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Model: Residual
HQ Backtest SPYD vs VIXY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPYD SPDR® Portfolio S&P 500 High Dividend ETF 0.0731 44.94 1800796
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: 15687.57
Total net P/L: 5687.57 Total ROI: 56.88 %
CAGR: 16.21 % Max. DD: 44.05 %
System Score: 0.000 Sharpe Ratio: 1.021
Start Date: 2023-03-01 End Date: 2026-02-27
Total days: 1094
Commissions: 162.71 Comm.% P/L 2.78 %
Total Transactions: 100 Log. Linearity: 1.186 %
Total enabled Long disable Short SPYD VIXY
Total Profit/Loss 5850.28 5850.28 0.00 1549.95 4300.33
Total Profit 16217.95 16217.95 0.00 3891.93 13586.75
Total Loss 10367.67 10367.67 0.00 2341.98 9286.42
Profit Factor 1.56 1.56 0.00 1.66 1.46
Trades 25 25 0 25 25
Winning Trades 20 20 0 17 19
Losing Trades 5 5 0 8 6
% Profitable 80.00 80.00 0.00 68.00 76.00
Profit/Loss Per Trade % 1.86 1.86 0.00 0.38 1.58
Profit Per Trade % 5.87 5.87 0.00 1.61 5.36
Loss Per Trade % 11.24 11.24 0.00 2.15 8.45
Days In Trade 233 233 0 233 233
Days In Trade (Avg. Per Trade) 9.32 9.32 0.00 9.32 9.32
% Days In Trade 21.30 21.30 0.00 21.30 21.30
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Trade Log
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.