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Model: Ratio
HQ Backtest SPY vs VOO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0076 750.33 75555608
VOO Vanguard S&P 500 ETF 0.008 689.75 9194311
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10735.26
Total net P/L: 735.26 Total ROI: 7.35 %
CAGR: 1.32 % Max. DD: 0.37 %
System Score: 1.272 Sharpe Ratio: 3.892
Start Date: 2021-01-04 End Date: 2026-05-29
Total days: 1971
Commissions: 276.00 Comm.% P/L 27.29 %
Total Transactions: 276 Log. Linearity: 98.703 %
Total enabled Long enabled Short SPY VOO
Total Profit/Loss 1011.26 703.91 307.35 993.56 17.70
Total Profit 1011.53 704.18 307.35 5221.42 4673.13
Total Loss 0.27 0.27 0.00 4227.86 4655.43
Profit Factor 3746.39 2608.07 0.00 1.24 1.00
Trades 69 36 33 69 69
Winning Trades 68 35 33 33 37
Losing Trades 1 1 0 36 32
% Profitable 98.00 97.00 100.00 47.00 53.00
Profit/Loss Per Trade % 0.14 0.19 0.09 0.12 -0.01
Profit Per Trade % 0.14 0.20 0.09 1.53 1.22
Loss Per Trade % 0.00 0.00 0.00 1.13 1.40
Days In Trade 388 231 157 388 388
Days In Trade (Avg. Per Trade) 5.62 6.42 4.76 5.62 5.62
% Days In Trade 19.69 11.72 7.97 19.69 19.69
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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.