| 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: | 13230.68 |
| Total net P/L: | 3230.68 | Total ROI: | 32.31 % |
| CAGR: | 9.80 % | Max. DD: | 11.51 % |
| System Score: | 4.625 | Sharpe Ratio: | 1.335 |
| Start Date: | 2023-01-02 | End Date: | 2025-12-30 |
| Total days: | 1093 | ||
| Commissions: | 112.60 | Comm.% P/L | 3.37 % |
| Total Transactions: | 112 | Log. Linearity: | 77.856 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3343.28 | 2089.69 | 1253.59 | -2129.00 | 5472.28 |
| Total Profit | 7574.88 | 4303.02 | 3271.86 | 5676.68 | 10856.35 |
| Total Loss | 4231.60 | 2213.33 | 2018.27 | 7805.68 | 5384.07 |
| Profit Factor | 1.79 | 1.94 | 1.62 | 0.73 | 2.02 |
| Trades | 28 | 15 | 13 | 28 | 28 |
| Winning Trades | 20 | 11 | 9 | 12 | 16 |
| Losing Trades | 8 | 4 | 4 | 16 | 12 |
| % Profitable | 71.00 | 73.00 | 69.00 | 42.00 | 57.00 |
| Profit/Loss Per Trade % | 1.04 | 1.21 | 0.84 | -0.71 | 1.52 |
| Profit Per Trade % | 3.34 | 3.48 | 3.17 | 4.12 | 5.84 |
| Loss Per Trade % | 4.44 | 4.72 | 4.17 | 4.04 | 3.90 |
| Days In Trade | 413 | 225 | 188 | 413 | 413 |
| Days In Trade (Avg. Per Trade) | 14.75 | 15.00 | 14.46 | 14.75 | 14.75 |
| % Days In Trade | 37.79 | 20.59 | 17.20 | 37.79 | 37.79 |