| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| THO | Thor Industries Inc | Consumer Cyclical | Recreational Vehicles | 5271 | 0.0181 | 99.76 | 765702 |
| WGO | Winnebago Industries Inc | Consumer Cyclical | Recreational Vehicles | 1059 | 0.0351 | 37.55 | 702409 |
| 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: | 21536.52 |
| Total net P/L: | 11536.52 | Total ROI: | 115.37 % |
| CAGR: | 13.86 % | Max. DD: | 24.73 % |
| System Score: | 6.638 | Sharpe Ratio: | 1.792 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 252.93 | Comm.% P/L | 2.15 % |
| Total Transactions: | 220 | Log. Linearity: | 78.236 % |
| Total | Long |
Short |
THO | WGO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 11789.45 | 3807.97 | 7981.48 | -10972.08 | 22761.53 |
| Total Profit | 20995.71 | 7112.55 | 13883.16 | 19377.49 | 41179.01 |
| Total Loss | 9206.26 | 3304.58 | 5901.68 | 30349.57 | 18417.48 |
| Profit Factor | 2.28 | 2.15 | 2.35 | 0.64 | 2.24 |
| Trades | 55 | 24 | 31 | 55 | 55 |
| Winning Trades | 40 | 19 | 21 | 25 | 34 |
| Losing Trades | 15 | 5 | 10 | 30 | 21 |
| % Profitable | 72.00 | 79.00 | 67.00 | 45.00 | 61.00 |
| Profit/Loss Per Trade % | 1.44 | 0.96 | 1.81 | -1.89 | 2.44 |
| Profit Per Trade % | 3.81 | 2.65 | 4.86 | 5.88 | 8.74 |
| Loss Per Trade % | 4.44 | 5.18 | 4.08 | 7.47 | 6.57 |
| Days In Trade | 780 | 313 | 467 | 780 | 780 |
| Days In Trade (Avg. Per Trade) | 14.18 | 13.04 | 15.06 | 14.18 | 14.18 |
| % Days In Trade | 36.16 | 14.51 | 21.65 | 36.16 | 36.16 |