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Model: Residual
HQ Backtest SPYI vs VIXY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPYI SHP ETF Trust - NEOS S&P 500 High Income ETF 0 53.46 3297983
VIXY ProShares VIX Short-Term Futures ETF 26.77 3432828
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 20986.08
Total net P/L: 10986.08 Total ROI: 109.86 %
CAGR: 22.79 % Max. DD: 37.50 %
System Score: 8.755 Sharpe Ratio: 1.458
Start Date: 2022-09-20 End Date: 2026-04-30
Total days: 1318
Commissions: 244.03 Comm.% P/L 2.17 %
Total Transactions: 120 Log. Linearity: 72.698 %
Total enabled Long disable Short SPYI VIXY
Total Profit/Loss 11230.11 11230.11 0.00 712.01 10518.10
Total Profit 36077.66 36077.66 0.00 5085.84 31862.19
Total Loss 24847.55 24847.55 0.00 4373.84 21344.09
Profit Factor 1.45 1.45 0.00 1.16 1.49
Trades 30 30 0 30 30
Winning Trades 20 20 0 20 19
Losing Trades 10 10 0 10 11
% Profitable 66.00 66.00 0.00 66.00 63.00
Profit/Loss Per Trade % 2.54 2.54 0.00 0.25 2.51
Profit Per Trade % 10.51 10.51 0.00 1.46 9.90
Loss Per Trade % 11.02 11.02 0.00 2.12 8.63
Days In Trade 315 315 0 315 315
Days In Trade (Avg. Per Trade) 10.50 10.50 0.00 10.50 10.50
% Days In Trade 23.90 23.90 0.00 23.90 23.90
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Trade Log
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.