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Model: Ratio
HQ Backtest SPGI vs MCO
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPGI S&P Global Inc Financial Services Financial Data & Stock Exchanges 155883 0.0076 510.59 1393721
MCO Moodys Corporation Financial Services Financial Data & Stock Exchanges 89504 0.0074 499.02 802083
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: 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: 15088.90
Total net P/L: 5088.90 Total ROI: 50.89 %
CAGR: 7.21 % Max. DD: 9.73 %
System Score: 4.928 Sharpe Ratio: 1.758
Start Date: 2020-01-02 End Date: 2025-11-28
Total days: 2157
Commissions: 356.00 Comm.% P/L 6.54 %
Total Transactions: 356 Log. Linearity: 88.088 %
Total enabled Long enabled Short SPGI MCO
Total Profit/Loss 5444.90 1774.61 3670.29 3328.52 2116.38
Total Profit 11192.56 5424.63 5767.93 17164.20 16270.77
Total Loss 5747.66 3650.02 2097.64 13835.68 14154.39
Profit Factor 1.95 1.49 2.75 1.24 1.15
Trades 89 46 43 89 89
Winning Trades 64 31 33 44 50
Losing Trades 25 15 10 45 39
% Profitable 71.00 67.00 76.00 49.00 56.00
Profit/Loss Per Trade % 0.50 0.30 0.71 0.28 0.07
Profit Per Trade % 1.50 1.48 1.52 3.44 2.78
Loss Per Trade % 2.00 2.05 1.92 2.64 3.20
Days In Trade 990 545 445 990 990
Days In Trade (Avg. Per Trade) 11.12 11.85 10.35 11.12 11.12
% Days In Trade 45.90 25.27 20.63 45.90 45.90
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.