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Model: Ratio
HQ Backtest CFO vs TXUE
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
CFO VictoryShares US 500 Enhanced Volatility Wtd ETF 0 76.7586 7830
TXUE Thornburg International Equity ETF 0 34.4325 51431
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: 10411.08
Total net P/L: 411.08 Total ROI: 4.11 %
CAGR: 4.13 % Max. DD: 2.54 %
System Score: 0.583 Sharpe Ratio: 1.343
Start Date: 2025-05-13 End Date: 2026-05-11
Total days: 363
Commissions: 48.00 Comm.% P/L 10.46 %
Total Transactions: 48 Log. Linearity: 52.060 %
Total enabled Long enabled Short CFO TXUE
Total Profit/Loss 459.08 208.72 250.36 771.54 -312.46
Total Profit 634.87 378.28 256.59 957.27 520.19
Total Loss 175.80 169.56 6.24 185.73 832.65
Profit Factor 3.61 2.23 41.15 5.15 0.62
Trades 12 7 5 12 12
Winning Trades 10 6 4 9 5
Losing Trades 2 1 1 3 7
% Profitable 83.00 85.00 80.00 75.00 41.00
Profit/Loss Per Trade % 0.38 0.29 0.50 0.62 -0.25
Profit Per Trade % 0.62 0.61 0.64 1.03 1.02
Loss Per Trade % 0.83 1.61 0.06 0.60 1.14
Days In Trade 134 80 54 134 134
Days In Trade (Avg. Per Trade) 11.17 11.43 10.80 11.17 11.17
% Days In Trade 36.91 22.04 14.88 36.91 36.91
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FB LN TW

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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.