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Model: Kalman-grid-v2
HQ Backtest SPY vs VOO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0084 680.59 77541619
VOO Vanguard S&P 500 ETF 0.0087 627.56 8227722
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 13288.66
Total net P/L: 3288.66 Total ROI: 32.89 %
CAGR: 2.06 % Max. DD: 0.55 %
System Score: 1.964 Sharpe Ratio: 7.412
Start Date: 2012-01-02 End Date: 2025-11-28
Total days: 5079
Commissions: 688.00 Comm.% P/L 17.30 %
Total Transactions: 688 Log. Linearity: 98.361 %
Total enabled Long enabled Short SPY VOO
Total Profit/Loss 3976.66 2913.48 1063.18 -6356.14 10332.80
Total Profit 4023.93 2913.48 1110.45 12996.37 21725.50
Total Loss 47.27 0.00 47.27 19352.51 11392.70
Profit Factor 85.12 0.00 23.49 0.67 1.91
Trades 172 76 96 172 172
Winning Trades 155 76 79 76 107
Losing Trades 17 0 17 96 65
% Profitable 90.00 100.00 82.00 44.00 62.00
Profit/Loss Per Trade % 0.20 0.33 0.10 -0.34 0.49
Profit Per Trade % 0.22 0.33 0.12 1.43 1.71
Loss Per Trade % 0.02 0.00 0.02 1.69 1.47
Days In Trade 1175 433 742 1175 1175
Days In Trade (Avg. Per Trade) 6.83 5.70 7.73 6.83 6.83
% Days In Trade 23.13 8.53 14.61 23.13 23.13
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Trade Log
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FB LN TW

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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.