| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PLD | Prologis Inc | Real Estate | REIT - Industrial | 121366 | 0.0306 | 130.66 | 4188146 |
| REXR | Rexford Industrial Realty Inc | Real Estate | REIT - Industrial | 10070 | 0.0414 | 41.13 | 2591275 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 40994.98 |
| Total net P/L: | 30994.98 | Total ROI: | 309.95 % |
| CAGR: | 26.97 % | Max. DD: | 49.65 % |
| System Score: | 12.709 | Sharpe Ratio: | 1.850 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 3008.59 | Comm.% P/L | 8.85 % |
| Total Transactions: | 324 | Log. Linearity: | 77.822 % |
| Total | Long |
Short |
PLD | REXR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 34003.57 | 43327.86 | -9324.29 | -79389.94 | 113393.51 |
| Total Profit | 133854.54 | 69543.24 | 64311.30 | 187269.62 | 245619.89 |
| Total Loss | 99850.97 | 26215.38 | 73635.59 | 266659.56 | 132226.38 |
| Profit Factor | 1.34 | 2.65 | 0.87 | 0.70 | 1.86 |
| Trades | 81 | 37 | 44 | 81 | 81 |
| Winning Trades | 56 | 28 | 28 | 38 | 52 |
| Losing Trades | 25 | 9 | 16 | 43 | 29 |
| % Profitable | 69.00 | 75.00 | 63.00 | 46.00 | 64.00 |
| Profit/Loss Per Trade % | 1.85 | 3.35 | 0.61 | -9.06 | 4.32 |
| Profit Per Trade % | 7.20 | 7.16 | 7.25 | 11.86 | 14.27 |
| Loss Per Trade % | 8.56 | 7.24 | 9.32 | 16.11 | 10.60 |
| Days In Trade | 1122 | 494 | 628 | 1122 | 1122 |
| Days In Trade (Avg. Per Trade) | 13.85 | 13.35 | 14.27 | 13.85 | 13.85 |
| % Days In Trade | 52.02 | 22.90 | 29.11 | 52.02 | 52.02 |