| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ETW | Eaton Vance Tax Managed Global Buy Write Opportunities Closed Fund | Financial Services | Asset Management | 1075 | 0.1198 | 8.66 | 348273 |
| MWA | Mueller Water Products | Industrials | Specialty Industrial Machinery | 4257 | 0.0098 | 27.22 | 1247053 |
| 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: | 10869.33 |
| Total net P/L: | 869.33 | Total ROI: | 8.69 % |
| CAGR: | 7.49 % | Max. DD: | 12.12 % |
| System Score: | 1.558 | Sharpe Ratio: | 0.498 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 189.21 | Comm.% P/L | 17.87 % |
| Total Transactions: | 44 | Log. Linearity: | 59.236 % |
| Total | Long |
Short |
ETW | MWA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1058.54 | 231.81 | 826.73 | 1103.48 | -44.94 |
| Total Profit | 3067.80 | 1752.67 | 1315.13 | 1493.54 | 2435.59 |
| Total Loss | 2009.26 | 1520.86 | 488.40 | 390.06 | 2480.53 |
| Profit Factor | 1.53 | 1.15 | 2.69 | 3.83 | 0.98 |
| Trades | 11 | 6 | 5 | 11 | 11 |
| Winning Trades | 7 | 3 | 4 | 8 | 6 |
| Losing Trades | 4 | 3 | 1 | 3 | 5 |
| % Profitable | 63.00 | 50.00 | 80.00 | 72.00 | 54.00 |
| Profit/Loss Per Trade % | 0.91 | 0.49 | 1.42 | 0.89 | 0.01 |
| Profit Per Trade % | 4.01 | 5.54 | 2.88 | 1.66 | 3.72 |
| Loss Per Trade % | 4.21 | 4.22 | 4.18 | 1.14 | 4.15 |
| Days In Trade | 189 | 108 | 81 | 189 | 189 |
| Days In Trade (Avg. Per Trade) | 17.18 | 18.00 | 16.20 | 17.18 | 17.18 |
| % Days In Trade | 44.89 | 25.65 | 19.24 | 44.89 | 44.89 |