| 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: | 110490.20 |
| Total net P/L: | 60490.20 | Total ROI: | 120.98 % |
| CAGR: | 30.28 % | Max. DD: | 34.75 % |
| System Score: | 6.961 | Sharpe Ratio: | 1.829 |
| Start Date: | 2023-03-01 | End Date: | 2026-02-27 |
| Total days: | 1094 | ||
| Commissions: | 913.79 | Comm.% P/L | 1.49 % |
| Total Transactions: | 100 | Log. Linearity: | 61.256 % |
| Total | Long |
Short |
SPYI | VIXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 61403.99 | 61403.99 | 0.00 | 9712.15 | 51691.84 |
| Total Profit | 118487.59 | 118487.59 | 0.00 | 17716.65 | 103903.25 |
| Total Loss | 57083.60 | 57083.60 | 0.00 | 8004.50 | 52211.41 |
| Profit Factor | 2.08 | 2.08 | 0.00 | 2.21 | 1.99 |
| Trades | 25 | 25 | 0 | 25 | 25 |
| Winning Trades | 18 | 18 | 0 | 19 | 16 |
| Losing Trades | 7 | 7 | 0 | 6 | 9 |
| % Profitable | 72.00 | 72.00 | 0.00 | 76.00 | 64.00 |
| Profit/Loss Per Trade % | 3.26 | 3.26 | 0.00 | 0.55 | 2.81 |
| Profit Per Trade % | 8.00 | 8.00 | 0.00 | 1.14 | 7.93 |
| Loss Per Trade % | 7.41 | 7.41 | 0.00 | 1.27 | 5.31 |
| Days In Trade | 165 | 165 | 0 | 165 | 165 |
| Days In Trade (Avg. Per Trade) | 6.60 | 6.60 | 0.00 | 6.60 | 6.60 |
| % Days In Trade | 15.08 | 15.08 | 0.00 | 15.08 | 15.08 |