| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AVB | AvalonBay Communities Inc | Real Estate | REIT - Residential | 22849 | 0.0424 | 161.37 | 980372 |
| INVH | Invitation Homes Inc | Real Estate | REIT - Residential | 14952 | 0.0468 | 24.39 | 5147822 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 10199.59 |
| Total net P/L: | 199.59 | Total ROI: | 2.00 % |
| CAGR: | 1.73 % | Max. DD: | 13.26 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.214 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 97.71 | Comm.% P/L | 32.87 % |
| Total Transactions: | 76 | Log. Linearity: | 1.461 % |
| Total | Long |
Short |
AVB | INVH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 297.30 | 277.04 | 20.26 | -141.55 | 438.85 |
| Total Profit | 1830.31 | 1119.99 | 710.32 | 2018.60 | 2507.08 |
| Total Loss | 1533.01 | 842.95 | 690.06 | 2160.15 | 2068.23 |
| Profit Factor | 1.19 | 1.33 | 1.03 | 0.93 | 1.21 |
| Trades | 19 | 9 | 10 | 19 | 19 |
| Winning Trades | 14 | 7 | 7 | 10 | 9 |
| Losing Trades | 5 | 2 | 3 | 9 | 10 |
| % Profitable | 73.00 | 77.00 | 70.00 | 52.00 | 47.00 |
| Profit/Loss Per Trade % | 0.16 | 0.32 | 0.01 | -0.11 | 0.22 |
| Profit Per Trade % | 1.38 | 1.71 | 1.06 | 2.14 | 2.97 |
| Loss Per Trade % | 3.14 | 4.30 | 2.37 | 2.51 | 2.19 |
| Days In Trade | 261 | 105 | 156 | 261 | 261 |
| Days In Trade (Avg. Per Trade) | 13.74 | 11.67 | 15.60 | 13.74 | 13.74 |
| % Days In Trade | 62.00 | 24.94 | 37.05 | 62.00 | 62.00 |