| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BLK | BlackRock Inc | Financial Services | Asset Management | 166967 | 0.0195 | 1076.16 | 620415 |
| TROW | T. Rowe Price Group Inc | Financial Services | Asset Management | 21317 | 0 | 97.02 | 1666119 |
| 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: | 10594.59 |
| Total net P/L: | 594.59 | Total ROI: | 5.95 % |
| CAGR: | 6.00 % | Max. DD: | 10.67 % |
| System Score: | 0.196 | Sharpe Ratio: | 0.548 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-30 |
| Total days: | 362 | ||
| Commissions: | 20.00 | Comm.% P/L | 3.25 % |
| Total Transactions: | 20 | Log. Linearity: | 31.975 % |
| Total | Long |
Short |
BLK | TROW | |
|---|---|---|---|---|---|
| Total Profit/Loss | 614.59 | 616.71 | -2.12 | 633.34 | -18.75 |
| Total Profit | 1368.87 | 616.71 | 752.16 | 1050.75 | 996.63 |
| Total Loss | 754.28 | 0.00 | 754.28 | 417.41 | 1015.38 |
| Profit Factor | 1.81 | 0.00 | 1.00 | 2.52 | 0.98 |
| Trades | 5 | 2 | 3 | 5 | 5 |
| Winning Trades | 4 | 2 | 2 | 3 | 3 |
| Losing Trades | 1 | 0 | 1 | 2 | 2 |
| % Profitable | 80.00 | 100.00 | 66.00 | 60.00 | 60.00 |
| Profit/Loss Per Trade % | 1.20 | 3.04 | -0.01 | 1.21 | -0.06 |
| Profit Per Trade % | 3.43 | 3.04 | 3.81 | 3.47 | 3.34 |
| Loss Per Trade % | 7.23 | 0.00 | 7.23 | 2.10 | 4.96 |
| Days In Trade | 76 | 29 | 47 | 76 | 76 |
| Days In Trade (Avg. Per Trade) | 15.20 | 14.50 | 15.67 | 15.20 | 15.20 |
| % Days In Trade | 20.99 | 8.01 | 12.98 | 20.99 | 20.99 |