| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPGI | S&P Global Inc | Financial Services | Financial Data & Stock Exchanges | 156497 | 0.0075 | 521.9 | 1397903 |
| KE | Kimball Electronics | Industrials | Electrical Equipment & Parts | 696 | 28.56 | 188488 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 100000.00 | Final Equity: | 135157.73 |
| Total net P/L: | 35157.73 | Total ROI: | 35.16 % |
| CAGR: | 57.52 % | Max. DD: | 25.23 % |
| System Score: | 21.170 | Sharpe Ratio: | 1.159 |
| Start Date: | 2020-01-02 | End Date: | 2020-08-31 |
| Total days: | 242 | ||
| Commissions: | 620.34 | Comm.% P/L | 1.73 % |
| Total Transactions: | 32 | Log. Linearity: | 71.663 % |
| Total | Long |
Short |
SPGI | KE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 35778.07 | 49050.45 | -13272.38 | 9442.55 | 26335.52 |
| Total Profit | 62198.07 | 49050.45 | 13147.62 | 31606.31 | 57252.76 |
| Total Loss | 26420.00 | 0.00 | 26420.00 | 22163.76 | 30917.24 |
| Profit Factor | 2.35 | 0.00 | 0.50 | 1.43 | 1.85 |
| Trades | 8 | 4 | 4 | 8 | 8 |
| Winning Trades | 5 | 4 | 1 | 5 | 6 |
| Losing Trades | 3 | 0 | 3 | 3 | 2 |
| % Profitable | 62.00 | 100.00 | 25.00 | 62.00 | 75.00 |
| Profit/Loss Per Trade % | 3.91 | 12.34 | -3.88 | 1.52 | 1.69 |
| Profit Per Trade % | 12.43 | 12.34 | 12.81 | 6.62 | 9.21 |
| Loss Per Trade % | 8.74 | 0.00 | 8.74 | 6.40 | 16.75 |
| Days In Trade | 137 | 41 | 96 | 137 | 137 |
| Days In Trade (Avg. Per Trade) | 17.12 | 10.25 | 24.00 | 17.12 | 17.12 |
| % Days In Trade | 56.61 | 16.94 | 39.67 | 56.61 | 56.61 |