| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CUBE | CubeSmart | Real Estate | REIT - Industrial | 8860 | 0.0547 | 38.65 | 1958284 |
| NSA | National Storage Affiliates Trust | Real Estate | REIT - Industrial | 4555 | 0.075 | 30.94 | 1290054 |
| 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: | 10358.28 |
| Total net P/L: | 358.28 | Total ROI: | 3.58 % |
| CAGR: | 0.69 % | Max. DD: | 20.55 % |
| System Score: | 0.002 | Sharpe Ratio: | 0.278 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 205.86 | Comm.% P/L | 36.49 % |
| Total Transactions: | 168 | Log. Linearity: | 13.131 % |
| Total | Long |
Short |
CUBE | NSA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 564.14 | 983.76 | -419.62 | 7435.54 | -6871.40 |
| Total Profit | 5497.22 | 2559.12 | 2938.09 | 10573.69 | 5567.92 |
| Total Loss | 4933.07 | 1575.36 | 3357.71 | 3138.15 | 12439.31 |
| Profit Factor | 1.11 | 1.62 | 0.88 | 3.37 | 0.45 |
| Trades | 42 | 20 | 22 | 42 | 42 |
| Winning Trades | 27 | 13 | 14 | 27 | 21 |
| Losing Trades | 15 | 7 | 8 | 15 | 21 |
| % Profitable | 64.00 | 65.00 | 63.00 | 64.00 | 50.00 |
| Profit/Loss Per Trade % | 0.13 | 0.50 | -0.20 | 1.69 | -1.75 |
| Profit Per Trade % | 2.04 | 1.97 | 2.10 | 3.80 | 2.57 |
| Loss Per Trade % | 3.18 | 2.15 | 4.08 | 1.96 | 5.68 |
| Days In Trade | 645 | 308 | 337 | 645 | 645 |
| Days In Trade (Avg. Per Trade) | 15.36 | 15.40 | 15.32 | 15.36 | 15.36 |
| % Days In Trade | 34.31 | 16.38 | 17.93 | 34.31 | 34.31 |