Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARR | ARMOUR Residential REIT Inc | Real Estate | REIT - Mortgage | 1767 | 0.189 | 15.08 | 2855454 |
IVR | Invesco Mortgage Capital Inc | Real Estate | REIT - Mortgage | 502 | 0.194 | 7.57 | 1634730 |
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: | 15557.15 |
Total net P/L: | 5557.15 | Total ROI: | 55.57 % |
CAGR: | 8.93 % | Max. DD: | 23.11 % |
System Score: | 5.948 | Sharpe Ratio: | 1.296 |
Start Date: | 2020-07-01 | End Date: | 2025-08-29 |
Total days: | 1885 | ||
Commissions: | 588.29 | Comm.% P/L | 9.57 % |
Total Transactions: | 164 | Log. Linearity: | 87.317 % |
Total | ![]() |
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ARR | IVR | |
---|---|---|---|---|---|
Total Profit/Loss | 6145.44 | 4013.13 | 2132.31 | 1325.84 | 4819.60 |
Total Profit | 11193.10 | 5340.84 | 5852.26 | 9645.47 | 13618.97 |
Total Loss | 5047.66 | 1327.71 | 3719.95 | 8319.63 | 8799.37 |
Profit Factor | 2.22 | 4.02 | 1.57 | 1.16 | 1.55 |
Trades | 41 | 18 | 23 | 41 | 41 |
Winning Trades | 30 | 16 | 14 | 23 | 28 |
Losing Trades | 11 | 2 | 9 | 18 | 13 |
% Profitable | 73.00 | 88.00 | 60.00 | 56.00 | 68.00 |
Profit/Loss Per Trade % | 1.20 | 1.99 | 0.58 | 0.33 | 0.62 |
Profit Per Trade % | 3.18 | 2.78 | 3.64 | 3.69 | 4.14 |
Loss Per Trade % | 3.94 | 3.98 | 3.93 | 3.74 | 6.24 |
Days In Trade | 614 | 252 | 362 | 614 | 614 |
Days In Trade (Avg. Per Trade) | 14.98 | 14.00 | 15.74 | 14.98 | 14.98 |
% Days In Trade | 32.57 | 13.37 | 19.20 | 32.57 | 32.57 |