| % Days In Trade | 21.49 | 5.79 | 15.70 | 21.49 | 21.49 |