| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XLK | Technology Select Sector SPDR® Fund | 0.008 | 141.13 | 15439381 | |||
| XLP | Consumer Staples Select Sector SPDR® Fund | 15540 | 0.0199 | 87.94 | 15260334 |
| 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: | 13192.87 |
| Total net P/L: | 3192.87 | Total ROI: | 31.93 % |
| CAGR: | 5.61 % | Max. DD: | 18.00 % |
| System Score: | 1.134 | Sharpe Ratio: | 0.910 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 292.00 | Comm.% P/L | 8.38 % |
| Total Transactions: | 292 | Log. Linearity: | 58.682 % |
| Total | Long |
Short |
XLK | XLP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3484.87 | 2212.12 | 1272.76 | 2642.50 | 842.37 |
| Total Profit | 14109.17 | 6625.41 | 7483.76 | 13835.00 | 6985.96 |
| Total Loss | 10624.30 | 4413.30 | 6211.01 | 11192.50 | 6143.59 |
| Profit Factor | 1.33 | 1.50 | 1.20 | 1.24 | 1.14 |
| Trades | 73 | 33 | 40 | 73 | 73 |
| Winning Trades | 51 | 23 | 28 | 47 | 39 |
| Losing Trades | 22 | 10 | 12 | 26 | 34 |
| % Profitable | 69.00 | 69.00 | 70.00 | 64.00 | 53.00 |
| Profit/Loss Per Trade % | 0.42 | 0.60 | 0.27 | 0.29 | 0.10 |
| Profit Per Trade % | 2.62 | 2.76 | 2.50 | 2.78 | 1.71 |
| Loss Per Trade % | 4.37 | 4.04 | 4.65 | 3.94 | 1.69 |
| Days In Trade | 881 | 378 | 503 | 881 | 881 |
| Days In Trade (Avg. Per Trade) | 12.07 | 11.45 | 12.57 | 12.07 | 12.07 |
| % Days In Trade | 47.57 | 20.41 | 27.16 | 47.57 | 47.57 |