Model: | Kalman |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
QQQM | Invesco NASDAQ 100 ETF | 0 | 237.15 | 2812103 | |||
SPY | SPDR S&P 500 ETF Trust | 0.0087 | 647.24 | 66072266 |
Entry Threshold: | 2.00 | Exit Threshold: | -0.50 | ||
Max Duration: | 10 | Entry Mode: | Simple | Reversals: | |
δ: | 0.0001 | Ve: | 0.001 | Neutrality: | beta |
Aux StdDev Per: | 0 | Unstable Period: | 20 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 15.0 | ||
Version: | 5 | Model Version: | 2014.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9241.17 |
Total net P/L: | -758.83 | Total ROI: | -7.59 % |
CAGR: | -1.63 % | Max. DD: | 20.75 % |
System Score: | -0.175 | Sharpe Ratio: | -0.280 |
Start Date: | 2020-11-09 | End Date: | 2025-08-29 |
Total days: | 1754 | ||
Commissions: | 740.00 | Comm.% P/L | 3929.17 % |
Total Transactions: | 740 | Log. Linearity: | 47.523 % |
Total | ![]() |
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QQQM | SPY | |
---|---|---|---|---|---|
Total Profit/Loss | -18.83 | 864.44 | -883.27 | -2267.05 | 2248.21 |
Total Profit | 9871.23 | 5073.59 | 4797.65 | 24139.41 | 20065.80 |
Total Loss | 9890.07 | 4209.15 | 5680.92 | 26406.45 | 17817.59 |
Profit Factor | 1.00 | 1.21 | 0.84 | 0.91 | 1.13 |
Trades | 185 | 92 | 93 | 185 | 185 |
Winning Trades | 118 | 59 | 59 | 106 | 87 |
Losing Trades | 67 | 33 | 34 | 79 | 98 |
% Profitable | 63.00 | 64.00 | 63.00 | 57.00 | 47.00 |
Profit/Loss Per Trade % | -0.00 | 0.09 | -0.10 | -0.17 | 0.08 |
Profit Per Trade % | 0.81 | 0.83 | 0.78 | 2.18 | 2.19 |
Loss Per Trade % | 1.40 | 1.20 | 1.60 | 3.17 | 1.74 |
Days In Trade | 735 | 344 | 391 | 735 | 735 |
Days In Trade (Avg. Per Trade) | 3.97 | 3.74 | 4.20 | 3.97 | 3.97 |
% Days In Trade | 41.90 | 19.61 | 22.29 | 41.90 | 41.90 |