| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GVIP | Goldman Sachs Hedge Industry VIP ETF | 0 | 179.368 | 10938 | |||
| SIXZ | AIM ETF Products Trust | 31.45 | 63081 |
| 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: | 10300.75 |
| Total net P/L: | 300.75 | Total ROI: | 3.01 % |
| CAGR: | 3.02 % | Max. DD: | 3.79 % |
| System Score: | 0.188 | Sharpe Ratio: | 0.635 |
| Start Date: | 2025-05-29 | End Date: | 2026-05-27 |
| Total days: | 363 | ||
| Commissions: | 52.00 | Comm.% P/L | 14.74 % |
| Total Transactions: | 52 | Log. Linearity: | 39.579 % |
| Total | Long |
Short |
GVIP | SIXZ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 352.75 | 463.93 | -111.18 | 203.68 | 149.08 |
| Total Profit | 869.81 | 475.96 | 393.85 | 1108.32 | 408.30 |
| Total Loss | 517.06 | 12.03 | 505.03 | 904.64 | 259.22 |
| Profit Factor | 1.68 | 39.57 | 0.78 | 1.23 | 1.58 |
| Trades | 13 | 5 | 8 | 13 | 13 |
| Winning Trades | 8 | 4 | 4 | 7 | 9 |
| Losing Trades | 5 | 1 | 4 | 6 | 4 |
| % Profitable | 61.00 | 80.00 | 50.00 | 53.00 | 69.00 |
| Profit/Loss Per Trade % | 0.27 | 0.93 | -0.15 | 0.15 | 0.10 |
| Profit Per Trade % | 1.09 | 1.20 | 0.98 | 1.59 | 0.44 |
| Loss Per Trade % | 1.02 | 0.12 | 1.25 | 1.49 | 0.65 |
| Days In Trade | 201 | 64 | 137 | 201 | 201 |
| Days In Trade (Avg. Per Trade) | 15.46 | 12.80 | 17.12 | 15.46 | 15.46 |
| % Days In Trade | 55.37 | 17.63 | 37.74 | 55.37 | 55.37 |