| 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: | 26450.06 |
| Total net P/L: | 16450.06 | Total ROI: | 164.50 % |
| CAGR: | 13.09 % | Max. DD: | 24.66 % |
| System Score: | 9.413 | Sharpe Ratio: | 1.951 |
| Start Date: | 2018-01-02 | End Date: | 2025-11-28 |
| Total days: | 2887 | ||
| Commissions: | 393.38 | Comm.% P/L | 2.34 % |
| Total Transactions: | 308 | Log. Linearity: | 89.601 % |
| Total | Long |
Short |
THO | WGO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 16843.44 | 4065.63 | 12777.81 | -14836.14 | 31679.58 |
| Total Profit | 32269.47 | 11639.12 | 20630.35 | 31787.04 | 61140.09 |
| Total Loss | 15426.03 | 7573.49 | 7852.54 | 46623.18 | 29460.51 |
| Profit Factor | 2.09 | 1.54 | 2.63 | 0.68 | 2.08 |
| Trades | 77 | 37 | 40 | 77 | 77 |
| Winning Trades | 54 | 26 | 28 | 35 | 48 |
| Losing Trades | 23 | 11 | 12 | 42 | 29 |
| % Profitable | 70.00 | 70.00 | 70.00 | 45.00 | 62.00 |
| Profit/Loss Per Trade % | 1.31 | 0.46 | 2.10 | -1.64 | 2.09 |
| Profit Per Trade % | 3.96 | 2.98 | 4.88 | 6.28 | 8.23 |
| Loss Per Trade % | 4.53 | 5.22 | 3.90 | 7.36 | 6.86 |
| Days In Trade | 1102 | 521 | 581 | 1102 | 1102 |
| Days In Trade (Avg. Per Trade) | 14.31 | 14.08 | 14.53 | 14.31 | 14.31 |
| % Days In Trade | 38.17 | 18.05 | 20.12 | 38.17 | 38.17 |