| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 1033 | 0.1426 | 10.11 | 1333642 |
| SUI | Sun Communities Inc | Real Estate | REIT - Residential | 17342 | 0.0297 | 135.44 | 855507 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 42951.36 |
| Total net P/L: | 32951.36 | Total ROI: | 329.51 % |
| CAGR: | 32.71 % | Max. DD: | 26.15 % |
| System Score: | 26.242 | Sharpe Ratio: | 3.084 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 1703.51 | Comm.% P/L | 4.92 % |
| Total Transactions: | 312 | Log. Linearity: | 92.922 % |
| Total | Long |
Short |
MFA | SUI | |
|---|---|---|---|---|---|
| Total Profit/Loss | 34654.87 | 17653.51 | 17001.36 | 14047.75 | 20607.12 |
| Total Profit | 50076.08 | 28776.00 | 21300.09 | 36301.84 | 34923.81 |
| Total Loss | 15421.22 | 11122.49 | 4298.73 | 22254.09 | 14316.69 |
| Profit Factor | 3.25 | 2.59 | 4.95 | 1.63 | 2.44 |
| Trades | 78 | 41 | 37 | 78 | 78 |
| Winning Trades | 64 | 33 | 31 | 56 | 51 |
| Losing Trades | 14 | 8 | 6 | 21 | 27 |
| % Profitable | 82.00 | 80.00 | 83.00 | 71.00 | 65.00 |
| Profit/Loss Per Trade % | 1.98 | 1.75 | 2.24 | 0.78 | 1.10 |
| Profit Per Trade % | 3.60 | 3.82 | 3.37 | 3.07 | 3.24 |
| Loss Per Trade % | 4.91 | 6.10 | 3.36 | 4.83 | 2.76 |
| Days In Trade | 799 | 407 | 392 | 799 | 799 |
| Days In Trade (Avg. Per Trade) | 10.24 | 9.93 | 10.59 | 10.24 | 10.24 |
| % Days In Trade | 42.50 | 21.65 | 20.85 | 42.50 | 42.50 |