| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MAS | Masco Corporation | Industrials | Building Products & Equipment | 14212 | 0.0173 | 69.8 | 2367016 |
| SSD | Simpson Manufacturing Company Inc | Basic Materials | Lumber & Wood Production | 8030 | 0.0059 | 192.96 | 282683 |
| 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: | 15992.71 |
| Total net P/L: | 5992.71 | Total ROI: | 59.93 % |
| CAGR: | 9.54 % | Max. DD: | 13.46 % |
| System Score: | 6.133 | Sharpe Ratio: | 1.528 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 207.23 | Comm.% P/L | 3.34 % |
| Total Transactions: | 200 | Log. Linearity: | 86.290 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6199.94 | 2001.42 | 4198.52 | 959.49 | 5240.45 |
| Total Profit | 14809.51 | 6424.85 | 8384.66 | 13561.64 | 17668.07 |
| Total Loss | 8609.57 | 4423.43 | 4186.14 | 12602.15 | 12427.62 |
| Profit Factor | 1.72 | 1.45 | 2.00 | 1.08 | 1.42 |
| Trades | 50 | 26 | 24 | 50 | 50 |
| Winning Trades | 33 | 16 | 17 | 26 | 29 |
| Losing Trades | 17 | 10 | 7 | 24 | 21 |
| % Profitable | 66.00 | 61.00 | 70.00 | 52.00 | 58.00 |
| Profit/Loss Per Trade % | 0.98 | 0.60 | 1.39 | 0.13 | 0.62 |
| Profit Per Trade % | 3.59 | 3.17 | 3.99 | 4.22 | 4.73 |
| Loss Per Trade % | 3.86 | 3.34 | 4.62 | 3.99 | 4.69 |
| Days In Trade | 762 | 441 | 321 | 762 | 762 |
| Days In Trade (Avg. Per Trade) | 15.24 | 16.96 | 13.38 | 15.24 | 15.24 |
| % Days In Trade | 40.53 | 23.46 | 17.07 | 40.53 | 40.53 |