| 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: | 0.60 | ||
| 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: | 127388.75 |
| Total net P/L: | 77388.75 | Total ROI: | 154.78 % |
| CAGR: | 31.23 % | Max. DD: | 34.75 % |
| System Score: | 12.733 | Sharpe Ratio: | 2.025 |
| Start Date: | 2022-09-20 | End Date: | 2026-02-27 |
| Total days: | 1256 | ||
| Commissions: | 1130.76 | Comm.% P/L | 1.44 % |
| Total Transactions: | 124 | Log. Linearity: | 74.151 % |
| Total | Long |
Short |
SPYI | VIXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 78519.51 | 78519.51 | 0.00 | 10724.37 | 67795.14 |
| Total Profit | 148395.99 | 148395.99 | 0.00 | 21486.61 | 131577.79 |
| Total Loss | 69876.48 | 69876.48 | 0.00 | 10762.24 | 63782.65 |
| Profit Factor | 2.12 | 2.12 | 0.00 | 2.00 | 2.06 |
| Trades | 31 | 31 | 0 | 31 | 31 |
| Winning Trades | 22 | 22 | 0 | 22 | 20 |
| Losing Trades | 9 | 9 | 0 | 9 | 11 |
| % Profitable | 70.00 | 70.00 | 0.00 | 70.00 | 64.00 |
| Profit/Loss Per Trade % | 3.10 | 3.10 | 0.00 | 0.41 | 2.78 |
| Profit Per Trade % | 7.61 | 7.61 | 0.00 | 1.08 | 7.52 |
| Loss Per Trade % | 6.64 | 6.64 | 0.00 | 1.20 | 4.99 |
| Days In Trade | 214 | 214 | 0 | 214 | 214 |
| Days In Trade (Avg. Per Trade) | 6.90 | 6.90 | 0.00 | 6.90 | 6.90 |
| % Days In Trade | 17.04 | 17.04 | 0.00 | 17.04 | 17.04 |