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Model: Ratio
HQ Backtest IVV vs SPY
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 enabled Long enabled 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
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Trade Log
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FB LN TW

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.