| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| NEA | Nuveen AMT-Free Municipal IF | Financial Services | Asset Management | 3717 | 0.0485 | 11.84 | 941704 |
| NZF | Nuveen Municipal Credit Income | Financial Services | Asset Management | 1895 | 0.054 | 12.92 | 531967 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 11027.11 |
| Total net P/L: | 1027.11 | Total ROI: | 10.27 % |
| CAGR: | 9.51 % | Max. DD: | 1.84 % |
| System Score: | 8.266 | Sharpe Ratio: | 2.356 |
| Start Date: | 2025-01-02 | End Date: | 2026-01-30 |
| Total days: | 393 | ||
| Commissions: | 234.53 | Comm.% P/L | 18.59 % |
| Total Transactions: | 52 | Log. Linearity: | 95.450 % |
| Total | Long |
Short |
NEA | NZF | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1261.64 | 952.80 | 308.84 | 618.43 | 643.21 |
| Total Profit | 1300.37 | 952.80 | 347.57 | 1331.53 | 1422.75 |
| Total Loss | 38.73 | 0.00 | 38.73 | 713.10 | 779.54 |
| Profit Factor | 33.58 | 0.00 | 8.97 | 1.87 | 1.83 |
| Trades | 13 | 7 | 6 | 13 | 13 |
| Winning Trades | 12 | 7 | 5 | 6 | 9 |
| Losing Trades | 1 | 0 | 1 | 7 | 4 |
| % Profitable | 92.00 | 100.00 | 83.00 | 46.00 | 69.00 |
| Profit/Loss Per Trade % | 0.93 | 1.30 | 0.50 | 0.45 | 0.44 |
| Profit Per Trade % | 1.03 | 1.30 | 0.67 | 2.13 | 1.50 |
| Loss Per Trade % | 0.35 | 0.00 | 0.35 | 0.96 | 1.89 |
| Days In Trade | 115 | 56 | 59 | 115 | 115 |
| Days In Trade (Avg. Per Trade) | 8.85 | 8.00 | 9.83 | 8.85 | 8.85 |
| % Days In Trade | 29.26 | 14.25 | 15.01 | 29.26 | 29.26 |