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Model: Kalman-grid-v2
HQ Backtest RQI vs VNQ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
RQI Cohen & Steers Quality Income Realty Fund Inc Financial Services Asset Management 2145 0.1049 11.88 364970
VNQ Vanguard Real Estate Index Fund ETF Shares 40713 0.0383 87.01 3776967
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 50 Entry Mode: Simple Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 5000.00 Final Equity: 11135.18
Total net P/L: 6135.18 Total ROI: 122.70 %
CAGR: 17.05 % Max. DD: 15.58 %
System Score: 13.562 Sharpe Ratio: 2.953
Start Date: 2012-01-02 End Date: 2017-01-31
Total days: 1856
Commissions: 2659.81 Comm.% P/L 30.24 %
Total Transactions: 1256 Log. Linearity: 92.649 %
Total enabled Long enabled Short RQI VNQ
Total Profit/Loss 8794.99 4491.45 4303.54 6146.93 2648.06
Total Profit 13864.64 6891.22 6973.42 19751.10 15104.20
Total Loss 5069.65 2399.77 2669.87 13604.17 12456.14
Profit Factor 2.73 2.87 2.61 1.45 1.21
Trades 314 151 163 314 314
Winning Trades 248 122 126 191 168
Losing Trades 66 29 37 123 144
% Profitable 78.00 80.00 77.00 60.00 53.00
Profit/Loss Per Trade % 0.37 0.40 0.35 0.25 0.10
Profit Per Trade % 0.75 0.77 0.73 1.38 1.17
Loss Per Trade % 1.00 1.10 0.93 1.44 1.13
Days In Trade 1539 787 752 1539 1539
Days In Trade (Avg. Per Trade) 4.90 5.21 4.61 4.90 4.90
% Days In Trade 82.92 42.40 40.52 82.92 82.92
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Trade Log
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FB LN TW

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.