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Model: Residual
HQ Backtest SPY vs VIXY
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: 0.60
Max Duration: 20 Entry Mode: Simple 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: 50000.00 Final Equity: 401982.20
Total net P/L: 351982.20 Total ROI: 703.96 %
CAGR: 23.18 % Max. DD: 60.02 %
System Score: 5.984 Sharpe Ratio: 2.516
Start Date: 2016-03-01 End Date: 2026-02-27
Total days: 3650
Commissions: 1243.32 Comm.% P/L 0.35 %
Total Transactions: 332 Log. Linearity: 63.676 %
Total enabled Long disable Short SPY VIXY
Total Profit/Loss 353225.52 353225.52 0.00 55277.46 297948.06
Total Profit 640666.33 640666.33 0.00 112880.66 534089.34
Total Loss 287440.81 287440.81 0.00 57603.21 236141.28
Profit Factor 2.23 2.23 0.00 1.96 2.26
Trades 83 83 0 83 83
Winning Trades 61 61 0 60 60
Losing Trades 22 22 0 23 23
% Profitable 73.00 73.00 0.00 72.00 72.00
Profit/Loss Per Trade % 2.55 2.55 0.00 0.54 2.19
Profit Per Trade % 8.46 8.46 0.00 1.66 7.06
Loss Per Trade % 11.43 11.43 0.00 2.27 9.04
Days In Trade 532 532 0 532 532
Days In Trade (Avg. Per Trade) 6.41 6.41 0.00 6.41 6.41
% Days In Trade 14.58 14.58 0.00 14.58 14.58
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Trade Log
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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.