| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MAS | Masco Corporation | Industrials | Building Products & Equipment | 13080 | 0.0195 | 64.24 | 2388528 |
| SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 7675 | 0.0062 | 185.11 | 281565 |
| 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: | 10123.01 |
| Total net P/L: | 123.01 | Total ROI: | 1.23 % |
| CAGR: | 1.24 % | Max. DD: | 10.63 % |
| System Score: | 0.007 | Sharpe Ratio: | 0.160 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-30 |
| Total days: | 362 | ||
| Commissions: | 32.00 | Comm.% P/L | 20.64 % |
| Total Transactions: | 32 | Log. Linearity: | 18.016 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 155.01 | 507.76 | -352.75 | -1716.30 | 1871.31 |
| Total Profit | 1591.72 | 1292.56 | 299.16 | 1638.41 | 3210.76 |
| Total Loss | 1436.71 | 784.80 | 651.91 | 3354.71 | 1339.45 |
| Profit Factor | 1.11 | 1.65 | 0.46 | 0.49 | 2.40 |
| Trades | 8 | 4 | 4 | 8 | 8 |
| Winning Trades | 5 | 3 | 2 | 3 | 4 |
| Losing Trades | 3 | 1 | 2 | 5 | 4 |
| % Profitable | 62.00 | 75.00 | 50.00 | 37.00 | 50.00 |
| Profit/Loss Per Trade % | 0.19 | 1.26 | -0.86 | -2.41 | 2.23 |
| Profit Per Trade % | 3.36 | 4.54 | 1.62 | 5.62 | 8.19 |
| Loss Per Trade % | 4.79 | 7.98 | 3.24 | 6.71 | 3.36 |
| Days In Trade | 135 | 72 | 63 | 135 | 135 |
| Days In Trade (Avg. Per Trade) | 16.88 | 18.00 | 15.75 | 16.88 | 16.88 |
| % Days In Trade | 37.29 | 19.89 | 17.40 | 37.29 | 37.29 |