| 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: | 12756.93 |
| Total net P/L: | 2756.93 | Total ROI: | 27.57 % |
| CAGR: | 12.98 % | Max. DD: | 10.54 % |
| System Score: | 3.911 | Sharpe Ratio: | 1.488 |
| Start Date: | 2024-01-02 | End Date: | 2025-12-30 |
| Total days: | 728 | ||
| Commissions: | 68.00 | Comm.% P/L | 2.41 % |
| Total Transactions: | 68 | Log. Linearity: | 67.035 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2824.93 | 1019.37 | 1805.56 | -2554.16 | 5379.09 |
| Total Profit | 5161.07 | 2005.87 | 3155.20 | 3512.63 | 7778.85 |
| Total Loss | 2336.14 | 986.50 | 1349.64 | 6066.79 | 2399.76 |
| Profit Factor | 2.21 | 2.03 | 2.34 | 0.58 | 3.24 |
| Trades | 17 | 5 | 12 | 17 | 17 |
| Winning Trades | 13 | 4 | 9 | 7 | 11 |
| Losing Trades | 4 | 1 | 3 | 10 | 6 |
| % Profitable | 76.00 | 80.00 | 75.00 | 41.00 | 64.00 |
| Profit/Loss Per Trade % | 1.48 | 1.63 | 1.42 | -1.41 | 2.64 |
| Profit Per Trade % | 3.48 | 4.18 | 3.18 | 4.28 | 6.04 |
| Loss Per Trade % | 4.72 | 7.98 | 3.66 | 5.02 | 3.26 |
| Days In Trade | 242 | 78 | 164 | 242 | 242 |
| Days In Trade (Avg. Per Trade) | 14.24 | 15.60 | 13.67 | 14.24 | 14.24 |
| % Days In Trade | 33.24 | 10.71 | 22.53 | 33.24 | 33.24 |