| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CBOE | Cboe Global Markets Inc | Financial Services | Financial Data & Stock Exchanges | 28626 | 0.0096 | 273.55 | 849510 |
| ICE | Intercontinental Exchange Inc | Financial Services | Financial Data & Stock Exchanges | 99590 | 0.0109 | 173.98 | 3187588 |
| Entry Threshold: | 1.10 | Exit Threshold: | 0.90 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 10 | MA Type: | EMA | StdDev Period: | 10 |
| 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: | 16627.03 |
| Total net P/L: | 6627.03 | Total ROI: | 66.27 % |
| CAGR: | 10.72 % | Max. DD: | 33.95 % |
| System Score: | 0.597 | Sharpe Ratio: | 1.454 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 916.00 | Comm.% P/L | 12.14 % |
| Total Transactions: | 916 | Log. Linearity: | 38.178 % |
| Total | Long |
Short |
CBOE | ICE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7543.03 | 7070.20 | 472.83 | 11299.63 | -3756.60 |
| Total Profit | 29296.73 | 14093.41 | 15203.32 | 29939.92 | 22514.46 |
| Total Loss | 21753.70 | 7023.21 | 14730.49 | 18640.29 | 26271.06 |
| Profit Factor | 1.35 | 2.01 | 1.03 | 1.61 | 0.86 |
| Trades | 229 | 114 | 115 | 229 | 229 |
| Winning Trades | 162 | 88 | 74 | 141 | 129 |
| Losing Trades | 67 | 26 | 41 | 87 | 100 |
| % Profitable | 70.00 | 77.00 | 64.00 | 61.00 | 56.00 |
| Profit/Loss Per Trade % | 0.25 | 0.49 | 0.02 | 0.36 | -0.13 |
| Profit Per Trade % | 1.35 | 1.24 | 1.48 | 1.58 | 1.31 |
| Loss Per Trade % | 2.28 | 1.98 | 2.48 | 1.56 | 1.90 |
| Days In Trade | 915 | 407 | 508 | 915 | 915 |
| Days In Trade (Avg. Per Trade) | 4.00 | 3.57 | 4.42 | 4.00 | 4.00 |
| % Days In Trade | 50.22 | 22.34 | 27.88 | 50.22 | 50.22 |