| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0076 | 771.33 | 71663359 | |||
| QQQ | Invesco QQQ Trust | 0.0026 | 723.85 | 54067155 |
| Entry Threshold: | 5.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10613.67 |
| Total net P/L: | 613.67 | Total ROI: | 6.14 % |
| CAGR: | 1.07 % | Max. DD: | 5.10 % |
| System Score: | 0.376 | Sharpe Ratio: | 0.774 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 12.00 | Comm.% P/L | 1.92 % |
| Total Transactions: | 12 | Log. Linearity: | 70.497 % |
| Total | Long |
Short |
SPY | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 625.67 | 625.67 | 0.00 | 2512.58 | -1886.92 |
| Total Profit | 747.29 | 747.29 | 0.00 | 2530.65 | 512.54 |
| Total Loss | 121.62 | 121.62 | 0.00 | 18.07 | 2399.46 |
| Profit Factor | 6.14 | 6.14 | 0.00 | 140.06 | 0.21 |
| Trades | 3 | 3 | 0 | 3 | 3 |
| Winning Trades | 2 | 2 | 0 | 2 | 1 |
| Losing Trades | 1 | 1 | 0 | 1 | 2 |
| % Profitable | 66.00 | 66.00 | 0.00 | 66.00 | 33.00 |
| Profit/Loss Per Trade % | 2.05 | 2.05 | 0.00 | 8.22 | -6.77 |
| Profit Per Trade % | 3.72 | 3.72 | 0.00 | 12.68 | 5.06 |
| Loss Per Trade % | 1.22 | 1.22 | 0.00 | 0.18 | 11.94 |
| Days In Trade | 25 | 25 | 0 | 25 | 25 |
| Days In Trade (Avg. Per Trade) | 8.33 | 8.33 | 0.00 | 8.33 | 8.33 |
| % Days In Trade | 1.23 | 1.23 | 0.00 | 1.23 | 1.23 |