| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| WTFC | Wintrust Financial Corporation | Financial Services | Banks - Regional | 9648 | 0.0131 | 144.06 | 446181 |
| WSFS | WSFS Financial Corporation | Financial Services | Banks - Regional | 3472 | 0.0099 | 63.51 | 365643 |
| 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: | 12121.05 |
| Total net P/L: | 2121.05 | Total ROI: | 21.21 % |
| CAGR: | 3.81 % | Max. DD: | 21.78 % |
| System Score: | 0.114 | Sharpe Ratio: | 0.779 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 213.07 | Comm.% P/L | 9.13 % |
| Total Transactions: | 184 | Log. Linearity: | 31.024 % |
| Total | Long |
Short |
WTFC | WSFS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2334.12 | -304.72 | 2638.84 | 1338.13 | 995.99 |
| Total Profit | 9803.86 | 3065.00 | 6738.86 | 12716.44 | 14008.92 |
| Total Loss | 7469.74 | 3369.72 | 4100.02 | 11378.31 | 13012.93 |
| Profit Factor | 1.31 | 0.91 | 1.64 | 1.12 | 1.08 |
| Trades | 46 | 20 | 26 | 46 | 46 |
| Winning Trades | 27 | 11 | 16 | 24 | 24 |
| Losing Trades | 19 | 9 | 10 | 22 | 22 |
| % Profitable | 58.00 | 55.00 | 61.00 | 52.00 | 52.00 |
| Profit/Loss Per Trade % | 0.46 | -0.06 | 0.85 | 0.17 | -0.01 |
| Profit Per Trade % | 3.05 | 2.33 | 3.55 | 4.35 | 4.67 |
| Loss Per Trade % | 3.05 | 2.79 | 3.29 | 3.98 | 4.73 |
| Days In Trade | 708 | 312 | 396 | 708 | 708 |
| Days In Trade (Avg. Per Trade) | 15.39 | 15.60 | 15.23 | 15.39 | 15.39 |
| % Days In Trade | 37.66 | 16.60 | 21.06 | 37.66 | 37.66 |