| 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: | 11516.56 |
| Total net P/L: | 1516.56 | Total ROI: | 15.17 % |
| CAGR: | 2.78 % | Max. DD: | 14.99 % |
| System Score: | 0.081 | Sharpe Ratio: | 0.752 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 104.36 | Comm.% P/L | 6.44 % |
| Total Transactions: | 104 | Log. Linearity: | 30.831 % |
| Total | Long |
Short |
MAS | SSD | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1620.92 | 1620.92 | 0.00 | 713.34 | 907.58 |
| Total Profit | 5203.12 | 5203.12 | 0.00 | 6165.57 | 7233.66 |
| Total Loss | 3582.20 | 3582.20 | 0.00 | 5452.23 | 6326.08 |
| Profit Factor | 1.45 | 1.45 | 0.00 | 1.13 | 1.14 |
| Trades | 26 | 26 | 0 | 26 | 26 |
| Winning Trades | 16 | 16 | 0 | 12 | 13 |
| Losing Trades | 10 | 10 | 0 | 14 | 13 |
| % Profitable | 61.00 | 61.00 | 0.00 | 46.00 | 50.00 |
| Profit/Loss Per Trade % | 0.58 | 0.58 | 0.00 | 0.20 | 0.12 |
| Profit Per Trade % | 3.14 | 3.14 | 0.00 | 4.99 | 5.24 |
| Loss Per Trade % | 3.33 | 3.33 | 0.00 | 3.63 | 4.66 |
| Days In Trade | 441 | 441 | 0 | 441 | 441 |
| Days In Trade (Avg. Per Trade) | 16.96 | 16.96 | 0.00 | 16.96 | 16.96 |
| % Days In Trade | 23.46 | 23.46 | 0.00 | 23.46 | 23.46 |