| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CFG | Citizens Financial Group, Inc. | Financial Services | Banks - Regional | 31129 | 0.0247 | 74.11 | 4693418 |
| KEY | KeyCorp | Financial Services | Banks - Regional | 24646 | 0.0358 | 22.99 | 14256737 |
| 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: | 14391.82 |
| Total net P/L: | 4391.82 | Total ROI: | 43.92 % |
| CAGR: | 7.56 % | Max. DD: | 15.53 % |
| System Score: | 2.926 | Sharpe Ratio: | 1.517 |
| Start Date: | 2020-09-01 | End Date: | 2025-08-29 |
| Total days: | 1823 | ||
| Commissions: | 589.69 | Comm.% P/L | 11.84 % |
| Total Transactions: | 188 | Log. Linearity: | 72.871 % |
| Total | Long |
Short |
CFG | KEY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4981.51 | 3496.52 | 1484.99 | 12665.73 | -7684.22 |
| Total Profit | 11549.80 | 5457.98 | 6091.82 | 24041.65 | 13973.88 |
| Total Loss | 6568.29 | 1961.46 | 4606.83 | 11375.92 | 21658.10 |
| Profit Factor | 1.76 | 2.78 | 1.32 | 2.11 | 0.65 |
| Trades | 47 | 20 | 27 | 47 | 47 |
| Winning Trades | 31 | 15 | 16 | 31 | 19 |
| Losing Trades | 16 | 5 | 11 | 16 | 27 |
| % Profitable | 65.00 | 75.00 | 59.00 | 65.00 | 40.00 |
| Profit/Loss Per Trade % | 0.87 | 1.39 | 0.48 | 1.85 | -1.37 |
| Profit Per Trade % | 2.79 | 2.79 | 2.80 | 5.61 | 5.17 |
| Loss Per Trade % | 2.74 | 2.65 | 2.78 | 4.87 | 5.59 |
| Days In Trade | 671 | 282 | 389 | 671 | 671 |
| Days In Trade (Avg. Per Trade) | 14.28 | 14.10 | 14.41 | 14.28 | 14.28 |
| % Days In Trade | 36.81 | 15.47 | 21.34 | 36.81 | 36.81 |