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Model: Residual
HQ Backtest GSG vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
GSG iShares S&P GSCI Commodity-Indexed Trust 31.09 1024148
SPY SPDR S&P 500 ETF Trust 0.0077 740.86 72418421
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Inverted: GSG Transformed: n/a A=1000.0 B=0.1
Regression Per: 15
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 7429.43
Total net P/L: -2570.57 Total ROI: -25.71 %
CAGR: -5.27 % Max. DD: 30.42 %
System Score: -3.922 Sharpe Ratio: -2.015
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 159.37 Comm.% P/L 6.61 %
Total Transactions: 148 Log. Linearity: 90.620 %
Total enabled Long disable Short GSG SPY
Total Profit/Loss -2411.20 -2411.20 0.00 -1568.06 -843.14
Total Profit 1689.85 1689.85 0.00 1295.49 808.37
Total Loss 4101.05 4101.05 0.00 2863.55 1651.51
Profit Factor 0.41 0.41 0.00 0.45 0.49
Trades 37 37 0 37 37
Winning Trades 12 12 0 7 14
Losing Trades 25 25 0 30 23
% Profitable 32.00 32.00 0.00 18.00 37.00
Profit/Loss Per Trade % -0.75 -0.75 0.00 -0.50 -0.25
Profit Per Trade % 1.76 1.76 0.00 2.31 0.73
Loss Per Trade % 1.92 1.92 0.00 1.13 0.84
Days In Trade 306 306 0 306 306
Days In Trade (Avg. Per Trade) 8.27 8.27 0.00 8.27 8.27
% Days In Trade 15.28 15.28 0.00 15.28 15.28
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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.