| 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: | 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: | 16517.41 |
| Total net P/L: | 6517.41 | Total ROI: | 65.17 % |
| CAGR: | 8.86 % | Max. DD: | 17.39 % |
| System Score: | 4.833 | Sharpe Ratio: | 1.779 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 410.81 | Comm.% P/L | 5.93 % |
| Total Transactions: | 324 | Log. Linearity: | 81.696 % |
| Total | Long |
Short |
PLD | REXR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6928.22 | 5840.33 | 1087.89 | -11797.43 | 18725.65 |
| Total Profit | 17548.40 | 8885.07 | 8663.33 | 21494.09 | 33581.75 |
| Total Loss | 10620.18 | 3044.74 | 7575.44 | 33291.52 | 14856.10 |
| Profit Factor | 1.65 | 2.92 | 1.14 | 0.65 | 2.26 |
| 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 % | 0.66 | 1.07 | 0.30 | -1.35 | 1.62 |
| Profit Per Trade % | 2.17 | 2.16 | 2.19 | 3.63 | 4.48 |
| Loss Per Trade % | 2.61 | 2.19 | 2.85 | 5.12 | 3.24 |
| 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 |