| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 23527 | 0.0284 | 76.78 | 2495047 |
| FE | FirstEnergy Corporation | Utilities | Utilities - Regulated Electric | 29253 | 0.0349 | 50.64 | 4521369 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 13197.56 |
| Total net P/L: | 3197.56 | Total ROI: | 31.98 % |
| CAGR: | 5.62 % | Max. DD: | 20.64 % |
| System Score: | 3.741 | Sharpe Ratio: | 1.248 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 314.51 | Comm.% P/L | 8.96 % |
| Total Transactions: | 264 | Log. Linearity: | 87.313 % |
| Total | Long |
Short |
CMS | FE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3512.07 | -371.77 | 3883.84 | 2093.44 | 1418.63 |
| Total Profit | 10028.06 | 4626.13 | 5401.93 | 10712.19 | 10910.11 |
| Total Loss | 6515.99 | 4997.90 | 1518.09 | 8618.75 | 9491.48 |
| Profit Factor | 1.54 | 0.93 | 3.56 | 1.24 | 1.15 |
| Trades | 66 | 35 | 31 | 66 | 66 |
| Winning Trades | 47 | 23 | 24 | 36 | 38 |
| Losing Trades | 19 | 12 | 7 | 30 | 28 |
| % Profitable | 71.00 | 65.00 | 77.00 | 54.00 | 57.00 |
| Profit/Loss Per Trade % | 0.47 | -0.14 | 1.15 | 0.18 | 0.19 |
| Profit Per Trade % | 2.00 | 1.87 | 2.12 | 2.75 | 2.71 |
| Loss Per Trade % | 3.18 | 3.82 | 2.10 | 2.77 | 3.04 |
| Days In Trade | 930 | 516 | 414 | 930 | 930 |
| Days In Trade (Avg. Per Trade) | 14.09 | 14.74 | 13.35 | 14.09 | 14.09 |
| % Days In Trade | 50.22 | 27.86 | 22.35 | 50.22 | 50.22 |