| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IVV | iShares Core S&P 500 ETF | 0.0082 | 693.39 | 7674091 | |||
| SPY | SPDR S&P 500 ETF Trust | 0.0082 | 690.38 | 77067893 |
| 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: | 23968.67 |
| Total net P/L: | 13968.67 | Total ROI: | 139.69 % |
| CAGR: | 3.51 % | Max. DD: | 0.96 % |
| System Score: | 3.046 | Sharpe Ratio: | 10.909 |
| Start Date: | 2000-07-27 | End Date: | 2025-11-28 |
| Total days: | 9255 | ||
| Commissions: | 1501.05 | Comm.% P/L | 9.70 % |
| Total Transactions: | 1500 | Log. Linearity: | 95.406 % |
| Total | Long |
Short |
IVV | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 15469.72 | 5952.78 | 9516.94 | 10030.36 | 5439.36 |
| Total Profit | 15500.48 | 5963.82 | 9536.66 | 52679.12 | 50257.74 |
| Total Loss | 30.76 | 11.04 | 19.72 | 42648.76 | 44818.37 |
| Profit Factor | 503.97 | 540.35 | 483.60 | 1.24 | 1.12 |
| Trades | 375 | 184 | 191 | 375 | 375 |
| Winning Trades | 370 | 181 | 189 | 203 | 195 |
| Losing Trades | 5 | 3 | 2 | 171 | 180 |
| % Profitable | 98.00 | 98.00 | 98.00 | 54.00 | 52.00 |
| Profit/Loss Per Trade % | 0.26 | 0.21 | 0.30 | 0.12 | 0.09 |
| Profit Per Trade % | 0.26 | 0.22 | 0.31 | 1.46 | 1.49 |
| Loss Per Trade % | 0.03 | 0.02 | 0.04 | 1.42 | 1.38 |
| Days In Trade | 1596 | 722 | 874 | 1596 | 1596 |
| Days In Trade (Avg. Per Trade) | 4.26 | 3.92 | 4.58 | 4.26 | 4.26 |
| % Days In Trade | 17.24 | 7.80 | 9.44 | 17.24 | 17.24 |