| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FHI | Federated Investors Inc B | Financial Services | Asset Management | 4385 | 0.0234 | 56.55 | 648762 |
| SEIC | SEI Investments Company | Financial Services | Asset Management | 9691 | 0.0127 | 79.15 | 803442 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 121 | 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: | 9069.49 |
| Total net P/L: | -930.51 | Total ROI: | -9.31 % |
| CAGR: | -9.40 % | Max. DD: | 16.99 % |
| System Score: | -2.147 | Sharpe Ratio: | -0.852 |
| Start Date: | 2025-03-03 | End Date: | 2026-02-27 |
| Total days: | 361 | ||
| Commissions: | 25.35 | Comm.% P/L | 2.80 % |
| Total Transactions: | 24 | Log. Linearity: | 61.123 % |
| Total | Long |
Short |
FHI | SEIC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -905.16 | 489.04 | -1394.20 | 47.61 | -952.77 |
| Total Profit | 1117.59 | 489.04 | 628.55 | 1446.00 | 225.00 |
| Total Loss | 2022.75 | 0.00 | 2022.75 | 1398.39 | 1177.77 |
| Profit Factor | 0.55 | 0.00 | 0.31 | 1.03 | 0.19 |
| Trades | 6 | 1 | 5 | 6 | 6 |
| Winning Trades | 3 | 1 | 2 | 3 | 2 |
| Losing Trades | 3 | 0 | 3 | 3 | 4 |
| % Profitable | 50.00 | 100.00 | 40.00 | 50.00 | 33.00 |
| Profit/Loss Per Trade % | -1.57 | 4.80 | -2.80 | 0.02 | -1.58 |
| Profit Per Trade % | 3.84 | 4.80 | 3.36 | 4.85 | 1.23 |
| Loss Per Trade % | 6.46 | 0.00 | 6.46 | 4.41 | 2.93 |
| Days In Trade | 97 | 1 | 96 | 97 | 97 |
| Days In Trade (Avg. Per Trade) | 16.17 | 1.00 | 19.20 | 16.17 | 16.17 |
| % Days In Trade | 26.87 | 0.28 | 26.59 | 26.87 | 26.87 |