| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AGNC | AGNC Investment Corp | Real Estate | REIT - Mortgage | 10953 | 0.1406 | 10.21 | 24711314 |
| NLY | Annaly Capital Management, Inc. | Real Estate | REIT - Mortgage | 14760 | 0.1267 | 21.61 | 7741069 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | 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: | 10000.00 | Final Equity: | 12202.94 |
| Total net P/L: | 2202.95 | Total ROI: | 22.03 % |
| CAGR: | 51.12 % | Max. DD: | 16.26 % |
| System Score: | 30.279 | Sharpe Ratio: | 0.874 |
| Start Date: | 2020-01-02 | End Date: | 2020-06-26 |
| Total days: | 176 | ||
| Commissions: | 170.76 | Comm.% P/L | 7.19 % |
| Total Transactions: | 32 | Log. Linearity: | 83.982 % |
| Total | Long |
Short |
AGNC | NLY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2373.70 | 202.26 | 2171.44 | -7117.30 | 9491.00 |
| Total Profit | 2684.91 | 391.12 | 2293.78 | 235.70 | 9491.00 |
| Total Loss | 311.20 | 188.86 | 122.34 | 7352.99 | 0.00 |
| Profit Factor | 8.63 | 2.07 | 18.75 | 0.03 | 0.00 |
| Trades | 8 | 3 | 5 | 8 | 8 |
| Winning Trades | 6 | 2 | 4 | 2 | 8 |
| Losing Trades | 2 | 1 | 1 | 6 | 0 |
| % Profitable | 75.00 | 66.00 | 80.00 | 25.00 | 100.00 |
| Profit/Loss Per Trade % | 2.72 | 0.75 | 3.92 | -9.10 | 10.50 |
| Profit Per Trade % | 4.12 | 1.90 | 5.25 | 1.19 | 10.50 |
| Loss Per Trade % | 1.37 | 1.52 | 1.22 | 10.95 | 0.00 |
| Days In Trade | 109 | 45 | 64 | 109 | 109 |
| Days In Trade (Avg. Per Trade) | 13.62 | 15.00 | 12.80 | 13.62 | 13.62 |
| % Days In Trade | 61.93 | 25.57 | 36.36 | 61.93 | 61.93 |