| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0086 | 659.8 | 77811697 | |||
| XYLD | Global X S&P 500® Covered Call ETF | 0.0569 | 39.64 | 878476 |
| 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: | 16816.69 |
| Total net P/L: | 6816.69 | Total ROI: | 68.17 % |
| CAGR: | 4.77 % | Max. DD: | 21.55 % |
| System Score: | 1.105 | Sharpe Ratio: | 2.471 |
| Start Date: | 2015-01-02 | End Date: | 2026-02-27 |
| Total days: | 4074 | ||
| Commissions: | 1047.89 | Comm.% P/L | 13.32 % |
| Total Transactions: | 740 | Log. Linearity: | 61.436 % |
| Total | Long |
Short |
SPY | XYLD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7864.58 | 8666.67 | -802.09 | 6421.43 | 1443.14 |
| Total Profit | 20400.69 | 8806.09 | 11594.60 | 29630.47 | 19335.45 |
| Total Loss | 12536.11 | 139.43 | 12396.69 | 23209.03 | 17892.31 |
| Profit Factor | 1.63 | 63.16 | 0.94 | 1.28 | 1.08 |
| Trades | 185 | 61 | 124 | 185 | 185 |
| Winning Trades | 139 | 59 | 80 | 110 | 109 |
| Losing Trades | 46 | 2 | 44 | 75 | 76 |
| % Profitable | 75.00 | 96.00 | 64.00 | 59.00 | 58.00 |
| Profit/Loss Per Trade % | 0.32 | 0.90 | 0.03 | 0.19 | 0.09 |
| Profit Per Trade % | 0.93 | 0.95 | 0.91 | 1.60 | 1.15 |
| Loss Per Trade % | 1.49 | 0.36 | 1.54 | 1.81 | 1.39 |
| Days In Trade | 1848 | 400 | 1448 | 1848 | 1848 |
| Days In Trade (Avg. Per Trade) | 9.99 | 6.56 | 11.68 | 9.99 | 9.99 |
| % Days In Trade | 45.36 | 9.82 | 35.54 | 45.36 | 45.36 |