| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IWM | iShares Russell 2000 ETF | 0.008 | 252.71 | 37330379 | |||
| IWC | iShares Micro-Cap ETF | 0.0186 | 162.3 | 45279 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 5000.00 | Final Equity: | 4291.18 |
| Total net P/L: | -708.82 | Total ROI: | -14.18 % |
| CAGR: | -0.96 % | Max. DD: | 14.86 % |
| System Score: | -0.682 | Sharpe Ratio: | -1.950 |
| Start Date: | 2010-01-04 | End Date: | 2025-11-28 |
| Total days: | 5807 | ||
| Commissions: | 960.00 | Comm.% P/L | 382.19 % |
| Total Transactions: | 960 | Log. Linearity: | 89.365 % |
| Total | Long |
Short |
IWM | IWC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 251.18 | 0.19 | 250.99 | 2264.30 | -2013.12 |
| Total Profit | 2215.99 | 1036.16 | 1179.83 | 9057.94 | 7498.33 |
| Total Loss | 1964.81 | 1035.97 | 928.84 | 6793.64 | 9511.45 |
| Profit Factor | 1.13 | 1.00 | 1.27 | 1.33 | 0.79 |
| Trades | 240 | 114 | 126 | 240 | 240 |
| Winning Trades | 157 | 74 | 83 | 131 | 116 |
| Losing Trades | 83 | 40 | 43 | 109 | 124 |
| % Profitable | 65.00 | 64.00 | 65.00 | 54.00 | 48.00 |
| Profit/Loss Per Trade % | 0.02 | -0.00 | 0.05 | 0.19 | -0.20 |
| Profit Per Trade % | 0.31 | 0.30 | 0.31 | 1.50 | 1.40 |
| Loss Per Trade % | 0.51 | 0.56 | 0.47 | 1.35 | 1.66 |
| Days In Trade | 2925 | 1390 | 1535 | 2925 | 2925 |
| Days In Trade (Avg. Per Trade) | 12.19 | 12.19 | 12.18 | 12.19 | 12.19 |
| % Days In Trade | 50.37 | 23.94 | 26.43 | 50.37 | 50.37 |