Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPLG | SPDR® Portfolio S&P 500 ETF | 0.0227 | 71.15 | 6394834 | |||
VOO | Vanguard S&P 500 ETF | 0.0098 | 556.15 | 5410123 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | 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 0.02 / 0.02 |
Initial Capital: | 10000.00 | Final Equity: | 10497.53 |
Total net P/L: | 497.53 | Total ROI: | 4.98 % |
CAGR: | 0.96 % | Max. DD: | 0.23 % |
System Score: | 0.914 | Sharpe Ratio: | 3.235 |
Start Date: | 2020-01-02 | End Date: | 2025-01-31 |
Total days: | 1856 | ||
Commissions: | 71.57 | Comm.% P/L | 12.58 % |
Total Transactions: | 68 | Log. Linearity: | 98.410 % |
Total | ![]() |
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SPLG | VOO | |
---|---|---|---|---|---|
Total Profit/Loss | 569.10 | 481.33 | 87.77 | 1546.68 | -977.58 |
Total Profit | 569.10 | 481.33 | 87.77 | 2754.20 | 1430.36 |
Total Loss | 0.00 | 0.00 | 0.00 | 1207.52 | 2407.94 |
Profit Factor | 0.00 | 0.00 | 0.00 | 2.28 | 0.59 |
Trades | 17 | 15 | 2 | 17 | 17 |
Winning Trades | 17 | 15 | 2 | 11 | 9 |
Losing Trades | 0 | 0 | 0 | 6 | 8 |
% Profitable | 100.00 | 100.00 | 100.00 | 64.00 | 52.00 |
Profit/Loss Per Trade % | 0.33 | 0.31 | 0.44 | 0.81 | -0.71 |
Profit Per Trade % | 0.33 | 0.31 | 0.44 | 2.36 | 1.54 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.95 | 2.84 |
Days In Trade | 109 | 77 | 32 | 109 | 109 |
Days In Trade (Avg. Per Trade) | 6.41 | 5.13 | 16.00 | 6.41 | 6.41 |
% Days In Trade | 5.87 | 4.15 | 1.72 | 5.87 | 5.87 |