| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0028 | 623.93 | 51768803 | |||
| 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: | |
| 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: | 8582.16 |
| Total net P/L: | -1417.84 | Total ROI: | -14.18 % |
| CAGR: | -2.55 % | Max. DD: | 20.65 % |
| System Score: | -0.829 | Sharpe Ratio: | -0.951 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 348.00 | Comm.% P/L | 32.53 % |
| Total Transactions: | 348 | Log. Linearity: | 68.722 % |
| Total | Long |
Short |
QQQ | SPY | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1069.84 | 646.61 | -1716.46 | -1418.26 | 348.42 |
| Total Profit | 4075.79 | 2468.22 | 1607.57 | 11988.47 | 9925.34 |
| Total Loss | 5145.63 | 1821.61 | 3324.03 | 13406.72 | 9576.92 |
| Profit Factor | 0.79 | 1.35 | 0.48 | 0.89 | 1.04 |
| Trades | 87 | 41 | 46 | 87 | 87 |
| Winning Trades | 50 | 27 | 23 | 46 | 40 |
| Losing Trades | 37 | 14 | 23 | 41 | 47 |
| % Profitable | 57.00 | 65.00 | 50.00 | 52.00 | 45.00 |
| Profit/Loss Per Trade % | -0.13 | 0.18 | -0.40 | -0.24 | -0.03 |
| Profit Per Trade % | 0.92 | 1.03 | 0.79 | 2.87 | 2.70 |
| Loss Per Trade % | 1.51 | 1.43 | 1.56 | 3.57 | 2.21 |
| Days In Trade | 901 | 425 | 476 | 901 | 901 |
| Days In Trade (Avg. Per Trade) | 10.36 | 10.37 | 10.35 | 10.36 | 10.36 |
| % Days In Trade | 41.77 | 19.70 | 22.07 | 41.77 | 41.77 |