Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In

Forgot Username?
Forgot Password?
×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Ratio
HQ Backtest UTG vs XLU
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UTG Reaves Utility IF Financial Services Asset Management 2345 0.0606 38.15 280396
XLU Utilities Select Sector SPDR® Fund 12105 0.0227 85.25 11200514
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 0.10 / 0.01
Initial Capital: 10000.00 Final Equity: 10072.01
Total net P/L: 72.01 Total ROI: 0.72 %
CAGR: 0.46 % Max. DD: 6.83 %
System Score: 0.025 Sharpe Ratio: 0.122
Start Date: 2024-01-02 End Date: 2025-07-31
Total days: 576
Commissions: 89.60 Comm.% P/L 55.44 %
Total Transactions: 68 Log. Linearity: 38.150 %
Total enabled Long enabled Short UTG XLU
Total Profit/Loss 161.61 -479.74 641.35 1049.49 -887.88
Total Profit 1622.45 339.53 1282.92 2889.98 1121.82
Total Loss 1460.84 819.27 641.57 1840.49 2009.70
Profit Factor 1.11 0.41 2.00 1.57 0.56
Trades 17 5 12 17 17
Winning Trades 11 2 9 10 7
Losing Trades 6 3 3 7 10
% Profitable 64.00 40.00 75.00 58.00 41.00
Profit/Loss Per Trade % 0.09 -0.98 0.55 0.59 -0.55
Profit Per Trade % 1.48 1.68 1.44 2.88 1.59
Loss Per Trade % 2.39 2.71 2.07 2.57 2.00
Days In Trade 214 89 125 214 214
Days In Trade (Avg. Per Trade) 12.59 17.80 10.42 12.59 12.59
% Days In Trade 37.15 15.45 21.70 37.15 37.15
loading
Trade Log
loading
FB LN TW

© 2011 - 2025 Quantverse OÜ. All Rights Reserved.

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.