| Model: | Ratio | 
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d | 
| CRI | Carter’s Inc | Consumer Cyclical | Apparel Retail | 1167 | 0.0669 | 32.03 | 1506478 | 
| UTG | Reaves Utility IF | Financial Services | Asset Management | 2345 | 0.0606 | 38.35 | 280540 | 
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 | 
| 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: | 25907.76 | 
| Total net P/L: | 15907.76 | Total ROI: | 159.08 % | 
| CAGR: | 13.07 % | Max. DD: | 51.35 % | 
| System Score: | 0.517 | Sharpe Ratio: | 2.004 | 
| Start Date: | 2015-01-02 | End Date: | 2022-09-30 | 
| Total days: | 2828 | ||
| Commissions: | 402.88 | Comm.% P/L | 2.47 % | 
| Total Transactions: | 292 | Log. Linearity: | 34.075 % | 
| Total |  Long |  Short | CRI | UTG | |
|---|---|---|---|---|---|
| Total Profit/Loss | 16310.64 | 5733.20 | 10577.44 | 9001.53 | 7309.11 | 
| Total Profit | 27804.23 | 12757.36 | 15046.87 | 21310.64 | 14064.05 | 
| Total Loss | 11493.59 | 7024.16 | 4469.43 | 12309.11 | 6754.94 | 
| Profit Factor | 2.42 | 1.82 | 3.37 | 1.73 | 2.08 | 
| Trades | 73 | 39 | 34 | 73 | 73 | 
| Winning Trades | 55 | 29 | 26 | 49 | 46 | 
| Losing Trades | 18 | 10 | 8 | 24 | 27 | 
| % Profitable | 75.00 | 74.00 | 76.00 | 67.00 | 63.00 | 
| Profit/Loss Per Trade % | 1.37 | 0.66 | 2.18 | 0.16 | 1.13 | 
| Profit Per Trade % | 4.45 | 3.90 | 5.07 | 3.45 | 3.28 | 
| Loss Per Trade % | 7.37 | 8.02 | 6.56 | 6.08 | 2.37 | 
| Days In Trade | 1031 | 568 | 463 | 1031 | 1031 | 
| Days In Trade (Avg. Per Trade) | 14.12 | 14.56 | 13.62 | 14.12 | 14.12 | 
| % Days In Trade | 36.46 | 20.08 | 16.37 | 36.46 | 36.46 | 
 
            