| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XHB | SPDR® S&P Homebuilders ETF | 0.0124 | 105.07 | 2333788 | |||
| ITB | iShares U.S. Home Construction ETF | 0 | 98.18 | 2535728 |
| 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: | 10593.62 |
| Total net P/L: | 593.62 | Total ROI: | 5.94 % |
| CAGR: | 6.59 % | Max. DD: | 2.44 % |
| System Score: | 2.730 | Sharpe Ratio: | 1.234 |
| Start Date: | 2025-01-02 | End Date: | 2025-11-28 |
| Total days: | 330 | ||
| Commissions: | 56.00 | Comm.% P/L | 8.62 % |
| Total Transactions: | 56 | Log. Linearity: | 74.561 % |
| Total | Long |
Short |
XHB | ITB | |
|---|---|---|---|---|---|
| Total Profit/Loss | 649.62 | 402.02 | 247.60 | -405.85 | 1055.47 |
| Total Profit | 955.16 | 418.82 | 536.35 | 1404.21 | 2429.56 |
| Total Loss | 305.54 | 16.80 | 288.74 | 1810.06 | 1374.09 |
| Profit Factor | 3.13 | 24.93 | 1.86 | 0.78 | 1.77 |
| Trades | 14 | 6 | 8 | 14 | 14 |
| Winning Trades | 10 | 4 | 6 | 6 | 7 |
| Losing Trades | 4 | 2 | 2 | 8 | 7 |
| % Profitable | 71.00 | 66.00 | 75.00 | 42.00 | 50.00 |
| Profit/Loss Per Trade % | 0.45 | 0.65 | 0.30 | -0.35 | 0.72 |
| Profit Per Trade % | 0.93 | 1.01 | 0.87 | 2.22 | 3.38 |
| Loss Per Trade % | 0.73 | 0.08 | 1.38 | 2.20 | 1.85 |
| Days In Trade | 157 | 62 | 95 | 157 | 157 |
| Days In Trade (Avg. Per Trade) | 11.21 | 10.33 | 11.88 | 11.21 | 11.21 |
| % Days In Trade | 47.58 | 18.79 | 28.79 | 47.58 | 47.58 |