| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XLF | Financial Select Sector SPDR® Fund | 0.0106 | 54.84 | 42320604 | |||
| VFH | Vanguard Financials Index Fund ETF Shares | 0 | 133.64 | 561149 |
| 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: | 9950.01 |
| Total net P/L: | -49.99 | Total ROI: | -0.50 % |
| CAGR: | -0.55 % | Max. DD: | 2.26 % |
| System Score: | -0.040 | Sharpe Ratio: | -0.302 |
| Start Date: | 2025-01-02 | End Date: | 2025-11-28 |
| Total days: | 330 | ||
| Commissions: | 56.11 | Comm.% P/L | 916.83 % |
| Total Transactions: | 56 | Log. Linearity: | 41.564 % |
| Total | Long |
Short |
XLF | VFH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6.12 | 42.17 | -36.05 | 1880.81 | -1874.69 |
| Total Profit | 232.29 | 146.30 | 85.99 | 2465.96 | 687.06 |
| Total Loss | 226.17 | 104.13 | 122.04 | 585.15 | 2561.75 |
| Profit Factor | 1.03 | 1.40 | 0.70 | 4.21 | 0.27 |
| Trades | 14 | 8 | 6 | 14 | 14 |
| Winning Trades | 9 | 5 | 4 | 11 | 3 |
| Losing Trades | 5 | 3 | 2 | 3 | 11 |
| % Profitable | 64.00 | 62.00 | 66.00 | 78.00 | 21.00 |
| Profit/Loss Per Trade % | 0.00 | 0.05 | -0.06 | 1.31 | -1.39 |
| Profit Per Trade % | 0.26 | 0.30 | 0.22 | 2.22 | 2.29 |
| Loss Per Trade % | 0.45 | 0.35 | 0.61 | 1.95 | 2.30 |
| Days In Trade | 157 | 84 | 73 | 157 | 157 |
| Days In Trade (Avg. Per Trade) | 11.21 | 10.50 | 12.17 | 11.21 | 11.21 |
| % Days In Trade | 47.58 | 25.45 | 22.12 | 47.58 | 47.58 |