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Model: Residual
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 0.0087 645.05 65391450
IVV iShares Core S&P 500 ETF 0.0087 648.32 6492047
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10644.56
Total net P/L: 644.56 Total ROI: 6.45 %
CAGR: 1.11 % Max. DD: 0.89 %
System Score: 0.692 Sharpe Ratio: 2.741
Start Date: 2020-01-02 End Date: 2025-08-29
Total days: 2066
Commissions: 276.00 Comm.% P/L 29.98 %
Total Transactions: 276 Log. Linearity: 85.433 %
Total enabled Long enabled Short SPY IVV
Total Profit/Loss 920.56 410.32 510.24 -1558.02 2478.58
Total Profit 968.59 456.41 512.18 6569.97 8594.67
Total Loss 48.03 46.09 1.94 8127.99 6116.09
Profit Factor 20.17 9.90 264.01 0.81 1.41
Trades 69 30 39 69 69
Winning Trades 58 22 36 32 39
Losing Trades 10 8 2 37 30
% Profitable 84.00 73.00 92.00 46.00 56.00
Profit/Loss Per Trade % 0.13 0.13 0.13 -0.27 0.31
Profit Per Trade % 0.16 0.20 0.14 1.95 2.11
Loss Per Trade % 0.05 0.06 0.01 2.10 1.94
Days In Trade 451 203 248 451 451
Days In Trade (Avg. Per Trade) 6.54 6.77 6.36 6.54 6.54
% Days In Trade 21.83 9.83 12.00 21.83 21.83
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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.