| Model: | Ratio | 
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d | 
| RS | Reliance Steel & Aluminum Co | Basic Materials | Steel | 14784 | 0.0168 | 282.23 | 385935 | 
| STLD | Steel Dynamics Inc | Basic Materials | Steel | 23872 | 0.0122 | 163.47 | 1531374 | 
| Entry Threshold: | 2.00 | Exit Threshold: | 0.50 | ||
| Max Duration: | 30 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 | 
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.00 / 0.00 | |
| Initial Capital: | 10000.00 | Final Equity: | 9783.32 | 
| Total net P/L: | -216.68 | Total ROI: | -2.17 % | 
| CAGR: | -2.19 % | Max. DD: | 9.97 % | 
| System Score: | -0.001 | Sharpe Ratio: | -0.365 | 
| Start Date: | 2016-01-04 | End Date: | 2016-12-30 | 
| Total days: | 361 | ||
| Commissions: | 64.07 | Comm.% P/L | 41.98 % | 
| Total Transactions: | 60 | Log. Linearity: | 6.581 % | 
| Total |  Long |  Short | RS | STLD | |
|---|---|---|---|---|---|
| Total Profit/Loss | -152.61 | -316.82 | 164.21 | 1259.69 | -1412.30 | 
| Total Profit | 956.24 | 685.23 | 271.01 | 1635.90 | 913.19 | 
| Total Loss | 1108.85 | 1002.05 | 106.80 | 376.21 | 2325.49 | 
| Profit Factor | 0.86 | 0.68 | 2.54 | 4.35 | 0.39 | 
| Trades | 15 | 11 | 4 | 15 | 15 | 
| Winning Trades | 11 | 8 | 3 | 8 | 6 | 
| Losing Trades | 4 | 3 | 1 | 7 | 9 | 
| % Profitable | 73.00 | 72.00 | 75.00 | 53.00 | 40.00 | 
| Profit/Loss Per Trade % | -0.10 | -0.28 | 0.39 | 0.80 | -0.97 | 
| Profit Per Trade % | 0.85 | 0.84 | 0.87 | 1.96 | 1.47 | 
| Loss Per Trade % | 2.58 | 3.10 | 1.03 | 0.51 | 2.39 | 
| Days In Trade | 115 | 90 | 25 | 115 | 115 | 
| Days In Trade (Avg. Per Trade) | 7.67 | 8.18 | 6.25 | 7.67 | 7.67 | 
| % Days In Trade | 31.86 | 24.93 | 6.93 | 31.86 | 31.86 | 
 
            