Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MQY | BlackRock MuniYield Quality Closed Fund | Financial Services | Asset Management | 935 | 0.0437 | 10.82 | 174887 |
BHK | BlackRock Core Bond Closed Fund | Financial Services | Asset Management | 547 | 0.0884 | 10.13 | 171066 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 16469.96 |
Total net P/L: | 6469.96 | Total ROI: | 64.70 % |
CAGR: | 9.07 % | Max. DD: | 11.21 % |
System Score: | 5.326 | Sharpe Ratio: | 2.252 |
Start Date: | 2017-01-02 | End Date: | 2022-09-30 |
Total days: | 2097 | ||
Commissions: | 1468.59 | Comm.% P/L | 18.50 % |
Total Transactions: | 344 | Log. Linearity: | 83.730 % |
Total | ![]() |
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MQY | BHK | |
---|---|---|---|---|---|
Total Profit/Loss | 7938.55 | 3761.05 | 4177.50 | 5809.07 | 2129.48 |
Total Profit | 12323.40 | 6538.96 | 5784.43 | 12870.10 | 9684.80 |
Total Loss | 4384.85 | 2777.91 | 1606.93 | 7061.03 | 7555.32 |
Profit Factor | 2.81 | 2.35 | 3.60 | 1.82 | 1.28 |
Trades | 86 | 41 | 45 | 86 | 86 |
Winning Trades | 62 | 28 | 34 | 60 | 40 |
Losing Trades | 24 | 13 | 11 | 26 | 46 |
% Profitable | 72.00 | 68.00 | 75.00 | 69.00 | 46.00 |
Profit/Loss Per Trade % | 0.72 | 0.71 | 0.74 | 0.49 | 0.16 |
Profit Per Trade % | 1.55 | 1.82 | 1.32 | 1.66 | 1.85 |
Loss Per Trade % | 1.36 | 1.63 | 1.04 | 2.08 | 1.26 |
Days In Trade | 802 | 416 | 386 | 802 | 802 |
Days In Trade (Avg. Per Trade) | 9.33 | 10.15 | 8.58 | 9.33 | 9.33 |
% Days In Trade | 38.25 | 19.84 | 18.41 | 38.25 | 38.25 |