SPY/TLT-1x Model Performance
Last updated: 5/21/2025
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY/TLT-1x | -1.10% | -1.41% | 3.85% | -2.73% | 173.36% |
|---|
| SPY Benchmark | -1.32% | -1.69% | 5.33% | -0.27% | 118.88% |
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Trade Statistics
| Number of Closed Trades | 70 | Average Win | 4.98% |
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| Profit Factor | 3.95 | Average Loss | -3.78% |
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| Average Trade Length (Days) | 61 | Largest Win | 13.32% |
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| Winning Trades | 48 | Largest Loss | -7.47% |
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| Losing Trades | 16 | Largest Drawdown | -14.12% |
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| Win Percent | 75.00% | SPY Largest Drawdown | -34.10% |
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Yearly % Return Comparison
| Year | SPY/TLT-1x Model Performance | SPY Benchmark |
|---|
| 2018 | -0.85% | -6.35% |
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| 2019 | 25.90% | 28.79% |
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| 2020 | 42.04% | 16.16% |
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| 2021 | 19.95% | 27.04% |
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| 2022 | 7.39% | -19.48% |
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| 2023 | 13.41% | 24.29% |
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| 2024 | 8.49% | 23.23% |
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| 2025 | -2.73% | -0.27% |
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SPY/TLT-2x Model Performance
Last updated: 5/21/2025
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY/TLT-2x | -2.17% | -2.80% | 7.87% | -7.22% | 674.94% |
|---|
| SPY Benchmark | -1.32% | -1.69% | 5.33% | -0.27% | 118.88% |
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Trade Statistics
| Number of Closed Trades | 70 | Average Win | 10.68% |
|---|
| Profit Factor | 4.39 | Average Loss | -7.29% |
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| Average Trade Length (Days) | 61 | Largest Win | 33.14% |
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| Winning Trades | 48 | Largest Loss | -14.59% |
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| Losing Trades | 16 | Largest Drawdown | -26.52% |
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| Win Percent | 75.00% | SPY Largest Drawdown | -34.10% |
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Yearly % Return Comparison
| Year | SPY/TLT-2x Model Performance | SPY Benchmark |
|---|
| 2018 | 0.75% | -6.35% |
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| 2019 | 64.91% | 28.79% |
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| 2020 | 117.17% | 16.16% |
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| 2021 | 43.30% | 27.04% |
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| 2022 | 13.50% | -19.48% |
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| 2023 | 20.27% | 24.29% |
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| 2024 | 18.35% | 23.23% |
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| 2025 | -7.22% | -0.27% |
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SPY-1x Model Performance
Last updated: 5/21/2025
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY-1x | -1.10% | -1.41% | 3.85% | -2.72% | 170.61% |
|---|
| SPY Benchmark | -1.32% | -1.69% | 5.33% | -0.27% | 118.88% |
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Trade Statistics
| Number of Closed Trades | 56 | Average Win | 6.09% |
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| Profit Factor | 3.34 | Average Loss | -5.33% |
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| Average Trade Length (Days) | 70 | Largest Win | 11.18% |
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| Winning Trades | 38 | Largest Loss | -7.47% |
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| Losing Trades | 13 | Largest Drawdown | -14.12% |
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| Win Percent | 74.51% | SPY Largest Drawdown | -34.10% |
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Yearly % Return Comparison
| Year | SPY-1x Model Performance | SPY Benchmark |
|---|
| 2018 | -5.61% | -6.35% |
|---|
| 2019 | 22.06% | 28.79% |
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| 2020 | 40.93% | 16.16% |
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| 2021 | 21.54% | 27.04% |
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| 2022 | 5.97% | -19.48% |
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| 2023 | 18.61% | 24.29% |
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| 2024 | 12.15% | 23.23% |
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| 2025 | -2.72% | -0.27% |
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SPY-2x Model Performance
Last updated: 5/21/2025
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY-2x | -2.17% | -2.80% | 7.87% | -7.14% | 520.80% |
|---|
| SPY Benchmark | -1.32% | -1.69% | 5.33% | -0.27% | 118.88% |
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Trade Statistics
| Number of Closed Trades | 56 | Average Win | 12.11% |
|---|
| Profit Factor | 3.35 | Average Loss | -10.57% |
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| Average Trade Length (Days) | 69 | Largest Win | 23.13% |
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| Winning Trades | 38 | Largest Loss | -14.91% |
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| Losing Trades | 13 | Largest Drawdown | -26.52% |
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| Win Percent | 74.51% | SPY Largest Drawdown | -34.10% |
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Yearly % Return Comparison
| Year | SPY-2x Model Performance | SPY Benchmark |
|---|
| 2018 | -11.67% | -6.35% |
|---|
| 2019 | 47.61% | 28.79% |
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| 2020 | 94.55% | 16.16% |
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| 2021 | 47.01% | 27.04% |
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| 2022 | 9.26% | -19.48% |
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| 2023 | 35.56% | 24.29% |
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| 2024 | 21.03% | 23.23% |
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| 2025 | -7.14% | -0.27% |
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SPY-3x Model Performance
Last updated: 5/21/2025
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY-3x | -3.27% | -4.23% | 11.72% | -11.56% | 1136.96% |
|---|
| SPY Benchmark | -1.32% | -1.69% | 5.33% | -0.27% | 118.88% |
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Trade Statistics
| Number of Closed Trades | 56 | Average Win | 18.74% |
|---|
| Profit Factor | 2.32 | Average Loss | -19.39% |
|---|
| Average Trade Length (Days) | 69 | Largest Win | 34.29% |
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| Winning Trades | 36 | Largest Loss | -100.00% |
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| Losing Trades | 15 | Largest Drawdown | #N/A |
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| Win Percent | 70.59% | SPY Largest Drawdown | -34.10% |
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Yearly % Return Comparison
| Year | SPY-3x Model Performance | SPY Benchmark |
|---|
| 2018 | -18.69% | -6.35% |
|---|
| 2019 | 75.80% | 28.79% |
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| 2020 | 153.44% | 16.16% |
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| 2021 | 75.88% | 27.04% |
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| 2022 | 10.85% | -19.48% |
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| 2023 | 52.39% | 24.29% |
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| 2024 | 29.94% | 23.23% |
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| 2025 | -11.56% | -0.27% |
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