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: | 13946.31 |
Total net P/L: | 3946.31 | Total ROI: | 39.46 % |
CAGR: | 6.65 % | Max. DD: | 16.45 % |
System Score: | 5.568 | Sharpe Ratio: | 1.340 |
Start Date: | 2020-07-01 | End Date: | 2025-08-29 |
Total days: | 1885 | ||
Commissions: | 288.13 | Comm.% P/L | 6.80 % |
Total Transactions: | 72 | Log. Linearity: | 94.240 % |
Total | ![]() |
![]() |
ARR | IVR | |
---|---|---|---|---|---|
Total Profit/Loss | 4234.44 | 4234.44 | 0.00 | -2433.56 | 6668.00 |
Total Profit | 5430.75 | 5430.75 | 0.00 | 2650.92 | 7898.60 |
Total Loss | 1196.31 | 1196.31 | 0.00 | 5084.48 | 1230.60 |
Profit Factor | 4.54 | 4.54 | 0.00 | 0.52 | 6.42 |
Trades | 18 | 18 | 0 | 18 | 18 |
Winning Trades | 16 | 16 | 0 | 8 | 15 |
Losing Trades | 2 | 2 | 0 | 10 | 3 |
% Profitable | 88.00 | 88.00 | 0.00 | 44.00 | 83.00 |
Profit/Loss Per Trade % | 1.99 | 1.99 | 0.00 | -1.14 | 2.98 |
Profit Per Trade % | 2.78 | 2.78 | 0.00 | 2.79 | 4.34 |
Loss Per Trade % | 3.97 | 3.97 | 0.00 | 4.08 | 3.53 |
Days In Trade | 252 | 252 | 0 | 252 | 252 |
Days In Trade (Avg. Per Trade) | 14.00 | 14.00 | 0.00 | 14.00 | 14.00 |
% Days In Trade | 13.37 | 13.37 | 0.00 | 13.37 | 13.37 |