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Model: Residual
HQ Backtest XLK vs SOXX
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
XLK Technology SPDR (ETF) NYSEARCA 22040 1.04 312.27 67.43 0 0
SOXX iShares SP NA Tec. Semi. Idx. Fd.(ETF) Financial NASDAQ 1790 1.24 9.25 182.77 716056 345028
Entry Threshold: 2.00 Exit Threshold: 0.30
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 15.0 Margin Req. 2: 15.0 High Leverage
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 100000.00 Final Equity: 227279.59
Total net P/L: 127279.59 Total ROI: 127.28 %
CAGR: 25.84 % Max. DD: 31.84 %
System Score: 4.875 Sharpe Ratio: 1.832
Start Date: 2016-01-04 End Date: 2019-07-31
Total days: 1304
Commissions: 6655.02 Comm.% P/L 4.97 %
Total Transactions: 232 Log. Linearity: 57.357 %
Total enabled Long enabled Short XLK SOXX
Total Profit/Loss 133934.61 54192.23 79742.38 48964.63 84969.98
Total Profit 273264.23 107380.73 165883.50 297622.35 460965.53
Total Loss 139329.62 53188.50 86141.12 248657.72 375995.55
Profit Factor 1.96 2.02 1.93 1.20 1.23
Trades 58 28 30 58 58
Winning Trades 41 19 22 31 31
Losing Trades 17 9 8 27 27
% Profitable 70.00 67.00 73.00 53.00 53.00
Profit/Loss Per Trade % 1.51 1.32 1.68 0.01 0.64
Profit Per Trade % 4.49 4.06 4.86 6.15 10.07
Loss Per Trade % 5.16 4.14 6.32 6.29 8.69
Days In Trade 373 142 231 373 373
Days In Trade (Avg. Per Trade) 6.43 5.07 7.70 6.43 6.43
% Days In Trade 28.60 10.89 17.71 28.60 28.60
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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.