| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| VIXM | ProShares VIX Mid-Term Futures ETF | 15.82 | 236979 | ||||
| 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: | 10241.24 |
| Total net P/L: | 241.23 | Total ROI: | 2.41 % |
| CAGR: | 0.45 % | Max. DD: | 36.46 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.273 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 187.25 | Comm.% P/L | 43.70 % |
| Total Transactions: | 120 | Log. Linearity: | 1.467 % |
| Total | Long |
Short |
VIXM | VIXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 428.48 | 428.48 | 0.00 | -999.07 | 1427.55 |
| Total Profit | 8851.08 | 8851.08 | 0.00 | 6101.86 | 15295.81 |
| Total Loss | 8422.59 | 8422.59 | 0.00 | 7100.93 | 13868.26 |
| Profit Factor | 1.05 | 1.05 | 0.00 | 0.86 | 1.10 |
| Trades | 30 | 30 | 0 | 30 | 30 |
| Winning Trades | 21 | 21 | 0 | 17 | 19 |
| Losing Trades | 9 | 9 | 0 | 13 | 11 |
| % Profitable | 70.00 | 70.00 | 0.00 | 56.00 | 63.00 |
| Profit/Loss Per Trade % | 0.15 | 0.15 | 0.00 | -0.84 | 0.07 |
| Profit Per Trade % | 4.64 | 4.64 | 0.00 | 3.60 | 8.78 |
| Loss Per Trade % | 9.06 | 9.06 | 0.00 | 6.12 | 12.17 |
| Days In Trade | 252 | 252 | 0 | 252 | 252 |
| Days In Trade (Avg. Per Trade) | 8.40 | 8.40 | 0.00 | 8.40 | 8.40 |
| % Days In Trade | 12.98 | 12.98 | 0.00 | 12.98 | 12.98 |