| 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: | 13310.28 |
| Total net P/L: | 3310.28 | Total ROI: | 33.10 % |
| CAGR: | 10.03 % | Max. DD: | 13.45 % |
| System Score: | 1.607 | Sharpe Ratio: | 1.211 |
| Start Date: | 2022-01-03 | End Date: | 2024-12-30 |
| Total days: | 1092 | ||
| Commissions: | 117.42 | Comm.% P/L | 3.43 % |
| Total Transactions: | 116 | Log. Linearity: | 54.309 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3427.70 | 775.62 | 2652.08 | 2112.78 | 1314.92 |
| Total Profit | 7724.68 | 2655.17 | 5069.51 | 6969.85 | 7878.63 |
| Total Loss | 4296.98 | 1879.55 | 2417.43 | 4857.07 | 6563.71 |
| Profit Factor | 1.80 | 1.41 | 2.10 | 1.43 | 1.20 |
| Trades | 29 | 14 | 15 | 29 | 29 |
| Winning Trades | 19 | 8 | 11 | 15 | 17 |
| Losing Trades | 10 | 6 | 4 | 14 | 12 |
| % Profitable | 65.00 | 57.00 | 73.00 | 51.00 | 58.00 |
| Profit/Loss Per Trade % | 1.03 | 0.48 | 1.54 | 0.63 | 0.22 |
| Profit Per Trade % | 3.72 | 3.08 | 4.19 | 4.33 | 4.19 |
| Loss Per Trade % | 3.86 | 2.85 | 5.39 | 3.14 | 5.00 |
| Days In Trade | 428 | 219 | 209 | 428 | 428 |
| Days In Trade (Avg. Per Trade) | 14.76 | 15.64 | 13.93 | 14.76 | 14.76 |
| % Days In Trade | 39.19 | 20.05 | 19.14 | 39.19 | 39.19 |