| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XLV | Health Care Select Sector SPDR® Fund | 26504 | 0.0261 | 162.57 | 12092719 | ||
| SOXX | iShares Semiconductor ETF | 0.0057 | 527.01 | 7817916 |
| 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 / 0.03 | |
| Initial Capital: | 10000.00 | Final Equity: | 10174.66 |
| Total net P/L: | 174.66 | Total ROI: | 1.75 % |
| CAGR: | 0.32 % | Max. DD: | 40.12 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.331 |
| Start Date: | 2021-01-04 | End Date: | 2026-06-30 |
| Total days: | 2003 | ||
| Commissions: | 304.00 | Comm.% P/L | 63.51 % |
| Total Transactions: | 304 | Log. Linearity: | 2.255 % |
| Total | Long |
Short |
XLV | SOXX | |
|---|---|---|---|---|---|
| Total Profit/Loss | 478.66 | -33.05 | 511.71 | 1185.52 | -706.86 |
| Total Profit | 16832.04 | 10631.09 | 6200.95 | 8835.12 | 16922.80 |
| Total Loss | 16353.38 | 10664.14 | 5689.24 | 7649.60 | 17629.67 |
| Profit Factor | 1.03 | 1.00 | 1.09 | 1.15 | 0.96 |
| Trades | 76 | 44 | 32 | 76 | 76 |
| Winning Trades | 51 | 32 | 19 | 41 | 48 |
| Losing Trades | 25 | 12 | 13 | 35 | 28 |
| % Profitable | 67.00 | 72.00 | 59.00 | 53.00 | 63.00 |
| Profit/Loss Per Trade % | 0.06 | 0.02 | 0.12 | 0.18 | -0.15 |
| Profit Per Trade % | 3.32 | 3.41 | 3.19 | 2.14 | 3.50 |
| Loss Per Trade % | 5.95 | 8.06 | 4.04 | 2.03 | 5.85 |
| Days In Trade | 923 | 549 | 374 | 923 | 923 |
| Days In Trade (Avg. Per Trade) | 12.14 | 12.48 | 11.69 | 12.14 | 12.14 |
| % Days In Trade | 46.08 | 27.41 | 18.67 | 46.08 | 46.08 |