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Model: Ratio
HQ Backtest SPY vs IVV
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0088 639.81 64714032
IVV iShares Core S&P 500 ETF 0.0088 642.95 6531993
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 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10844.19
Total net P/L: 844.19 Total ROI: 8.44 %
CAGR: 1.46 % Max. DD: 0.60 %
System Score: 1.402 Sharpe Ratio: 3.431
Start Date: 2020-01-02 End Date: 2025-07-31
Total days: 2037
Commissions: 300.00 Comm.% P/L 26.22 %
Total Transactions: 300 Log. Linearity: 98.589 %
Total enabled Long enabled Short SPY IVV
Total Profit/Loss 1144.19 598.82 545.37 263.04 881.14
Total Profit 1155.81 610.44 545.37 7398.75 7743.13
Total Loss 11.62 11.62 0.00 7135.70 6861.99
Profit Factor 99.47 52.53 0.00 1.04 1.13
Trades 75 36 39 75 75
Winning Trades 73 34 39 40 38
Losing Trades 2 2 0 35 37
% Profitable 97.00 94.00 100.00 53.00 50.00
Profit/Loss Per Trade % 0.15 0.16 0.13 -0.01 0.09
Profit Per Trade % 0.15 0.17 0.13 1.76 1.95
Loss Per Trade % 0.06 0.06 0.00 1.95 1.76
Days In Trade 394 216 178 394 394
Days In Trade (Avg. Per Trade) 5.25 6.00 4.56 5.25 5.25
% Days In Trade 19.34 10.60 8.74 19.34 19.34
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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.