Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SMH | VanEck Semiconductor ETF | 0 | 208.97 | 7630140 | |||
SOXL | Direxion Daily Semiconductor Bull 3X Shares | 0.0081 | 12 | 113382856 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 15.0 | Margin Req. 2: | 50.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10850.52 |
Total net P/L: | 850.52 | Total ROI: | 8.51 % |
CAGR: | 8.60 % | Max. DD: | 51.51 % |
System Score: | 0.022 | Sharpe Ratio: | 0.467 |
Start Date: | 2023-04-03 | End Date: | 2024-03-29 |
Total days: | 361 | ||
Commissions: | 198.90 | Comm.% P/L | 18.95 % |
Total Transactions: | 80 | Log. Linearity: | 13.666 % |
Total | ![]() |
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SMH | SOXL | |
---|---|---|---|---|---|
Total Profit/Loss | 1049.42 | -3730.03 | 4779.45 | -3015.45 | 4064.87 |
Total Profit | 14640.06 | 3108.65 | 11531.41 | 4775.24 | 22422.17 |
Total Loss | 13590.64 | 6838.68 | 6751.96 | 7790.69 | 18357.30 |
Profit Factor | 1.08 | 0.45 | 1.71 | 0.61 | 1.22 |
Trades | 20 | 7 | 13 | 20 | 20 |
Winning Trades | 12 | 4 | 8 | 9 | 12 |
Losing Trades | 8 | 3 | 5 | 11 | 8 |
% Profitable | 60.00 | 57.00 | 61.00 | 45.00 | 60.00 |
Profit/Loss Per Trade % | 0.49 | -5.45 | 3.84 | -2.24 | 0.88 |
Profit Per Trade % | 11.47 | 7.03 | 13.75 | 3.87 | 17.37 |
Loss Per Trade % | 11.97 | 15.20 | 10.07 | 6.74 | 16.02 |
Days In Trade | 213 | 52 | 161 | 213 | 213 |
Days In Trade (Avg. Per Trade) | 10.65 | 7.43 | 12.38 | 10.65 | 10.65 |
% Days In Trade | 59.00 | 14.40 | 44.60 | 59.00 | 59.00 |