| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HYG | iShares iBoxx $ High Yield Corporate Bond ETF | 0.048 | 79.45 | 39475298 | |||
| JNK | SPDR® Bloomberg High Yield Bond ETF | 0.0445 | 95.65 | 4530422 |
| 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: | 10176.97 |
| Total net P/L: | 176.97 | Total ROI: | 1.77 % |
| CAGR: | 0.56 % | Max. DD: | 0.52 % |
| System Score: | 0.329 | Sharpe Ratio: | 1.401 |
| Start Date: | 2023-01-02 | End Date: | 2026-02-27 |
| Total days: | 1152 | ||
| Commissions: | 152.00 | Comm.% P/L | 46.20 % |
| Total Transactions: | 152 | Log. Linearity: | 83.890 % |
| Total | Long |
Short |
HYG | JNK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 328.97 | 196.63 | 132.34 | -298.41 | 627.38 |
| Total Profit | 391.06 | 206.95 | 184.11 | 1198.63 | 1745.21 |
| Total Loss | 62.09 | 10.32 | 51.77 | 1497.04 | 1117.83 |
| Profit Factor | 6.30 | 20.05 | 3.56 | 0.80 | 1.56 |
| Trades | 38 | 14 | 24 | 38 | 38 |
| Winning Trades | 31 | 13 | 18 | 14 | 23 |
| Losing Trades | 7 | 1 | 6 | 23 | 15 |
| % Profitable | 81.00 | 92.00 | 75.00 | 36.00 | 60.00 |
| Profit/Loss Per Trade % | 0.09 | 0.14 | 0.05 | -0.08 | 0.16 |
| Profit Per Trade % | 0.13 | 0.16 | 0.10 | 0.85 | 0.75 |
| Loss Per Trade % | 0.09 | 0.10 | 0.08 | 0.64 | 0.74 |
| Days In Trade | 364 | 102 | 262 | 364 | 364 |
| Days In Trade (Avg. Per Trade) | 9.58 | 7.29 | 10.92 | 9.58 | 9.58 |
| % Days In Trade | 31.60 | 8.85 | 22.74 | 31.60 | 31.60 |