| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DVXK | WEBs Defined Volatility XLK ETF | 0 | 36.0632 | 1852 | |||
| SPY | State Street® SPDR® S&P 500® ETF Trust | 0.0074 | 771.35 | 64433177 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | 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: | 100000.00 | Final Equity: | 103061.29 |
| Total net P/L: | 3061.29 | Total ROI: | 3.06 % |
| CAGR: | 3.34 % | Max. DD: | 21.52 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.263 |
| Start Date: | 2025-09-30 | End Date: | 2026-08-31 |
| Total days: | 335 | ||
| Commissions: | 414.33 | Comm.% P/L | 11.92 % |
| Total Transactions: | 44 | Log. Linearity: | 0.342 % |
| Total | Long |
Short |
DVXK | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3475.62 | 8944.09 | -5468.47 | 16163.25 | -12687.63 |
| Total Profit | 19163.94 | 8967.76 | 10196.18 | 37777.82 | 6678.11 |
| Total Loss | 15688.32 | 23.67 | 15664.65 | 21614.56 | 19365.75 |
| Profit Factor | 1.22 | 378.87 | 0.65 | 1.75 | 0.34 |
| Trades | 11 | 6 | 5 | 11 | 11 |
| Winning Trades | 9 | 5 | 4 | 9 | 3 |
| Losing Trades | 2 | 1 | 1 | 2 | 8 |
| % Profitable | 81.00 | 83.00 | 80.00 | 81.00 | 27.00 |
| Profit/Loss Per Trade % | 0.31 | 1.42 | -1.00 | 1.35 | -1.19 |
| Profit Per Trade % | 2.02 | 1.71 | 2.42 | 4.02 | 1.96 |
| Loss Per Trade % | 6.58 | 0.02 | 13.57 | 9.09 | 2.32 |
| Days In Trade | 100 | 57 | 43 | 100 | 100 |
| Days In Trade (Avg. Per Trade) | 9.09 | 9.50 | 8.60 | 9.09 | 9.09 |
| % Days In Trade | 29.85 | 17.01 | 12.84 | 29.85 | 29.85 |