Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MCO | Moodys Corporation | Financial Services | Financial Data & Stock Exchanges | 90255 | 0.0075 | 501.59 | 765772 |
SPGI | S&P Global Inc | Financial Services | Financial Data & Stock Exchanges | 161711 | 0.0073 | 527.29 | 1272864 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 13711.66 |
Total net P/L: | 3711.66 | Total ROI: | 37.12 % |
CAGR: | 12.61 % | Max. DD: | 7.35 % |
System Score: | 10.939 | Sharpe Ratio: | 1.764 |
Start Date: | 2022-01-03 | End Date: | 2024-08-30 |
Total days: | 970 | ||
Commissions: | 168.00 | Comm.% P/L | 4.33 % |
Total Transactions: | 168 | Log. Linearity: | 95.365 % |
Total | ![]() |
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MCO | SPGI | |
---|---|---|---|---|---|
Total Profit/Loss | 3879.66 | 1863.91 | 2015.75 | 877.96 | 3001.70 |
Total Profit | 5426.46 | 2469.80 | 2956.66 | 7714.76 | 8755.17 |
Total Loss | 1546.80 | 605.89 | 940.91 | 6836.80 | 5753.47 |
Profit Factor | 3.51 | 4.08 | 3.14 | 1.13 | 1.52 |
Trades | 42 | 16 | 26 | 42 | 42 |
Winning Trades | 33 | 14 | 19 | 24 | 24 |
Losing Trades | 9 | 2 | 7 | 18 | 18 |
% Profitable | 78.00 | 87.00 | 73.00 | 57.00 | 57.00 |
Profit/Loss Per Trade % | 0.79 | 1.04 | 0.64 | 0.08 | 0.57 |
Profit Per Trade % | 1.46 | 1.64 | 1.33 | 2.84 | 3.27 |
Loss Per Trade % | 1.61 | 3.04 | 1.20 | 3.44 | 2.85 |
Days In Trade | 447 | 168 | 279 | 447 | 447 |
Days In Trade (Avg. Per Trade) | 10.64 | 10.50 | 10.73 | 10.64 | 10.64 |
% Days In Trade | 46.08 | 17.32 | 28.76 | 46.08 | 46.08 |