| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0088 | 634.09 | 79240231 | |||
| VIXY | ProShares VIX Short-Term Futures ETF | 38.23 | 3139395 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 37873.49 |
| Total net P/L: | 27873.49 | Total ROI: | 278.73 % |
| CAGR: | 55.94 % | Max. DD: | 29.64 % |
| System Score: | 48.710 | Sharpe Ratio: | 2.994 |
| Start Date: | 2023-03-01 | End Date: | 2026-02-27 |
| Total days: | 1094 | ||
| Commissions: | 109.60 | Comm.% P/L | 0.39 % |
| Total Transactions: | 68 | Log. Linearity: | 95.492 % |
| Total | Long |
Short |
SPY | VIXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 27983.09 | 27983.09 | 0.00 | 3975.14 | 24007.95 |
| Total Profit | 33686.77 | 33686.77 | 0.00 | 5072.70 | 28624.51 |
| Total Loss | 5703.68 | 5703.68 | 0.00 | 1097.56 | 4616.56 |
| Profit Factor | 5.91 | 5.91 | 0.00 | 4.62 | 6.20 |
| Trades | 17 | 17 | 0 | 17 | 17 |
| Winning Trades | 12 | 12 | 0 | 13 | 12 |
| Losing Trades | 5 | 5 | 0 | 4 | 5 |
| % Profitable | 70.00 | 70.00 | 0.00 | 76.00 | 70.00 |
| Profit/Loss Per Trade % | 8.18 | 8.18 | 0.00 | 1.33 | 7.07 |
| Profit Per Trade % | 15.27 | 15.27 | 0.00 | 2.27 | 12.88 |
| Loss Per Trade % | 6.66 | 6.66 | 0.00 | 1.62 | 5.44 |
| Days In Trade | 159 | 159 | 0 | 159 | 159 |
| Days In Trade (Avg. Per Trade) | 9.35 | 9.35 | 0.00 | 9.35 | 9.35 |
| % Days In Trade | 14.53 | 14.53 | 0.00 | 14.53 | 14.53 |