| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BBUS | JPMorgan BetaBuilders U.S. Equity ETF | 0.0166 | 114.27 | 243680 | |||
| SCHB | Schwab U.S. Broad Market ETF | 0 | 24.5 | 7662312 |
| 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: | 9813.58 |
| Total net P/L: | -186.42 | Total ROI: | -1.86 % |
| CAGR: | -0.36 % | Max. DD: | 3.29 % |
| System Score: | -0.153 | Sharpe Ratio: | -0.697 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 427.75 | Comm.% P/L | 177.25 % |
| Total Transactions: | 232 | Log. Linearity: | 74.783 % |
| Total | Long |
Short |
BBUS | SCHB | |
|---|---|---|---|---|---|
| Total Profit/Loss | 241.33 | 301.62 | -60.29 | -982.95 | 1224.28 |
| Total Profit | 701.86 | 387.89 | 313.96 | 5113.48 | 6307.54 |
| Total Loss | 460.53 | 86.28 | 374.25 | 6096.43 | 5083.26 |
| Profit Factor | 1.52 | 4.50 | 0.84 | 0.84 | 1.24 |
| Trades | 58 | 25 | 33 | 58 | 58 |
| Winning Trades | 42 | 19 | 23 | 25 | 35 |
| Losing Trades | 16 | 6 | 10 | 33 | 22 |
| % Profitable | 72.00 | 76.00 | 69.00 | 43.00 | 60.00 |
| Profit/Loss Per Trade % | 0.04 | 0.12 | -0.02 | -0.21 | 0.17 |
| Profit Per Trade % | 0.17 | 0.21 | 0.14 | 2.05 | 1.79 |
| Loss Per Trade % | 0.29 | 0.15 | 0.37 | 1.84 | 2.32 |
| Days In Trade | 716 | 284 | 432 | 716 | 716 |
| Days In Trade (Avg. Per Trade) | 12.34 | 11.36 | 13.09 | 12.34 | 12.34 |
| % Days In Trade | 38.09 | 15.11 | 22.98 | 38.09 | 38.09 |