| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 23780 | 0.0285 | 77.21 | 2526372 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 37563 | 0.0312 | 115.33 | 2135778 |
| 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: | 9798.72 |
| Total net P/L: | -201.28 | Total ROI: | -2.01 % |
| CAGR: | -1.75 % | Max. DD: | 6.30 % |
| System Score: | -0.001 | Sharpe Ratio: | -0.234 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 40.00 | Comm.% P/L | 24.80 % |
| Total Transactions: | 40 | Log. Linearity: | 7.719 % |
| Total | Long |
Short |
CMS | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | -161.28 | -185.47 | 24.19 | 1096.99 | -1258.27 |
| Total Profit | 809.57 | 539.47 | 270.10 | 1330.22 | 497.29 |
| Total Loss | 970.85 | 724.94 | 245.91 | 233.23 | 1755.56 |
| Profit Factor | 0.83 | 0.74 | 1.10 | 5.70 | 0.28 |
| Trades | 10 | 7 | 3 | 10 | 10 |
| Winning Trades | 5 | 3 | 2 | 7 | 5 |
| Losing Trades | 5 | 4 | 1 | 3 | 5 |
| % Profitable | 50.00 | 42.00 | 66.00 | 70.00 | 50.00 |
| Profit/Loss Per Trade % | -0.16 | -0.27 | 0.08 | 1.10 | -1.29 |
| Profit Per Trade % | 1.65 | 1.85 | 1.37 | 1.92 | 1.01 |
| Loss Per Trade % | 1.92 | 1.79 | 2.44 | 0.78 | 3.50 |
| Days In Trade | 131 | 94 | 37 | 131 | 131 |
| Days In Trade (Avg. Per Trade) | 13.10 | 13.43 | 12.33 | 13.10 | 13.10 |
| % Days In Trade | 31.12 | 22.33 | 8.79 | 31.12 | 31.12 |