| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ELS | Equity Lifestyle Properties Inc | Real Estate | REIT - Residential | 12832 | 0.0326 | 65.56 | 1677444 |
| SUI | Sun Communities Inc | Real Estate | REIT - Residential | 16457 | 0.031 | 127.92 | 826731 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 10978.66 |
| Total net P/L: | 978.66 | Total ROI: | 9.79 % |
| CAGR: | 9.87 % | Max. DD: | 8.84 % |
| System Score: | 0.069 | Sharpe Ratio: | 1.009 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-30 |
| Total days: | 362 | ||
| Commissions: | 44.00 | Comm.% P/L | 4.30 % |
| Total Transactions: | 44 | Log. Linearity: | 19.074 % |
| Total | Long |
Short |
ELS | SUI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1022.66 | 963.54 | 59.11 | 766.24 | 256.42 |
| Total Profit | 1789.14 | 1510.32 | 278.81 | 1211.07 | 1331.22 |
| Total Loss | 766.48 | 546.78 | 219.70 | 444.83 | 1074.81 |
| Profit Factor | 2.33 | 2.76 | 1.27 | 2.72 | 1.24 |
| Trades | 11 | 8 | 3 | 11 | 11 |
| Winning Trades | 8 | 6 | 2 | 8 | 6 |
| Losing Trades | 3 | 2 | 1 | 3 | 5 |
| % Profitable | 72.00 | 75.00 | 66.00 | 72.00 | 54.00 |
| Profit/Loss Per Trade % | 0.89 | 1.16 | 0.18 | 0.66 | 0.21 |
| Profit Per Trade % | 2.12 | 2.40 | 1.30 | 1.44 | 2.08 |
| Loss Per Trade % | 2.31 | 2.46 | 2.03 | 1.37 | 1.97 |
| Days In Trade | 179 | 129 | 50 | 179 | 179 |
| Days In Trade (Avg. Per Trade) | 16.27 | 16.12 | 16.67 | 16.27 | 16.27 |
| % Days In Trade | 49.45 | 35.64 | 13.81 | 49.45 | 49.45 |