| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 999 | 0.1461 | 9.73 | 1376705 |
| WD | Walker & Dunlop Inc | Financial Services | Mortgage Finance | 2054 | 0.0432 | 60.3 | 252259 |
| 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: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 100000.00 | Final Equity: | 306233.79 |
| Total net P/L: | 206233.79 | Total ROI: | 206.23 % |
| CAGR: | 247.44 % | Max. DD: | 63.51 % |
| System Score: | 101.134 | Sharpe Ratio: | 1.504 |
| Start Date: | 2020-07-16 | End Date: | 2021-06-09 |
| Total days: | 328 | ||
| Commissions: | 45793.13 | Comm.% P/L | 18.17 % |
| Total Transactions: | 56 | Log. Linearity: | 74.212 % |
| Total | Long |
Short |
MFA | WD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 252026.92 | 236252.59 | 15774.33 | -24335.20 | 276362.12 |
| Total Profit | 554688.77 | 357556.74 | 197132.03 | 279713.95 | 485302.05 |
| Total Loss | 302661.85 | 121304.15 | 181357.70 | 304049.15 | 208939.93 |
| Profit Factor | 1.83 | 2.95 | 1.09 | 0.92 | 2.32 |
| Trades | 14 | 8 | 6 | 14 | 14 |
| Winning Trades | 10 | 6 | 4 | 9 | 11 |
| Losing Trades | 4 | 2 | 2 | 5 | 3 |
| % Profitable | 71.00 | 75.00 | 66.00 | 64.00 | 78.00 |
| Profit/Loss Per Trade % | 9.94 | 10.08 | 9.76 | 3.71 | -0.40 |
| Profit Per Trade % | 28.76 | 28.60 | 29.00 | 17.14 | 18.62 |
| Loss Per Trade % | 25.47 | 30.61 | 20.52 | 16.14 | 30.68 |
| Days In Trade | 187 | 119 | 68 | 187 | 187 |
| Days In Trade (Avg. Per Trade) | 13.36 | 14.88 | 11.33 | 13.36 | 13.36 |
| % Days In Trade | 57.01 | 36.28 | 20.73 | 57.01 | 57.01 |