SPY/TLT-1x Model Performance
Last updated: 12/12/2024
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY/TLT-1x | -0.33% | -0.38% | 0.29% | 11.46% | 188.72% |
|---|
| SPY Benchmark | -0.40% | -0.45% | 0.35% | 27.30% | 126.73% |
|---|
Trade Statistics
| Number of Closed Trades | 68 | Average Win | 4.98% |
|---|
| Profit Factor | 5.33 | Average Loss | -3.45% |
|---|
| Average Trade Length (Days) | 61 | Largest Win | 13.32% |
|---|
| Winning Trades | 48 | Largest Loss | -7.47% |
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| Losing Trades | 13 | Largest Drawdown | -14.12% |
|---|
| Win Percent | 78.69% | SPY Largest Drawdown | -34.10% |
|---|
Yearly % Return Comparison
| Year | SPY/TLT-1x Model Performance | SPY Benchmark |
|---|
| 2018 | -0.85% | -6.35% |
|---|
| 2019 | 25.90% | 28.79% |
|---|
| 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 | 11.46% | 27.30% |
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SPY/TLT-2x Model Performance
Last updated: 12/12/2024
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY/TLT-2x | -0.67% | -0.81% | 0.44% | 25.03% | 782.34% |
|---|
| SPY Benchmark | -0.40% | -0.45% | 0.35% | 27.30% | 126.73% |
|---|
Trade Statistics
| Number of Closed Trades | 68 | Average Win | 10.68% |
|---|
| Profit Factor | 6.00 | Average Loss | -6.57% |
|---|
| Average Trade Length (Days) | 61 | Largest Win | 33.14% |
|---|
| Winning Trades | 48 | Largest Loss | -14.59% |
|---|
| Losing Trades | 13 | Largest Drawdown | -26.52% |
|---|
| Win Percent | 78.69% | SPY Largest Drawdown | -34.10% |
|---|
Yearly % Return Comparison
| Year | SPY/TLT-2x Model Performance | SPY Benchmark |
|---|
| 2018 | 0.75% | -6.35% |
|---|
| 2019 | 64.91% | 28.79% |
|---|
| 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 | 25.03% | 27.30% |
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SPY-1x Model Performance
Last updated: 12/12/2024
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY-1x | -0.33% | -0.38% | 0.29% | 15.21% | 185.78% |
|---|
| SPY Benchmark | -0.40% | -0.45% | 0.35% | 27.30% | 126.73% |
|---|
Trade Statistics
| Number of Closed Trades | 53 | Average Win | 6.21% |
|---|
| Profit Factor | 4.25 | Average Loss | -5.26% |
|---|
| Average Trade Length (Days) | 69 | Largest Win | 11.18% |
|---|
| Winning Trades | 36 | Largest Loss | -7.47% |
|---|
| Losing Trades | 10 | Largest Drawdown | -14.12% |
|---|
| Win Percent | 78.26% | SPY Largest Drawdown | -34.10% |
|---|
Yearly % Return Comparison
| Year | SPY-1x Model Performance | SPY Benchmark |
|---|
| 2018 | -5.61% | -6.35% |
|---|
| 2019 | 22.06% | 28.79% |
|---|
| 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 | 15.21% | 27.30% |
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SPY-2x Model Performance
Last updated: 12/12/2024
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY-2x | -0.67% | -0.81% | 0.44% | 27.84% | 606.12% |
|---|
| SPY Benchmark | -0.40% | -0.45% | 0.35% | 27.30% | 126.73% |
|---|
Trade Statistics
| Number of Closed Trades | 53 | Average Win | 12.41% |
|---|
| Profit Factor | 4.35 | Average Loss | -10.27% |
|---|
| Average Trade Length (Days) | 69 | Largest Win | 23.13% |
|---|
| Winning Trades | 36 | Largest Loss | -14.91% |
|---|
| Losing Trades | 10 | Largest Drawdown | -26.52% |
|---|
| Win Percent | 78.26% | SPY Largest Drawdown | -34.10% |
|---|
Yearly % Return Comparison
| Year | SPY-2x Model Performance | SPY Benchmark |
|---|
| 2018 | -11.67% | -6.35% |
|---|
| 2019 | 47.61% | 28.79% |
|---|
| 2020 | 94.55% | 16.16% |
|---|
| 2021 | 47.01% | 27.04% |
|---|
| 2022 | 9.26% | -19.48% |
|---|
| 2023 | 35.56% | 24.29% |
|---|
| 2024 | 27.84% | 27.30% |
|---|
SPY-3x Model Performance
Last updated: 12/12/2024
| 1 Day | Week to Date | Month to Date | Year to Date | Total |
|---|
| SPY-3x | -1.04% | -1.26% | 0.54% | 41.17% | 1419.56% |
|---|
| SPY Benchmark | -0.40% | -0.45% | 0.35% | 27.30% | 126.73% |
|---|
Trade Statistics
| Number of Closed Trades | 53 | Average Win | 18.91% |
|---|
| Profit Factor | 4.34 | Average Loss | -13.85% |
|---|
| Average Trade Length (Days) | 69 | Largest Win | 34.29% |
|---|
| Winning Trades | 35 | Largest Loss | -21.90% |
|---|
| Losing Trades | 11 | Largest Drawdown | -37.34% |
|---|
| Win Percent | 76.09% | SPY Largest Drawdown | -34.10% |
|---|
Yearly % Return Comparison
| Year | SPY-3x Model Performance | SPY Benchmark |
|---|
| 2018 | -18.69% | -6.35% |
|---|
| 2019 | 75.80% | 28.79% |
|---|
| 2020 | 153.44% | 16.16% |
|---|
| 2021 | 75.88% | 27.04% |
|---|
| 2022 | 10.85% | -19.48% |
|---|
| 2023 | 52.39% | 24.29% |
|---|
| 2024 | 41.17% | 27.30% |
|---|