| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| VTI | Vanguard Total Stock Market Index Fund ETF Shares | 494625 | 0.0077 | 366.36 | 4698128 | ||
| BND | Vanguard Total Bond Market Index Fund ETF Shares | 0.0257 | 73.24 | 8352787 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | T3 | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 1000.00 | Final Equity: | 1167.21 |
| Total net P/L: | 167.21 | Total ROI: | 16.72 % |
| CAGR: | 2.90 % | Max. DD: | 15.55 % |
| System Score: | 0.660 | Sharpe Ratio: | 0.697 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 348.00 | Comm.% P/L | 67.55 % |
| Total Transactions: | 348 | Log. Linearity: | 61.010 % |
| Total | Long |
Short |
VTI | BND | |
|---|---|---|---|---|---|
| Total Profit/Loss | 515.21 | 524.56 | -9.35 | 484.54 | 30.67 |
| Total Profit | 1350.95 | 774.29 | 576.65 | 1341.89 | 418.97 |
| Total Loss | 835.74 | 249.74 | 586.01 | 857.35 | 388.30 |
| Profit Factor | 1.62 | 3.10 | 0.98 | 1.57 | 1.08 |
| Trades | 87 | 39 | 48 | 87 | 87 |
| Winning Trades | 61 | 31 | 30 | 55 | 47 |
| Losing Trades | 26 | 8 | 18 | 32 | 40 |
| % Profitable | 70.00 | 79.00 | 62.00 | 63.00 | 54.00 |
| Profit/Loss Per Trade % | 0.51 | 1.14 | 0.00 | 0.48 | 0.02 |
| Profit Per Trade % | 1.87 | 2.10 | 1.63 | 2.07 | 0.73 |
| Loss Per Trade % | 2.57 | 2.43 | 2.63 | 2.15 | 0.80 |
| Days In Trade | 1120 | 442 | 678 | 1120 | 1120 |
| Days In Trade (Avg. Per Trade) | 12.87 | 11.33 | 14.12 | 12.87 | 12.87 |
| % Days In Trade | 56.82 | 22.43 | 34.40 | 56.82 | 56.82 |