| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IYW | iShares U.S. Technology ETF | 0.0002 | 185.38 | 1220634 | |||
| QQQ | Invesco QQQ Trust | 0.0031 | 584.98 | 56118091 |
| 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: | 10902.75 |
| Total net P/L: | 902.75 | Total ROI: | 9.03 % |
| CAGR: | 1.49 % | Max. DD: | 4.60 % |
| System Score: | 0.795 | Sharpe Ratio: | 0.947 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 336.00 | Comm.% P/L | 27.12 % |
| Total Transactions: | 336 | Log. Linearity: | 81.068 % |
| Total | Long |
Short |
IYW | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1238.75 | 1154.03 | 84.72 | 152.69 | 1086.06 |
| Total Profit | 3803.86 | 1916.31 | 1887.55 | 17960.28 | 16427.44 |
| Total Loss | 2565.10 | 762.27 | 1802.83 | 17807.59 | 15341.38 |
| Profit Factor | 1.48 | 2.51 | 1.05 | 1.01 | 1.07 |
| Trades | 84 | 34 | 50 | 84 | 84 |
| Winning Trades | 58 | 27 | 31 | 41 | 44 |
| Losing Trades | 26 | 7 | 19 | 43 | 40 |
| % Profitable | 69.00 | 79.00 | 62.00 | 48.00 | 52.00 |
| Profit/Loss Per Trade % | 0.14 | 0.32 | 0.02 | -0.11 | 0.01 |
| Profit Per Trade % | 0.63 | 0.68 | 0.58 | 4.14 | 3.53 |
| Loss Per Trade % | 0.93 | 1.03 | 0.89 | 3.90 | 3.63 |
| Days In Trade | 1008 | 367 | 641 | 1008 | 1008 |
| Days In Trade (Avg. Per Trade) | 12.00 | 10.79 | 12.82 | 12.00 | 12.00 |
| % Days In Trade | 47.35 | 17.24 | 30.11 | 47.35 | 47.35 |