| Model: | Ratio | 
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d | 
| AON | Aon PLC | Financial Services | Insurance Brokers | 70766 | 0.0085 | 328.19 | 1309053 | 
| AJG | Arthur J Gallagher & Co | Financial Services | Insurance Brokers | 67175 | 0.0095 | 262.03 | 1488729 | 
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 10000.00 | Final Equity: | 9486.50 | 
| Total net P/L: | -513.50 | Total ROI: | -5.13 % | 
| CAGR: | -4.15 % | Max. DD: | 24.39 % | 
| System Score: | -0.635 | Sharpe Ratio: | -0.158 | 
| Start Date: | 2020-01-02 | End Date: | 2021-03-31 | 
| Total days: | 454 | ||
| Commissions: | 56.00 | Comm.% P/L | 12.24 % | 
| Total Transactions: | 56 | Log. Linearity: | 53.491 % | 
| Total |  Long |  Short | AON | AJG | |
|---|---|---|---|---|---|
| Total Profit/Loss | -457.50 | -1664.79 | 1207.29 | -1409.07 | 951.57 | 
| Total Profit | 1899.03 | 549.95 | 1349.08 | 2746.50 | 3835.71 | 
| Total Loss | 2356.53 | 2214.74 | 141.79 | 4155.57 | 2884.14 | 
| Profit Factor | 0.81 | 0.25 | 9.51 | 0.66 | 1.33 | 
| Trades | 14 | 8 | 6 | 14 | 14 | 
| Winning Trades | 8 | 4 | 4 | 9 | 5 | 
| Losing Trades | 6 | 4 | 2 | 5 | 9 | 
| % Profitable | 57.00 | 50.00 | 66.00 | 64.00 | 35.00 | 
| Profit/Loss Per Trade % | -0.34 | -1.99 | 1.91 | -1.18 | 0.37 | 
| Profit Per Trade % | 2.29 | 1.32 | 3.26 | 2.96 | 7.02 | 
| Loss Per Trade % | 3.60 | 5.06 | 0.74 | 7.57 | 3.06 | 
| Days In Trade | 228 | 141 | 87 | 228 | 228 | 
| Days In Trade (Avg. Per Trade) | 16.29 | 17.62 | 14.50 | 16.29 | 16.29 | 
| % Days In Trade | 50.22 | 31.06 | 19.16 | 50.22 | 50.22 | 
 
            