| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 29318 | 0.0259 | 106.06 | 1682101 |
| CNP | CenterPoint Energy Inc | Utilities | Utilities - Regulated Electric | 27488 | 0.0203 | 42.02 | 5203243 |
| 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: | 11655.75 |
| Total net P/L: | 1655.75 | Total ROI: | 16.56 % |
| CAGR: | 14.21 % | Max. DD: | 9.08 % |
| System Score: | 2.987 | Sharpe Ratio: | 1.878 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 99.56 | Comm.% P/L | 5.67 % |
| Total Transactions: | 84 | Log. Linearity: | 59.461 % |
| Total | Long |
Short |
AEE | CNP | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1755.31 | 208.45 | 1546.86 | 758.41 | 996.90 |
| Total Profit | 2465.14 | 918.28 | 1546.86 | 1943.87 | 2304.23 |
| Total Loss | 709.83 | 709.83 | 0.00 | 1185.46 | 1307.33 |
| Profit Factor | 3.47 | 1.29 | 0.00 | 1.64 | 1.76 |
| Trades | 21 | 10 | 11 | 21 | 21 |
| Winning Trades | 18 | 7 | 11 | 14 | 15 |
| Losing Trades | 3 | 3 | 0 | 7 | 6 |
| % Profitable | 85.00 | 70.00 | 100.00 | 66.00 | 71.00 |
| Profit/Loss Per Trade % | 0.78 | 0.11 | 1.39 | 0.34 | 0.41 |
| Profit Per Trade % | 1.32 | 1.21 | 1.39 | 1.33 | 1.46 |
| Loss Per Trade % | 2.38 | 2.38 | 0.00 | 1.61 | 2.13 |
| Days In Trade | 176 | 100 | 76 | 176 | 176 |
| Days In Trade (Avg. Per Trade) | 8.38 | 10.00 | 6.91 | 8.38 | 8.38 |
| % Days In Trade | 41.81 | 23.75 | 18.05 | 41.81 | 41.81 |