| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPYI | SHP ETF Trust - NEOS S&P 500 High Income ETF | 0 | 48.14 | 2993549 | |||
| 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: | 26610.15 |
| Total net P/L: | 16610.15 | Total ROI: | 166.10 % |
| CAGR: | 32.90 % | Max. DD: | 37.50 % |
| System Score: | 14.005 | Sharpe Ratio: | 1.886 |
| Start Date: | 2022-09-20 | End Date: | 2026-02-27 |
| Total days: | 1256 | ||
| Commissions: | 231.00 | Comm.% P/L | 1.37 % |
| Total Transactions: | 116 | Log. Linearity: | 75.226 % |
| Total | Long |
Short |
SPYI | VIXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 16841.15 | 16841.15 | 0.00 | 2094.97 | 14746.18 |
| Total Profit | 36077.66 | 36077.66 | 0.00 | 5096.24 | 31862.19 |
| Total Loss | 19236.51 | 19236.51 | 0.00 | 3001.28 | 17116.01 |
| Profit Factor | 1.88 | 1.88 | 0.00 | 1.70 | 1.86 |
| Trades | 29 | 29 | 0 | 29 | 29 |
| Winning Trades | 20 | 20 | 0 | 20 | 19 |
| Losing Trades | 9 | 9 | 0 | 9 | 10 |
| % Profitable | 68.00 | 68.00 | 0.00 | 68.00 | 65.00 |
| Profit/Loss Per Trade % | 3.47 | 3.47 | 0.00 | 0.44 | 3.21 |
| Profit Per Trade % | 10.51 | 10.51 | 0.00 | 1.47 | 9.90 |
| Loss Per Trade % | 9.90 | 9.90 | 0.00 | 1.78 | 7.90 |
| Days In Trade | 297 | 297 | 0 | 297 | 297 |
| Days In Trade (Avg. Per Trade) | 10.24 | 10.24 | 0.00 | 10.24 | 10.24 |
| % Days In Trade | 23.65 | 23.65 | 0.00 | 23.65 | 23.65 |