| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MAS | Masco Corporation | Industrials | Building Products & Equipment | 14582 | 0.0171 | 71.62 | 2370637 |
| SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 8056 | 0.006 | 193.57 | 282976 |
| 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: | 10501.10 |
| Total net P/L: | 501.10 | Total ROI: | 5.01 % |
| CAGR: | 4.33 % | Max. DD: | 10.63 % |
| System Score: | 0.225 | Sharpe Ratio: | 0.422 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 40.00 | Comm.% P/L | 7.39 % |
| Total Transactions: | 40 | Log. Linearity: | 37.308 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 541.10 | 578.11 | -37.01 | -1416.76 | 1957.86 |
| Total Profit | 2247.82 | 1632.92 | 614.90 | 1937.95 | 3638.56 |
| Total Loss | 1706.72 | 1054.81 | 651.91 | 3354.71 | 1680.70 |
| Profit Factor | 1.32 | 1.55 | 0.94 | 0.58 | 2.16 |
| Trades | 10 | 6 | 4 | 10 | 10 |
| Winning Trades | 6 | 4 | 2 | 5 | 6 |
| Losing Trades | 4 | 2 | 2 | 5 | 4 |
| % Profitable | 60.00 | 66.00 | 50.00 | 50.00 | 60.00 |
| Profit/Loss Per Trade % | 0.53 | 0.95 | -0.09 | -1.65 | 1.86 |
| Profit Per Trade % | 3.89 | 4.24 | 3.20 | 3.94 | 6.13 |
| Loss Per Trade % | 4.24 | 5.25 | 3.24 | 6.71 | 4.18 |
| Days In Trade | 170 | 101 | 69 | 170 | 170 |
| Days In Trade (Avg. Per Trade) | 17.00 | 16.83 | 17.25 | 17.00 | 17.00 |
| % Days In Trade | 40.38 | 23.99 | 16.39 | 40.38 | 40.38 |