| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MAR | Marriott International Inc | Consumer Cyclical | Lodging | 80414 | 0.0088 | 296.23 | 1658462 |
| HLT | Hilton Worldwide Holdings Inc | Consumer Cyclical | Lodging | 64521 | 0.0022 | 274.33 | 1980913 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 17799.44 |
| Total net P/L: | 7799.44 | Total ROI: | 77.99 % |
| CAGR: | 10.39 % | Max. DD: | 12.76 % |
| System Score: | 5.259 | Sharpe Ratio: | 2.244 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 360.00 | Comm.% P/L | 4.41 % |
| Total Transactions: | 360 | Log. Linearity: | 79.696 % |
| Total | Long |
Short |
MAR | HLT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8159.44 | 4205.56 | 3953.88 | 9547.11 | -1387.67 |
| Total Profit | 16894.31 | 8954.02 | 7940.29 | 37470.81 | 27815.82 |
| Total Loss | 8734.87 | 4748.46 | 3986.41 | 27923.70 | 29203.49 |
| Profit Factor | 1.93 | 1.89 | 1.99 | 1.34 | 0.95 |
| Trades | 90 | 50 | 40 | 90 | 90 |
| Winning Trades | 62 | 33 | 29 | 52 | 45 |
| Losing Trades | 28 | 17 | 11 | 38 | 44 |
| % Profitable | 68.00 | 66.00 | 72.00 | 57.00 | 50.00 |
| Profit/Loss Per Trade % | 0.67 | 0.62 | 0.73 | 0.49 | -0.24 |
| Profit Per Trade % | 1.92 | 1.89 | 1.96 | 4.92 | 4.20 |
| Loss Per Trade % | 2.01 | 1.79 | 2.35 | 4.90 | 4.45 |
| Days In Trade | 1067 | 633 | 434 | 1067 | 1067 |
| Days In Trade (Avg. Per Trade) | 11.86 | 12.66 | 10.85 | 11.86 | 11.86 |
| % Days In Trade | 50.12 | 29.73 | 20.39 | 50.12 | 50.12 |